{"schemaVersion":1,"ticker":"IJAN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ijan/","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, IJAN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ijan/"},"benchmark":{"ticker":"EFA","name":"EFA","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"IJAN","b":"EFA","window":{"from":"2020-01-10","to":"2026-10-23","firstReturn":"2020-01-17","weeklyReturns":354,"years":6.78,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02943428,"perWeek":0.0005660438,"days":1698,"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":0.554072,"b":0.79725031,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.06690488,"b":0.08993382,"edge":"EFA","lead":"EFA"},"price":{"a":0.554072,"b":0.47775378,"edge":"IJAN","lead":"IJAN"},"volatility":{"a":0.11697104,"b":0.18941784,"edge":"IJAN","lead":"IJAN"},"downsideDeviation":{"a":0.08323948,"b":0.13442175,"edge":"IJAN","lead":"IJAN"},"maxDrawdown":{"a":-0.21139031,"b":-0.33148622,"edge":"IJAN","lead":"IJAN","aPeak":"2020-01-17","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.04221994,"b":0.07480378,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.36094351,"b":0.39491411,"edge":"EFA (slight)","lead":"EFA"},"sortino":{"a":0.50721054,"b":0.55648567,"edge":"EFA (slight)","lead":"EFA"},"calmar":{"a":0.3164993,"b":0.27130485,"edge":"IJAN","lead":"IJAN"}},"relative":{"IJAN":{"on":"EFA","beta":0.5955345,"r2":0.93003406,"alpha":-0.00232829,"alphaT":-0.19577045,"alphaLow":-0.02571848,"alphaHigh":0.0210619,"upsideCapture":0.46891984,"downsideCapture":0.67100198,"treynor":0.0708942,"trackingError":0.08262468,"informationRatio":-0.39435959,"upWeeks":201,"downWeeks":153,"treynorReference":0.07480378,"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":"IJAN","lead":"IJAN"},"treynor":{"edge":"EFA (slight)","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":{"IJAN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":354,"beyond":0,"tolerance":0.0005,"worst":0.00034,"vendorTotal":0.554072}},"EFA":{"kept":"2026-10-26","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":354,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.79725031}}}}