{"schemaVersion":1,"ticker":"GJUN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/gjun/","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, GJUN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/gjun/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"GJUN","b":"SPY","window":{"from":"2023-06-30","to":"2026-10-23","firstReturn":"2023-07-07","weeklyReturns":173,"years":3.32,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0454971,"perWeek":0.0008749443,"days":829,"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":0.39243028,"b":0.78400378,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.1046257,"b":0.19004682,"edge":"SPY","lead":"SPY"},"price":{"a":0.39243028,"b":0.71442429,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.07370852,"b":0.14091978,"edge":"GJUN","lead":"GJUN"},"downsideDeviation":{"a":0.04859468,"b":0.09117136,"edge":"GJUN","lead":"GJUN"},"maxDrawdown":{"a":-0.09769335,"b":-0.16877308,"edge":"GJUN","lead":"GJUN","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.05680707,"b":0.13867075,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.77069884,"b":0.98404041,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.16899764,"b":1.52099022,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.0709603,"b":1.12604936,"edge":"SPY (slight)","lead":"SPY"}},"relative":{"GJUN":{"on":"SPY","beta":0.49934638,"r2":0.91140692,"alpha":-0.01243767,"alphaT":-1.02152035,"alphaLow":-0.03647159,"alphaHigh":0.01159625,"upsideCapture":0.38844089,"downsideCapture":0.53004276,"treynor":0.11376286,"trackingError":0.07388441,"informationRatio":-1.10799676,"upWeeks":101,"downWeeks":72,"treynorReference":0.13867075,"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":"GJUN","lead":"GJUN"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GJUN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":173,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.39243028}},"SPY":{"kept":"2026-10-26","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":173,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.78400378}}}}