{"schemaVersion":1,"ticker":"IAUG","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iaug/","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, IAUG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iaug/"},"benchmark":{"ticker":"EFA","name":"EFA","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"IAUG","b":"EFA","window":{"from":"2024-08-09","to":"2026-10-23","firstReturn":"2024-08-16","weeklyReturns":115,"years":2.2,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04117822,"perWeek":0.0007918889,"days":551,"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":0.22982384,"b":0.41440726,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.09805633,"b":0.1697306,"edge":"EFA","lead":"EFA"},"price":{"a":0.22982384,"b":0.32631171,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.08666607,"b":0.15582716,"edge":"IAUG","lead":"IAUG"},"downsideDeviation":{"a":0.06126332,"b":0.11017612,"edge":"IAUG","lead":"IAUG"},"maxDrawdown":{"a":-0.06184699,"b":-0.11188081,"edge":"IAUG","lead":"IAUG","aPeak":"2025-03-07","aTrough":"2025-04-04","bPeak":"2026-02-27","bTrough":"2026-03-20"},"excess":{"a":0.05618624,"b":0.12799318,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.64830724,"b":0.82137911,"edge":"EFA","lead":"EFA"},"sortino":{"a":0.91712693,"b":1.16171436,"edge":"EFA","lead":"EFA"},"calmar":{"a":1.58546657,"b":1.5170662,"edge":"IAUG (slight)","lead":"IAUG"}},"relative":{"IAUG":{"on":"EFA","beta":0.53149458,"r2":0.91324195,"alpha":-0.01184144,"alphaT":-0.68235611,"alphaLow":-0.04622237,"alphaHigh":0.02253948,"upsideCapture":0.44305134,"downsideCapture":0.6290636,"treynor":0.10571366,"trackingError":0.07734014,"informationRatio":-0.92845628,"upWeeks":70,"downWeeks":45,"treynorReference":0.12799318,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"IAUG","lead":"IAUG"},"treynor":{"edge":"EFA","lead":"EFA"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IAUG":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":115,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.22982384}},"EFA":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":115,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.41440726}}}}