{"schemaVersion":1,"ticker":"AUGP","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/augp/","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, AUGP against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/augp/"},"benchmark":{"ticker":"SPY","name":"SPDR S&P 500 ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"AUGP","b":"SPY","window":{"from":"2024-05-17","to":"2026-10-23","firstReturn":"2024-05-24","weeklyReturns":127,"years":2.43,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04233553,"perWeek":0.0008141447,"days":608,"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":0.34872219,"b":0.47769304,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.13030751,"b":0.17337292,"edge":"SPY","lead":"SPY"},"price":{"a":0.34872219,"b":0.43539522,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.08839626,"b":0.1464545,"edge":"AUGP","lead":"AUGP"},"downsideDeviation":{"a":0.05830062,"b":0.09568511,"edge":"AUGP","lead":"AUGP"},"maxDrawdown":{"a":-0.10598173,"b":-0.16877308,"edge":"AUGP","lead":"AUGP","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.08418557,"b":0.12846371,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.9523657,"b":0.87715778,"edge":"AUGP (slight)","lead":"AUGP"},"sortino":{"a":1.44399102,"b":1.34256741,"edge":"AUGP (slight)","lead":"AUGP"},"calmar":{"a":1.22952813,"b":1.02725462,"edge":"AUGP","lead":"AUGP"}},"relative":{"AUGP":{"on":"SPY","beta":0.57839348,"r2":0.91829971,"alpha":0.009883,"alphaT":0.60436359,"alphaLow":-0.02248109,"alphaHigh":0.04224708,"upsideCapture":0.4831659,"downsideCapture":0.58465959,"treynor":0.14555069,"trackingError":0.06671572,"informationRatio":-0.66368373,"upWeeks":72,"downWeeks":55,"treynorReference":0.12846371,"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":"AUGP","lead":"AUGP"},"treynor":{"edge":"AUGP","lead":"AUGP"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AUGP":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":127,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.34872219}},"SPY":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":127,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.47769304}}}}