{"schemaVersion":1,"ticker":"IJUN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ijun/","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, IJUN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ijun/"},"benchmark":{"ticker":"EFA","name":"EFA","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"IJUN","b":"EFA","window":{"from":"2024-06-14","to":"2026-10-23","firstReturn":"2024-06-21","weeklyReturns":123,"years":2.36,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04196129,"perWeek":0.0008069479,"days":589,"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":0.25544726,"b":0.4062294,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.10095219,"b":0.15502891,"edge":"EFA","lead":"EFA"},"price":{"a":0.25544726,"b":0.3186432,"edge":"EFA","lead":"EFA"},"volatility":{"a":0.08370239,"b":0.15421497,"edge":"IJUN","lead":"IJUN"},"downsideDeviation":{"a":0.05767678,"b":0.10980116,"edge":"IJUN","lead":"IJUN"},"maxDrawdown":{"a":-0.06332457,"b":-0.11188081,"edge":"IJUN","lead":"IJUN","aPeak":"2024-09-27","aTrough":"2024-12-20","bPeak":"2026-02-27","bTrough":"2026-03-20"},"excess":{"a":0.05778403,"b":0.11427866,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.690351,"b":0.7410348,"edge":"EFA (slight)","lead":"EFA"},"sortino":{"a":1.0018595,"b":1.04077831,"edge":"EFA (slight)","lead":"EFA"},"calmar":{"a":1.59420258,"b":1.38566125,"edge":"IJUN","lead":"IJUN"}},"relative":{"IJUN":{"on":"EFA","beta":0.52667976,"r2":0.94160907,"alpha":-0.00240423,"alphaT":-0.18110455,"alphaLow":-0.02868632,"alphaHigh":0.02387786,"upsideCapture":0.47233895,"downsideCapture":0.63949471,"treynor":0.10971378,"trackingError":0.07574351,"informationRatio":-0.74586759,"upWeeks":75,"downWeeks":48,"treynorReference":0.11427866,"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":"IJUN","lead":"IJUN"},"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":{"IJUN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":123,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.25544726}},"EFA":{"kept":"2026-10-26","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":123,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.4062294}}}}