{"schemaVersion":1,"ticker":"GJAN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/gjan/","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, GJAN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/gjan/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"GJAN","b":"SPY","window":{"from":"2023-02-03","to":"2026-10-23","firstReturn":"2023-02-10","weeklyReturns":194,"years":3.72,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0460594,"perWeek":0.0008857577,"days":931,"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":0.49921539,"b":0.93240473,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11465075,"b":0.19312539,"edge":"SPY","lead":"SPY"},"price":{"a":0.49921539,"b":0.8430217,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06888343,"b":0.13980884,"edge":"GJAN","lead":"GJAN"},"downsideDeviation":{"a":0.04603892,"b":0.09118939,"edge":"GJAN","lead":"GJAN"},"maxDrawdown":{"a":-0.09338422,"b":-0.16877308,"edge":"GJAN","lead":"GJAN","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.0649588,"b":0.14055643,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.94302508,"b":1.00534724,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":1.41095404,"b":1.54136818,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":1.22773147,"b":1.14429025,"edge":"GJAN (slight)","lead":"GJAN"}},"relative":{"GJAN":{"on":"SPY","beta":0.46352101,"r2":0.88507208,"alpha":-0.00019206,"alphaT":-0.01569209,"alphaLow":-0.02433289,"alphaHigh":0.02394877,"upsideCapture":0.36822591,"downsideCapture":0.46658281,"treynor":0.14014208,"trackingError":0.07855571,"informationRatio":-0.96234415,"upWeeks":113,"downWeeks":81,"treynorReference":0.14055643,"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":"GJAN","lead":"GJAN"},"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":{"GJAN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":194,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.49921539}},"SPY":{"kept":"2026-10-26","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":194,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.93240473}}}}