{"schemaVersion":1,"ticker":"JDVL","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jdvl/","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, JDVL against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/jdvl/"},"benchmark":{"ticker":"IWD","name":"Russell 1000 Value Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"JDVL","b":"IWD","window":{"from":"2025-08-15","to":"2026-10-30","firstReturn":"2025-08-22","weeklyReturns":63,"years":1.21,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03829934,"perWeek":0.0007365258,"days":303,"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":0.27253215,"b":0.33059806,"edge":"IWD","lead":"IWD"},"annualised":{"a":0.22009393,"b":0.2658665,"edge":"IWD","lead":"IWD"},"price":{"a":0.25132413,"b":0.30440264,"edge":"IWD","lead":"IWD"},"volatility":{"a":0.11403461,"b":0.09220251,"edge":"IWD","lead":"IWD"},"downsideDeviation":{"a":0.06379081,"b":0.05118659,"edge":"IWD","lead":"IWD"},"maxDrawdown":{"a":-0.0853703,"b":-0.06507061,"edge":"IWD","lead":"IWD","aPeak":"2026-02-20","aTrough":"2026-03-27","bPeak":"2026-02-27","bTrough":"2026-03-27"},"excess":{"a":0.16737716,"b":0.2021645,"edge":"IWD","lead":"IWD"},"sharpe":{"a":1.46777508,"b":2.19261371,"edge":"IWD","lead":"IWD"},"sortino":{"a":2.62384427,"b":3.94955973,"edge":"IWD","lead":"IWD"},"calmar":{"a":2.57810882,"b":4.08581542,"edge":"IWD","lead":"IWD"}},"relative":{"JDVL":{"on":"IWD","beta":1.09670836,"r2":0.78631124,"alpha":-0.05433834,"alphaT":-1.07601648,"alphaLow":-0.15531841,"alphaHigh":0.04664173,"upsideCapture":0.94516048,"downsideCapture":1.11023633,"treynor":0.15261775,"trackingError":0.05346302,"informationRatio":-0.65068044,"upWeeks":42,"downWeeks":21,"treynorReference":0.2021645,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWD (slight)","lead":"IWD"},"downsideCapture":{"edge":"IWD (slight)","lead":"IWD"},"treynor":{"edge":"IWD","lead":"IWD"},"informationRatio":{"edge":null,"lead":"IWD","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"JDVL":{"kept":"2026-11-01","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":63,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.27253215}},"IWD":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":63,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.33059806}}}}