{"schemaVersion":1,"ticker":"CPRO","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cpro/","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, CPRO against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cpro/"},"benchmark":{"ticker":"IWM","name":"Russell 2000 (IWM)","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"CPRO","b":"IWM","window":{"from":"2024-10-11","to":"2026-10-23","firstReturn":"2024-10-18","weeklyReturns":106,"years":2.03,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04047929,"perWeek":0.0007784479,"days":507,"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":0.15740468,"b":0.27264278,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.07434483,"b":0.12555173,"edge":"IWM","lead":"IWM"},"price":{"a":0.15740468,"b":0.24627135,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.03438952,"b":0.19148804,"edge":"CPRO","lead":"CPRO"},"downsideDeviation":{"a":0.02124826,"b":0.1274244,"edge":"CPRO","lead":"CPRO"},"maxDrawdown":{"a":-0.03005109,"b":-0.24692832,"edge":"CPRO","lead":"CPRO","aPeak":"2024-12-06","aTrough":"2025-04-11","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.03186575,"b":0.09609707,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.92661239,"b":0.50184371,"edge":"CPRO","lead":"CPRO"},"sortino":{"a":1.49968757,"b":0.75414967,"edge":"CPRO","lead":"CPRO"},"calmar":{"a":2.47394775,"b":0.50845417,"edge":"CPRO","lead":"CPRO"}},"relative":{"CPRO":{"on":"IWM","beta":0.15403533,"r2":0.73565094,"alpha":0.01706341,"alphaT":1.36793359,"alphaLow":-0.00767272,"alphaHigh":0.04179954,"upsideCapture":0.12917304,"downsideCapture":0.1635042,"treynor":0.20687303,"trackingError":0.16295422,"informationRatio":-0.39416787,"upWeeks":58,"downWeeks":48,"treynorReference":0.09609707,"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":"CPRO","lead":"CPRO"},"treynor":{"edge":"CPRO","lead":"CPRO"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CPRO":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":106,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.15740468}},"IWM":{"kept":"2026-10-26","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":106,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.27264278}}}}