{"schemaVersion":1,"ticker":"DJUL","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/djul/","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, DJUL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/djul/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"DJUL","b":"SPY","window":{"from":"2020-07-31","to":"2026-10-23","firstReturn":"2020-08-07","weeklyReturns":325,"years":6.23,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03162503,"perWeek":0.0006081737,"days":1558,"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":0.68478969,"b":1.53442195,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.08704447,"b":0.16043449,"edge":"SPY","lead":"SPY"},"price":{"a":0.68478969,"b":1.32748377,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.07605492,"b":0.15874826,"edge":"DJUL","lead":"DJUL"},"downsideDeviation":{"a":0.04964547,"b":0.10377534,"edge":"DJUL","lead":"DJUL"},"maxDrawdown":{"a":-0.12195585,"b":-0.23927987,"edge":"DJUL","lead":"DJUL","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.05478497,"b":0.1299319,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.72033435,"b":0.81847766,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.10352406,"b":1.25204992,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.71373755,"b":0.67048887,"edge":"DJUL (slight)","lead":"DJUL"}},"relative":{"DJUL":{"on":"SPY","beta":0.44346067,"r2":0.85678822,"alpha":-0.00283471,"alphaT":-0.24427179,"alphaLow":-0.02566517,"alphaHigh":0.01999574,"upsideCapture":0.34560814,"downsideCapture":0.51547334,"treynor":0.12353964,"trackingError":0.09291958,"informationRatio":-0.80873086,"upWeeks":183,"downWeeks":142,"treynorReference":0.1299319,"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":"DJUL","lead":"DJUL"},"treynor":{"edge":"SPY (slight)","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DJUL":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":325,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.68478969}},"SPY":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":325,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.53442195}}}}