{"schemaVersion":1,"ticker":"IJS","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ijs/","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, IJS against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ijs/"},"benchmark":{"ticker":"SLYV","name":"S&P SmallCap 600 Value Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IJS","b":"SLYV","window":{"from":"2000-10-13","to":"2026-10-23","firstReturn":"2000-10-20","weeklyReturns":1358,"years":26.03,"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":10.13014807,"b":12.64334806,"edge":"SLYV","lead":"SLYV"},"annualised":{"a":0.0966605,"b":0.10524344,"edge":"SLYV (slight)","lead":"SLYV"},"price":{"a":6.65409812,"b":5.01665132,"edge":"IJS","lead":"IJS"},"volatility":{"a":0.2272268,"b":0.22432548,"edge":"Tie"},"downsideDeviation":{"a":0.15679773,"b":0.15543549,"edge":"Tie"},"maxDrawdown":{"a":-0.59352426,"b":-0.60884925,"edge":"IJS (slight)","lead":"IJS","aPeak":"2007-06-01","aTrough":"2009-03-06","bPeak":"2007-06-01","bTrough":"2009-03-06"},"excess":{"a":0.10053728,"b":0.10774893,"edge":"SLYV (slight)","lead":"SLYV"},"sharpe":{"a":0.44245345,"b":0.4803241,"edge":"SLYV (slight)","lead":"SLYV"},"sortino":{"a":0.64119092,"b":0.69320678,"edge":"SLYV (slight)","lead":"SLYV"},"calmar":{"a":0.16285855,"b":0.17285632,"edge":"SLYV (slight)","lead":"SLYV"}},"relative":{"IJS":{"on":"SLYV","beta":0.98700224,"r2":0.94945497,"alpha":-0.00581116,"alphaT":-0.57981562,"alphaLow":-0.02547229,"alphaHigh":0.01384998,"upsideCapture":0.98299498,"downsideCapture":1.00361276,"treynor":0.10186125,"trackingError":0.05116877,"informationRatio":-0.14093851,"upWeeks":760,"downWeeks":596,"treynorReference":0.10774893,"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":"SLYV (slight)","lead":"SLYV"},"informationRatio":{"edge":null,"lead":"SLYV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IJS":{"kept":"2026-10-26","distributions":103,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1358,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":10.13014807}},"SLYV":{"kept":"2026-10-26","distributions":104,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":1358,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":12.64334806}}}}