{"schemaVersion":1,"ticker":"COPJ","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/copj/","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, COPJ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/copj/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"COPJ","b":"VOO","window":{"from":"2023-02-10","to":"2026-10-23","firstReturn":"2023-02-17","weeklyReturns":193,"years":3.7,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04605346,"perWeek":0.0008856434,"days":926,"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":1.54742228,"b":0.95814193,"edge":"COPJ","lead":"COPJ"},"annualised":{"a":0.2865178,"b":0.1984822,"edge":"COPJ","lead":"COPJ"},"price":{"a":0.98303737,"b":0.86278065,"edge":"COPJ","lead":"COPJ"},"volatility":{"a":0.35384725,"b":0.13932675,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.23243734,"b":0.0905485,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.291976,"b":-0.1668507,"edge":"VOO","lead":"VOO","aPeak":"2026-02-27","aTrough":"2026-03-20","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.26889036,"b":0.14498715,"edge":"COPJ","lead":"COPJ"},"sharpe":{"a":0.75990517,"b":1.04062675,"edge":"VOO","lead":"VOO"},"sortino":{"a":1.15682943,"b":1.60120974,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.98130599,"b":1.18957969,"edge":"VOO","lead":"VOO"}},"relative":{"COPJ":{"on":"VOO","beta":1.28699758,"r2":0.25679872,"alpha":0.08229225,"alphaT":0.51301988,"alphaLow":-0.2341055,"alphaHigh":0.39868999,"upsideCapture":1.17861101,"downsideCapture":0.9647439,"treynor":0.20892841,"trackingError":0.3076582,"informationRatio":0.40273006,"upWeeks":114,"downWeeks":79,"treynorReference":0.14498715,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"COPJ","lead":"COPJ"},"downsideCapture":{"edge":"COPJ (slight)","lead":"COPJ"},"treynor":{"edge":"COPJ","lead":"COPJ"},"informationRatio":{"edge":null,"lead":"COPJ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"COPJ":{"kept":"2026-10-26","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":193,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.54742228}},"VOO":{"kept":"2026-10-26","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":193,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.95814193}}}}