{"schemaVersion":1,"ticker":"CPRJ","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cprj/","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, CPRJ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cprj/"},"benchmark":{"ticker":"IWM","name":"Russell 2000 (IWM)","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"CPRJ","b":"IWM","window":{"from":"2024-07-12","to":"2026-10-23","firstReturn":"2024-07-19","weeklyReturns":119,"years":2.28,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04158984,"perWeek":0.0007998047,"days":571,"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":0.10635023,"b":0.32569162,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.04515325,"b":0.13110857,"edge":"IWM","lead":"IWM"},"price":{"a":0.10635023,"b":0.29375059,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.04478408,"b":0.19677843,"edge":"CPRJ","lead":"CPRJ"},"downsideDeviation":{"a":0.03038981,"b":0.13428735,"edge":"CPRJ","lead":"CPRJ"},"maxDrawdown":{"a":-0.05655952,"b":-0.24692832,"edge":"CPRJ","lead":"CPRJ","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.00358477,"b":0.10101386,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.08004574,"b":0.51333808,"edge":"IWM","lead":"IWM"},"sortino":{"a":0.11795973,"b":0.75222174,"edge":"IWM","lead":"IWM"},"calmar":{"a":0.7983315,"b":0.53095799,"edge":"CPRJ","lead":"CPRJ"}},"relative":{"CPRJ":{"on":"IWM","beta":0.19609364,"r2":0.74239452,"alpha":-0.0162234,"alphaT":-1.07240188,"alphaLow":-0.04618381,"alphaHigh":0.013737,"upsideCapture":0.12958207,"downsideCapture":0.25807089,"treynor":0.01828093,"trackingError":0.1598161,"informationRatio":-0.60963249,"upWeeks":65,"downWeeks":54,"treynorReference":0.10101386,"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":"CPRJ","lead":"CPRJ"},"treynor":{"edge":"IWM","lead":"IWM"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CPRJ":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":119,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.10635023}},"IWM":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":119,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.32569162}}}}