{"schemaVersion":1,"ticker":"CPRA","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cpra/","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, CPRA against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cpra/"},"benchmark":{"ticker":"IWM","name":"Russell 2000 (IWM)","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"CPRA","b":"IWM","window":{"from":"2025-04-11","to":"2026-10-23","firstReturn":"2025-04-17","weeklyReturns":80,"years":1.53,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03938516,"perWeek":0.0007574069,"days":384,"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":0.1322127,"b":0.5193528,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.08405974,"b":0.31243593,"edge":"IWM","lead":"IWM"},"price":{"a":0.1322127,"b":0.49571491,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.02085864,"b":0.16320081,"edge":"CPRA","lead":"CPRA"},"downsideDeviation":{"a":0.01149025,"b":0.09186553,"edge":"CPRA","lead":"CPRA"},"maxDrawdown":{"a":-0.00674396,"b":-0.11124013,"edge":"CPRA","lead":"CPRA","aPeak":"2025-07-25","aTrough":"2025-08-01","bPeak":"2026-08-14","bTrough":"2026-10-16"},"excess":{"a":0.04160498,"b":0.24626956,"edge":"IWM","lead":"IWM"},"sharpe":{"a":1.99461589,"b":1.50899714,"edge":"CPRA","lead":"CPRA"},"sortino":{"a":3.62089457,"b":2.68076128,"edge":"CPRA","lead":"CPRA"},"calmar":{"a":12.46444187,"b":2.80866197,"edge":"CPRA","lead":"CPRA"}},"relative":{"CPRA":{"on":"IWM","beta":0.11420456,"r2":0.79843473,"alpha":0.01347987,"alphaT":1.73598988,"alphaLow":-0.00197895,"alphaHigh":0.0289387,"upsideCapture":0.09466275,"downsideCapture":0.0632066,"treynor":0.36430227,"trackingError":0.14486554,"informationRatio":-1.41278996,"upWeeks":47,"downWeeks":33,"treynorReference":0.24626956,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM","lead":"IWM"},"downsideCapture":{"edge":"CPRA","lead":"CPRA"},"treynor":{"edge":"CPRA","lead":"CPRA"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CPRA":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":80,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.1322127}},"IWM":{"kept":"2026-10-26","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":80,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.5193528}}}}