{"schemaVersion":1,"ticker":"AUGT","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/augt/","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, AUGT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/augt/"},"benchmark":{"ticker":"SPY","name":"SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"AUGT","b":"SPY","window":{"from":"2023-08-11","to":"2026-10-23","firstReturn":"2023-08-18","weeklyReturns":167,"years":3.2,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0451825,"perWeek":0.0008688942,"days":800,"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":0.59517467,"b":0.77451632,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.15651128,"b":0.19552275,"edge":"SPY","lead":"SPY"},"price":{"a":0.59517467,"b":0.70530686,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.09307849,"b":0.14191317,"edge":"AUGT","lead":"AUGT"},"downsideDeviation":{"a":0.05976665,"b":0.09163536,"edge":"AUGT","lead":"AUGT"},"maxDrawdown":{"a":-0.11638484,"b":-0.16877308,"edge":"AUGT","lead":"AUGT","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.10473883,"b":0.1437304,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.12527426,"b":1.01280523,"edge":"AUGT (slight)","lead":"AUGT"},"sortino":{"a":1.75246285,"b":1.56850368,"edge":"AUGT","lead":"AUGT"},"calmar":{"a":1.34477378,"b":1.15849488,"edge":"AUGT","lead":"AUGT"}},"relative":{"AUGT":{"on":"SPY","beta":0.64307328,"r2":0.96131925,"alpha":0.01230965,"alphaT":1.18966955,"alphaLow":-0.00812017,"alphaHigh":0.03273948,"upsideCapture":0.57010383,"downsideCapture":0.66182081,"treynor":0.16287231,"trackingError":0.05385908,"informationRatio":-0.72395528,"upWeeks":98,"downWeeks":69,"treynorReference":0.1437304,"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":"AUGT","lead":"AUGT"},"treynor":{"edge":"AUGT","lead":"AUGT"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AUGT":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":167,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.59517467}},"SPY":{"kept":"2026-10-26","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":167,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.77451632}}}}