{"schemaVersion":1,"ticker":"AUGW","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/augw/","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, AUGW against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/augw/"},"benchmark":{"ticker":"SPY","name":"SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"AUGW","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":0.40720577,"b":0.77451632,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11223148,"b":0.19552275,"edge":"SPY","lead":"SPY"},"price":{"a":0.40720577,"b":0.70530686,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06133801,"b":0.14191317,"edge":"AUGW","lead":"AUGW"},"downsideDeviation":{"a":0.03949067,"b":0.09163536,"edge":"AUGW","lead":"AUGW"},"maxDrawdown":{"a":-0.07685759,"b":-0.16877308,"edge":"AUGW","lead":"AUGW","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.06316508,"b":0.1437304,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.02978685,"b":1.01280523,"edge":"Tie"},"sortino":{"a":1.59949357,"b":1.56850368,"edge":"Tie"},"calmar":{"a":1.46025246,"b":1.15849488,"edge":"AUGW","lead":"AUGW"}},"relative":{"AUGW":{"on":"SPY","beta":0.41316091,"r2":0.91374374,"alpha":0.0037813,"alphaT":0.37135839,"alphaLow":-0.01632318,"alphaHigh":0.02388578,"upsideCapture":0.33413487,"downsideCapture":0.41734288,"treynor":0.15288252,"trackingError":0.08520632,"informationRatio":-0.94553218,"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":"AUGW","lead":"AUGW"},"treynor":{"edge":"AUGW (slight)","lead":"AUGW"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"AUGW":{"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":0.40720577}},"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}}}}