{"schemaVersion":1,"ticker":"FJUN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/fjun/","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, FJUN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/fjun/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"FJUN","b":"SPY","window":{"from":"2020-07-02","to":"2026-10-23","firstReturn":"2020-07-10","weeklyReturns":329,"years":6.31,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03124043,"perWeek":0.0006007775,"days":1578,"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":0.99184871,"b":1.65041621,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11506164,"b":0.1665592,"edge":"SPY","lead":"SPY"},"price":{"a":0.99184871,"b":1.43400698,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.09386176,"b":0.1580456,"edge":"FJUN","lead":"FJUN"},"downsideDeviation":{"a":0.06036625,"b":0.10312391,"edge":"FJUN","lead":"FJUN"},"maxDrawdown":{"a":-0.11784486,"b":-0.23927987,"edge":"FJUN","lead":"FJUN","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.08216896,"b":0.13548636,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.87542531,"b":0.85726119,"edge":"FJUN (slight)","lead":"FJUN"},"sortino":{"a":1.36117394,"b":1.31382101,"edge":"FJUN (slight)","lead":"FJUN"},"calmar":{"a":0.97638232,"b":0.69608532,"edge":"FJUN","lead":"FJUN"}},"relative":{"FJUN":{"on":"SPY","beta":0.56949838,"r2":0.91954373,"alpha":0.0050097,"alphaT":0.46926677,"alphaLow":-0.01599181,"alphaHigh":0.02601121,"upsideCapture":0.46895912,"downsideCapture":0.62899158,"treynor":0.14428305,"trackingError":0.07306238,"informationRatio":-0.72975163,"upWeeks":186,"downWeeks":143,"treynorReference":0.13548636,"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":"FJUN","lead":"FJUN"},"treynor":{"edge":"FJUN (slight)","lead":"FJUN"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"FJUN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":329,"beyond":0,"tolerance":0.0005,"worst":9.9e-05,"vendorTotal":0.99171883}},"SPY":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":329,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.65041621}}}}