{"schemaVersion":1,"ticker":"GJUL","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/gjul/","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, GJUL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/gjul/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"GJUL","b":"SPY","window":{"from":"2023-08-04","to":"2026-10-23","firstReturn":"2023-08-11","weeklyReturns":168,"years":3.22,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04524012,"perWeek":0.0008700024,"days":805,"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":0.45488889,"b":0.76990935,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.12305159,"b":0.19329204,"edge":"SPY","lead":"SPY"},"price":{"a":0.45488889,"b":0.70087957,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.07361223,"b":0.14153007,"edge":"GJUL","lead":"GJUL"},"downsideDeviation":{"a":0.0472915,"b":0.09138639,"edge":"GJUL","lead":"GJUL"},"maxDrawdown":{"a":-0.09424011,"b":-0.16877308,"edge":"GJUL","lead":"GJUL","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.07363249,"b":0.14174471,"edge":"SPY","lead":"SPY"},"sharpe":{"a":1.00027519,"b":1.00151655,"edge":"Tie"},"sortino":{"a":1.55699203,"b":1.55104841,"edge":"Tie"},"calmar":{"a":1.30572419,"b":1.14527771,"edge":"GJUL","lead":"GJUL"}},"relative":{"GJUL":{"on":"SPY","beta":0.50001211,"r2":0.92418413,"alpha":0.00275842,"alphaT":0.24154931,"alphaLow":-0.01978815,"alphaHigh":0.02530499,"upsideCapture":0.4081776,"downsideCapture":0.51107913,"treynor":0.14726142,"trackingError":0.07360894,"informationRatio":-0.92532537,"upWeeks":98,"downWeeks":70,"treynorReference":0.14174471,"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":"GJUL","lead":"GJUL"},"treynor":{"edge":"GJUL (slight)","lead":"GJUL"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GJUL":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":168,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.45488889}},"SPY":{"kept":"2026-10-26","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":168,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.76990935}}}}