{"schemaVersion":1,"ticker":"IJH","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ijh/","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, IJH against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ijh/"},"benchmark":{"ticker":"MDY","name":"S&P MidCap 400","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IJH","b":"MDY","window":{"from":"2000-06-02","to":"2026-10-23","firstReturn":"2000-06-09","weeklyReturns":1377,"years":26.39,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01771326,"perWeek":0.0003406396,"days":6207,"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":9.28775077,"b":8.74602926,"edge":"IJH (slight)","lead":"IJH"},"annualised":{"a":0.09201477,"b":0.08978632,"edge":"IJH (slight)","lead":"IJH"},"price":{"a":6.21895262,"b":6.13686486,"edge":"Tie"},"volatility":{"a":0.20390261,"b":0.20515018,"edge":"Tie"},"downsideDeviation":{"a":0.14391402,"b":0.14470244,"edge":"Tie"},"maxDrawdown":{"a":-0.54601945,"b":-0.54850037,"edge":"Tie","aPeak":"2007-07-13","aTrough":"2009-03-06","bPeak":"2007-07-13","bTrough":"2009-03-06"},"excess":{"a":0.09133676,"b":0.08953059,"edge":"Tie"},"sharpe":{"a":0.44794303,"b":0.43641486,"edge":"IJH (slight)","lead":"IJH"},"sortino":{"a":0.63466198,"b":0.61872204,"edge":"IJH (slight)","lead":"IJH"},"calmar":{"a":0.16851922,"b":0.16369418,"edge":"IJH (slight)","lead":"IJH"}},"relative":{"IJH":{"on":"MDY","beta":0.99058991,"r2":0.99331275,"alpha":0.00264866,"alphaT":0.8156288,"alphaLow":-0.0037217,"alphaHigh":0.00901902,"upsideCapture":0.99605207,"downsideCapture":0.99602139,"treynor":0.09220441,"trackingError":0.01678564,"informationRatio":0.10760201,"upWeeks":764,"downWeeks":611,"treynorReference":0.08953059,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"IJH (slight)","lead":"IJH"},"informationRatio":{"edge":null,"lead":"IJH","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IJH":{"kept":"2026-10-26","distributions":108,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1377,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":9.28775077}},"MDY":{"kept":"2026-10-26","distributions":106,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2008-09-19","amount":0.43667,"vendor":0.418392},{"ex":"2020-03-20","amount":1.10984,"vendor":1.154984}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":1377,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.74602926}}}}