{"schemaVersion":1,"ticker":"AJUL","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ajul/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, AJUL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ajul/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"AJUL","b":"SPY","window":{"from":"2024-07-12","to":"2026-10-23","firstReturn":"2024-07-19","weeklyReturns":119,"years":2.28,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04158984,"perWeek":0.0007998047,"days":571,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.16089912,"b":0.39260579,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.06736647,"b":0.15571113,"edge":"SPY","lead":"SPY"},"price":{"a":0.16089912,"b":0.35711352,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.04464321,"b":0.15039147,"edge":"AJUL","lead":"AJUL"},"downsideDeviation":{"a":0.03007124,"b":0.09874361,"edge":"AJUL","lead":"AJUL"},"maxDrawdown":{"a":-0.05350936,"b":-0.16877308,"edge":"AJUL","lead":"AJUL","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.02463452,"b":0.11457238,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.55180881,"b":0.76182761,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.81920511,"b":1.16030164,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.25896613,"b":0.92260644,"edge":"AJUL","lead":"AJUL"}},"relative":{"AJUL":{"on":"SPY","beta":0.27840669,"r2":0.87961967,"alpha":-0.0072632,"alphaT":-0.70240568,"alphaLow":-0.02774194,"alphaHigh":0.01321554,"upsideCapture":0.21310918,"downsideCapture":0.30025435,"treynor":0.08848392,"trackingError":0.10962131,"informationRatio":-0.82044138,"upWeeks":67,"downWeeks":52,"treynorReference":0.11457238,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"AJUL","lead":"AJUL"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AJUL":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":119,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.16089912}},"SPY":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":119,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.39260579}}}}