{"schemaVersion":1,"ticker":"BFEB","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/bfeb/","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, BFEB against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/bfeb/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"BFEB","b":"SPY","window":{"from":"2020-02-14","to":"2026-10-23","firstReturn":"2020-02-21","weeklyReturns":349,"years":6.69,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02963214,"perWeek":0.0005698488,"days":1674,"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":1.13275015,"b":1.47721833,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11946653,"b":0.14472074,"edge":"SPY","lead":"SPY"},"price":{"a":1.13275015,"b":1.25109597,"edge":"SPY (slight)","lead":"SPY"},"volatility":{"a":0.13046686,"b":0.1890889,"edge":"BFEB","lead":"BFEB"},"downsideDeviation":{"a":0.09034502,"b":0.13056141,"edge":"BFEB","lead":"BFEB"},"maxDrawdown":{"a":-0.2421322,"b":-0.3181115,"edge":"BFEB","lead":"BFEB","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.09188101,"b":0.12367917,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.70424792,"b":0.65407947,"edge":"BFEB (slight)","lead":"BFEB"},"sortino":{"a":1.01700137,"b":0.94728731,"edge":"BFEB (slight)","lead":"BFEB"},"calmar":{"a":0.49339384,"b":0.45493714,"edge":"BFEB (slight)","lead":"BFEB"}},"relative":{"BFEB":{"on":"SPY","beta":0.67154601,"r2":0.94729053,"alpha":0.00882476,"alphaT":0.75903245,"alphaLow":-0.01404218,"alphaHigh":0.03169171,"upsideCapture":0.54494373,"downsideCapture":0.71146188,"treynor":0.13682013,"trackingError":0.06895273,"informationRatio":-0.4611587,"upWeeks":196,"downWeeks":153,"treynorReference":0.12367917,"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":"BFEB","lead":"BFEB"},"treynor":{"edge":"BFEB (slight)","lead":"BFEB"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"BFEB":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":349,"beyond":0,"tolerance":0.0005,"worst":8.6e-05,"vendorTotal":1.13275015}},"SPY":{"kept":"2026-10-26","distributions":27,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":349,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.47721833}}}}