{"schemaVersion":1,"ticker":"DJAN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/djan/","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, DJAN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/djan/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DJAN","b":"SPY","window":{"from":"2021-01-29","to":"2026-10-23","firstReturn":"2021-02-05","weeklyReturns":299,"years":5.73,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03425317,"perWeek":0.0006587148,"days":1435,"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":0.56546521,"b":1.21765845,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.08106307,"b":0.14856504,"edge":"SPY","lead":"SPY"},"price":{"a":0.56546521,"b":1.05358446,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06685916,"b":0.15664477,"edge":"DJAN","lead":"DJAN"},"downsideDeviation":{"a":0.04418933,"b":0.1034078,"edge":"DJAN","lead":"DJAN"},"maxDrawdown":{"a":-0.0872093,"b":-0.23927987,"edge":"DJAN","lead":"DJAN","aPeak":"2022-04-01","aTrough":"2022-09-30","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.04597451,"b":0.11666779,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.68763221,"b":0.7447921,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.04039842,"b":1.12823002,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":0.92952315,"b":0.62088399,"edge":"DJAN","lead":"DJAN"}},"relative":{"DJAN":{"on":"SPY","beta":0.39423056,"r2":0.85312078,"alpha":-1.949e-05,"alphaT":-0.00181158,"alphaLow":-0.02119679,"alphaHigh":0.0211578,"upsideCapture":0.30962914,"downsideCapture":0.45575759,"treynor":0.11661834,"trackingError":0.09828937,"informationRatio":-0.71923621,"upWeeks":168,"downWeeks":131,"treynorReference":0.11666779,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"DJAN","lead":"DJAN"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DJAN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":299,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.56546521}},"SPY":{"kept":"2026-10-26","distributions":23,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":299,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.21765845}}}}