{"schemaVersion":1,"ticker":"AUGZ","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/augz/","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, AUGZ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/augz/"},"benchmark":{"ticker":"SPY","name":"S&P 500 Price Index","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"AUGZ","b":"SPY","window":{"from":"2020-08-14","to":"2026-10-23","firstReturn":"2020-08-21","weeklyReturns":323,"years":6.19,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0318228,"perWeek":0.000611977,"days":1548,"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":1.00892247,"b":1.45677311,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11885616,"b":0.15570009,"edge":"SPY","lead":"SPY"},"price":{"a":0.79533582,"b":1.25617504,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.11555777,"b":0.15899704,"edge":"AUGZ","lead":"AUGZ"},"downsideDeviation":{"a":0.07634069,"b":0.10410991,"edge":"AUGZ","lead":"AUGZ"},"maxDrawdown":{"a":-0.15109524,"b":-0.23927987,"edge":"AUGZ","lead":"AUGZ","aPeak":"2021-12-31","aTrough":"2022-09-30","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.08726033,"b":0.12567313,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.755123,"b":0.7904118,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.14303834,"b":1.20711983,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":0.78663075,"b":0.65070284,"edge":"AUGZ","lead":"AUGZ"}},"relative":{"AUGZ":{"on":"SPY","beta":0.71764898,"r2":0.97499839,"alpha":-0.00292887,"alphaT":-0.39649645,"alphaLow":-0.01746165,"alphaHigh":0.01160392,"upsideCapture":0.64294509,"downsideCapture":0.79957948,"treynor":0.12159194,"trackingError":0.04846897,"informationRatio":-0.7925237,"upWeeks":181,"downWeeks":142,"treynorReference":0.12567313,"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":"AUGZ","lead":"AUGZ"},"treynor":{"edge":"SPY (slight)","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":{"AUGZ":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":323,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.00892247}},"SPY":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":323,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.45677311}}}}