{"schemaVersion":1,"ticker":"ITDJ","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/itdj/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","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, ITDJ against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/itdj/"},"benchmark":{"ticker":"IWB","name":"Russell 1000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ITDJ","b":"IWB","window":{"from":"2024-11-22","to":"2026-10-30","firstReturn":"2024-11-29","weeklyReturns":101,"years":1.94,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04018099,"perWeek":0.0007727114,"days":484,"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":0.32727202,"b":0.28217075,"edge":"ITDJ","lead":"ITDJ"},"annualised":{"a":0.1569274,"b":0.1365174,"edge":"ITDJ","lead":"ITDJ"},"price":{"a":0.29849147,"b":0.25585284,"edge":"ITDJ","lead":"ITDJ"},"volatility":{"a":0.14072039,"b":0.14719404,"edge":"ITDJ (slight)","lead":"ITDJ"},"downsideDeviation":{"a":0.09567387,"b":0.09842647,"edge":"ITDJ (slight)","lead":"ITDJ"},"maxDrawdown":{"a":-0.1410107,"b":-0.17221907,"edge":"ITDJ","lead":"ITDJ","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.11566742,"b":0.09872345,"edge":"ITDJ","lead":"ITDJ"},"sharpe":{"a":0.8219663,"b":0.67070279,"edge":"ITDJ","lead":"ITDJ"},"sortino":{"a":1.20897604,"b":1.00301732,"edge":"ITDJ","lead":"ITDJ"},"calmar":{"a":1.11287586,"b":0.7926962,"edge":"ITDJ","lead":"ITDJ"}},"relative":{"ITDJ":{"on":"IWB","beta":0.92058705,"r2":0.92724845,"alpha":0.02478388,"alphaT":0.90152709,"alphaLow":-0.02976423,"alphaHigh":0.079332,"upsideCapture":0.94276367,"downsideCapture":0.92320298,"treynor":0.12564528,"trackingError":0.03971496,"informationRatio":0.42663931,"upWeeks":57,"downWeeks":44,"treynorReference":0.09872345,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWB (slight)","lead":"IWB"},"downsideCapture":{"edge":"ITDJ (slight)","lead":"ITDJ"},"treynor":{"edge":"ITDJ","lead":"ITDJ"},"informationRatio":{"edge":null,"lead":"ITDJ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ITDJ":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":101,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.32727202}},"IWB":{"kept":"2026-11-01","distributions":8,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":101,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.28217075}}}}