{"schemaVersion":1,"ticker":"BAUG","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/baug/","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, BAUG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/baug/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"BAUG","b":"SPY","window":{"from":"2019-08-09","to":"2026-10-23","firstReturn":"2019-08-16","weeklyReturns":376,"years":7.21,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02872947,"perWeek":0.0005524898,"days":1802,"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":1.23117409,"b":1.89520963,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11738139,"b":0.1583755,"edge":"SPY","lead":"SPY"},"price":{"a":1.23117409,"b":1.60602839,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.12599289,"b":0.1837918,"edge":"BAUG","lead":"BAUG"},"downsideDeviation":{"a":0.08723993,"b":0.12631201,"edge":"BAUG","lead":"BAUG"},"maxDrawdown":{"a":-0.23284953,"b":-0.3181115,"edge":"BAUG","lead":"BAUG","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.09034157,"b":0.13548141,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.71703703,"b":0.73714611,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.03555294,"b":1.07259324,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":0.50410836,"b":0.49786161,"edge":"Tie"}},"relative":{"BAUG":{"on":"SPY","beta":0.67266891,"r2":0.96285943,"alpha":-0.00079256,"alphaT":-0.08719933,"alphaLow":-0.01866472,"alphaHigh":0.01707959,"upsideCapture":0.55559482,"downsideCapture":0.73496186,"treynor":0.13430317,"trackingError":0.064876,"informationRatio":-0.69578645,"upWeeks":214,"downWeeks":162,"treynorReference":0.13548141,"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":"BAUG","lead":"BAUG"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BAUG":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":376,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.23117409}},"SPY":{"kept":"2026-10-26","distributions":29,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":376,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.89520963}}}}