{"schemaVersion":1,"ticker":"FJUL","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/fjul/","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, FJUL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/fjul/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"FJUL","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":1.00246998,"b":1.53442195,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.1175078,"b":0.16043449,"edge":"SPY","lead":"SPY"},"price":{"a":1.00246998,"b":1.32748377,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.09877491,"b":0.15874826,"edge":"FJUL","lead":"FJUL"},"downsideDeviation":{"a":0.06430324,"b":0.10377534,"edge":"FJUL","lead":"FJUL"},"maxDrawdown":{"a":-0.11741974,"b":-0.23927987,"edge":"FJUL","lead":"FJUL","aPeak":"2021-12-31","aTrough":"2022-06-17","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.08445526,"b":0.1299319,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.85502751,"b":0.81847766,"edge":"FJUL (slight)","lead":"FJUL"},"sortino":{"a":1.31339048,"b":1.25204992,"edge":"FJUL (slight)","lead":"FJUL"},"calmar":{"a":1.00074994,"b":0.67048887,"edge":"FJUL","lead":"FJUL"}},"relative":{"FJUL":{"on":"SPY","beta":0.60164107,"r2":0.93497416,"alpha":0.0062829,"alphaT":0.61865827,"alphaLow":-0.01369673,"alphaHigh":0.02626253,"upsideCapture":0.4963409,"downsideCapture":0.65126677,"treynor":0.14037483,"trackingError":0.06807031,"informationRatio":-0.66808328,"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":"FJUL","lead":"FJUL"},"treynor":{"edge":"FJUL (slight)","lead":"FJUL"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FJUL":{"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":1.00246998}},"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}}}}