{"schemaVersion":1,"ticker":"IJUL","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ijul/","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, IJUL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ijul/"},"benchmark":{"ticker":"EFA","name":"EFA","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"IJUL","b":"EFA","window":{"from":"2019-07-12","to":"2026-10-23","firstReturn":"2019-07-19","weeklyReturns":380,"years":7.28,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02864314,"perWeek":0.0005508296,"days":1822,"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":0.56045912,"b":0.91808419,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.06278414,"b":0.09322161,"edge":"EFA","lead":"EFA"},"price":{"a":0.54496352,"b":0.55972644,"edge":"EFA (slight)","lead":"EFA"},"volatility":{"a":0.10218264,"b":0.18423629,"edge":"IJUL","lead":"IJUL"},"downsideDeviation":{"a":0.07205216,"b":0.13047675,"edge":"IJUL","lead":"IJUL"},"maxDrawdown":{"a":-0.1928195,"b":-0.33148622,"edge":"IJUL","lead":"IJUL","aPeak":"2020-01-17","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.03750809,"b":0.07763935,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.3670691,"b":0.42141183,"edge":"EFA","lead":"EFA"},"sortino":{"a":0.52056861,"b":0.59504357,"edge":"EFA","lead":"EFA"},"calmar":{"a":0.32561094,"b":0.28122318,"edge":"IJUL","lead":"IJUL"}},"relative":{"IJUL":{"on":"EFA","beta":0.5247367,"r2":0.89511529,"alpha":-0.00323213,"alphaT":-0.2632263,"alphaLow":-0.02737561,"alphaHigh":0.02091136,"upsideCapture":0.4215119,"downsideCapture":0.62175862,"treynor":0.07147983,"trackingError":0.09360564,"informationRatio":-0.42872695,"upWeeks":215,"downWeeks":165,"treynorReference":0.07763935,"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":"IJUL","lead":"IJUL"},"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":{"IJUL":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":380,"beyond":0,"tolerance":0.0005,"worst":0.000265,"vendorTotal":0.56045912}},"EFA":{"kept":"2026-10-26","distributions":15,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":380,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.91808419}}}}