{"schemaVersion":1,"ticker":"CPRY","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/cpry/","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, CPRY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/cpry/"},"benchmark":{"ticker":"IWM","name":"Russell 2000 (IWM)","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"CPRY","b":"IWM","window":{"from":"2025-01-10","to":"2026-10-23","firstReturn":"2025-01-17","weeklyReturns":93,"years":1.78,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03990582,"perWeek":0.0007674195,"days":447,"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":0.14230996,"b":0.29475511,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.07723217,"b":0.15538991,"edge":"IWM","lead":"IWM"},"price":{"a":0.14230996,"b":0.27173362,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.03380761,"b":0.1796634,"edge":"CPRY","lead":"CPRY"},"downsideDeviation":{"a":0.02004409,"b":0.12133958,"edge":"CPRY","lead":"CPRY"},"maxDrawdown":{"a":-0.02960463,"b":-0.20591183,"edge":"CPRY","lead":"CPRY","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-01-24","bTrough":"2025-04-04"},"excess":{"a":0.03510596,"b":0.12079315,"edge":"IWM","lead":"IWM"},"sharpe":{"a":1.03840426,"b":0.6723303,"edge":"CPRY","lead":"CPRY"},"sortino":{"a":1.75143757,"b":0.99549666,"edge":"CPRY","lead":"CPRY"},"calmar":{"a":2.60878653,"b":0.75464293,"edge":"CPRY","lead":"CPRY"}},"relative":{"CPRY":{"on":"IWM","beta":0.16292069,"r2":0.74962285,"alpha":0.01542626,"alphaT":1.20757932,"alphaLow":-0.00994878,"alphaHigh":0.0408013,"upsideCapture":0.1342132,"downsideCapture":0.16326953,"treynor":0.21547886,"trackingError":0.15134094,"informationRatio":-0.56618644,"upWeeks":51,"downWeeks":42,"treynorReference":0.12079315,"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":"CPRY","lead":"CPRY"},"treynor":{"edge":"CPRY","lead":"CPRY"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CPRY":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":93,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.14230996}},"IWM":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":93,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.29475511}}}}