{"schemaVersion":1,"ticker":"AUGM","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/augm/","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, AUGM against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/augm/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"AUGM","b":"SPY","window":{"from":"2024-08-30","to":"2026-10-23","firstReturn":"2024-09-06","weeklyReturns":112,"years":2.15,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04088358,"perWeek":0.0007862227,"days":536,"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":0.13204896,"b":0.38348942,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.05927531,"b":0.1626609,"edge":"SPY","lead":"SPY"},"price":{"a":0.13204896,"b":0.34822949,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.03389201,"b":0.15088434,"edge":"AUGM","lead":"AUGM"},"downsideDeviation":{"a":0.02258687,"b":0.09946411,"edge":"AUGM","lead":"AUGM"},"maxDrawdown":{"a":-0.03952204,"b":-0.16877308,"edge":"AUGM","lead":"AUGM","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.01730245,"b":0.12136749,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.51051688,"b":0.80437431,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.76604011,"b":1.22021386,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.49980393,"b":0.96378466,"edge":"AUGM","lead":"AUGM"}},"relative":{"AUGM":{"on":"SPY","beta":0.21019586,"r2":0.87567281,"alpha":-0.0082085,"alphaT":-0.99727785,"alphaLow":-0.02452022,"alphaHigh":0.00810322,"upsideCapture":0.15751041,"downsideCapture":0.20930758,"treynor":0.08231582,"trackingError":0.11976677,"informationRatio":-0.86889744,"upWeeks":63,"downWeeks":49,"treynorReference":0.12136749,"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":"AUGM","lead":"AUGM"},"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":{"AUGM":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":112,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.13204896}},"SPY":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":112,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.38348942}}}}