{"schemaVersion":1,"ticker":"IJR","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ijr/","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, IJR against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ijr/"},"benchmark":{"ticker":"SPSM","name":"S&P SmallCap 600","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IJR","b":"SPSM","window":{"from":"2013-07-19","to":"2026-10-23","firstReturn":"2013-07-26","weeklyReturns":692,"years":13.26,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01920139,"perWeek":0.0003692574,"days":3317,"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":2.45235646,"b":2.22736727,"edge":"IJR (slight)","lead":"IJR"},"annualised":{"a":0.09758063,"b":0.09203652,"edge":"IJR (slight)","lead":"IJR"},"price":{"a":1.84989691,"b":1.58193176,"edge":"IJR","lead":"IJR"},"volatility":{"a":0.21041176,"b":0.2117932,"edge":"Tie"},"downsideDeviation":{"a":0.1441854,"b":0.14595344,"edge":"Tie"},"maxDrawdown":{"a":-0.43588139,"b":-0.41856971,"edge":"SPSM (slight)","lead":"SPSM","aPeak":"2018-08-31","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.09618332,"b":0.09141545,"edge":"IJR (slight)","lead":"IJR"},"sharpe":{"a":0.45711949,"b":0.431626,"edge":"IJR (slight)","lead":"IJR"},"sortino":{"a":0.66708081,"b":0.62633295,"edge":"IJR (slight)","lead":"IJR"},"calmar":{"a":0.22386969,"b":0.21988337,"edge":"Tie"}},"relative":{"IJR":{"on":"SPSM","beta":0.98714342,"r2":0.98728948,"alpha":0.00594315,"alphaT":0.91164243,"alphaLow":-0.00685664,"alphaHigh":0.01874295,"upsideCapture":0.98737485,"downsideCapture":0.98930062,"treynor":0.09743601,"trackingError":0.02387778,"informationRatio":0.19967785,"upWeeks":378,"downWeeks":313,"treynorReference":0.09141545,"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":"IJR (slight)","lead":"IJR"},"informationRatio":{"edge":null,"lead":"IJR","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IJR":{"kept":"2026-10-26","distributions":53,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":692,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.45235646}},"SPSM":{"kept":"2026-10-26","distributions":55,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":692,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.22736727}}}}