{"schemaVersion":1,"ticker":"JEPI","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jepi/","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, JEPI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/jepi/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate","status":"not-read"},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":0.0,"fiscalYearEnd":"2026-06-30","filed":"2026-09-08","url":"https://www.sec.gov/Archives/edgar/data/1485894/000119312526385040/d153689dncsr.htm"}},"kind":"benchmark","a":"JEPI","b":"SPY","window":{"from":"2020-05-29","to":"2026-10-23","firstReturn":"2020-06-05","weeklyReturns":334,"years":6.4,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03079607,"perWeek":0.0005922321,"days":1602,"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":0.9109616,"b":1.73134426,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.10608303,"b":0.16933473,"edge":"SPY","lead":"SPY"},"price":{"a":0.1104817,"b":1.49727261,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.10507585,"b":0.16044718,"edge":"JEPI","lead":"JEPI"},"downsideDeviation":{"a":0.07109887,"b":0.10465736,"edge":"JEPI","lead":"JEPI"},"maxDrawdown":{"a":-0.1311865,"b":-0.23927987,"edge":"JEPI","lead":"JEPI","aPeak":"2022-04-08","aTrough":"2022-09-30","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.07563511,"b":0.13869582,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.71981439,"b":0.86443286,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.06380183,"b":1.3252371,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.80864289,"b":0.7076848,"edge":"JEPI","lead":"JEPI"}},"relative":{"JEPI":{"on":"SPY","beta":0.56852614,"r2":0.75363183,"alpha":-0.00321709,"alphaT":-0.15498113,"alphaLow":-0.04405075,"alphaHigh":0.03761658,"upsideCapture":0.42218233,"downsideCapture":0.59599898,"treynor":0.13303717,"trackingError":0.08667616,"informationRatio":-0.72754386,"upWeeks":189,"downWeeks":145,"treynorReference":0.13869582,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"JEPI","lead":"JEPI"},"treynor":{"edge":"SPY (slight)","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"JEPI":{"kept":"2026-10-26","distributions":76,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":334,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.9109616}},"SPY":{"kept":"2026-10-26","distributions":26,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":334,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.73134426}}}}