{"schemaVersion":1,"ticker":"EJUL","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ejul/","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, EJUL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ejul/"},"benchmark":{"ticker":"EEM","name":"EEM","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"EJUL","b":"EEM","window":{"from":"2019-07-12","to":"2026-10-23","firstReturn":"2019-07-19","weeklyReturns":380,"years":7.28,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02864314,"perWeek":0.0005508296,"days":1822,"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":0.18807764,"b":0.6975247,"edge":"EEM","lead":"EEM"},"annualised":{"a":0.02386317,"b":0.07509915,"edge":"EEM","lead":"EEM"},"price":{"a":0.18034706,"b":0.44714119,"edge":"EEM","lead":"EEM"},"volatility":{"a":0.10180758,"b":0.19764562,"edge":"EJUL","lead":"EJUL"},"downsideDeviation":{"a":0.07648364,"b":0.14131487,"edge":"EJUL","lead":"EJUL"},"maxDrawdown":{"a":-0.21236937,"b":-0.3913457,"edge":"EJUL","lead":"EJUL","aPeak":"2021-06-18","aTrough":"2022-10-14","bPeak":"2021-02-12","bTrough":"2022-10-14"},"excess":{"a":0.00015417,"b":0.06345449,"edge":"EEM","lead":"EEM"},"sharpe":{"a":0.0015143,"b":0.32105186,"edge":"EEM","lead":"EEM"},"sortino":{"a":0.00201569,"b":0.44902912,"edge":"EEM","lead":"EEM"},"calmar":{"a":0.11236637,"b":0.19189977,"edge":"EEM","lead":"EEM"}},"relative":{"EJUL":{"on":"EEM","beta":0.45845546,"r2":0.79215191,"alpha":-0.02893689,"alphaT":-1.68145031,"alphaLow":-0.06277521,"alphaHigh":0.00490142,"upsideCapture":0.32951161,"downsideCapture":0.61712649,"treynor":0.00033628,"trackingError":0.11666429,"informationRatio":-0.54258526,"upWeeks":215,"downWeeks":161,"treynorReference":0.06345449,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EEM","lead":"EEM"},"downsideCapture":{"edge":"EJUL","lead":"EJUL"},"treynor":{"edge":"EEM","lead":"EEM"},"informationRatio":{"edge":null,"lead":"EEM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EJUL":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":380,"beyond":0,"tolerance":0.0005,"worst":0.000406,"vendorTotal":0.18807764}},"EEM":{"kept":"2026-10-26","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":380,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.6975247}}}}