{"schemaVersion":1,"ticker":"BJUL","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/bjul/","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, BJUL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/bjul/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"BJUL","b":"SPY","window":{"from":"2018-09-07","to":"2026-10-23","firstReturn":"2018-09-14","weeklyReturns":424,"years":8.13,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0281257,"perWeek":0.0005408789,"days":2031,"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":1.16197183,"b":1.99407506,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.09917417,"b":0.14395667,"edge":"SPY","lead":"SPY"},"price":{"a":1.16197183,"b":1.6424548,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.1236645,"b":0.18244208,"edge":"BJUL","lead":"BJUL"},"downsideDeviation":{"a":0.08707607,"b":0.12663277,"edge":"BJUL","lead":"BJUL"},"maxDrawdown":{"a":-0.23516949,"b":-0.3181115,"edge":"BJUL","lead":"BJUL","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.07421228,"b":0.12328396,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.60010977,"b":0.675743,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.85226948,"b":0.97355494,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.42171358,"b":0.45253526,"edge":"SPY (slight)","lead":"SPY"}},"relative":{"BJUL":{"on":"SPY","beta":0.65759528,"r2":0.94118995,"alpha":-0.00685867,"alphaT":-0.64943172,"alphaLow":-0.02761746,"alphaHigh":0.01390011,"upsideCapture":0.52272376,"downsideCapture":0.71935528,"treynor":0.11285403,"trackingError":0.06929471,"informationRatio":-0.70815915,"upWeeks":241,"downWeeks":183,"treynorReference":0.12328396,"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":"BJUL","lead":"BJUL"},"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":{"BJUL":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":424,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.16197183}},"SPY":{"kept":"2026-10-26","distributions":33,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":424,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.99407506}}}}