{"schemaVersion":1,"ticker":"JOJO","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jojo/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-09","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, JOJO against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/jojo/"},"benchmark":{"ticker":"AGG","name":"Bloomberg U.S. Aggregate Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"JOJO","b":"AGG","window":{"from":"2021-07-23","to":"2026-11-05","firstReturn":"2021-07-30","weeklyReturns":276,"years":5.29,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.03743139,"perWeek":0.0007198345,"days":1322,"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":-0.05447732,"b":-0.01145367,"edge":"AGG","lead":"AGG"},"annualised":{"a":-0.01049851,"b":-0.00216804,"edge":"AGG","lead":"AGG"},"price":{"a":-0.25982517,"b":-0.16857413,"edge":"AGG","lead":"AGG"},"volatility":{"a":0.10078358,"b":0.05709852,"edge":"AGG","lead":"AGG"},"downsideDeviation":{"a":0.07582507,"b":0.04271908,"edge":"AGG","lead":"AGG"},"maxDrawdown":{"a":-0.27916489,"b":-0.17498586,"edge":"AGG","lead":"AGG","aPeak":"2021-11-05","aTrough":"2023-10-20","bPeak":"2021-07-30","bTrough":"2022-10-21"},"excess":{"a":-0.04291433,"b":-0.03797858,"edge":"AGG","lead":"AGG"},"sharpe":{"a":-0.42580677,"b":-0.66514117,"edge":"JOJO","lead":"JOJO"},"sortino":{"a":-0.56596492,"b":-0.88903076,"edge":"JOJO","lead":"JOJO"},"calmar":{"a":-0.03760683,"b":-0.01238979,"edge":"AGG","lead":"AGG"}},"relative":{"JOJO":{"on":"AGG","beta":1.38859039,"r2":0.61889717,"alpha":0.00982236,"alphaT":0.36151006,"alphaLow":-0.04366683,"alphaHigh":0.06331155,"upsideCapture":1.42145665,"downsideCapture":1.30170457,"treynor":-0.03090496,"trackingError":0.06605521,"informationRatio":-0.07472161,"upWeeks":135,"downWeeks":139,"treynorReference":-0.03797858,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"JOJO","lead":"JOJO"},"downsideCapture":{"edge":"AGG","lead":"AGG"},"treynor":{"edge":"JOJO","lead":"JOJO"},"informationRatio":{"edge":null,"lead":"AGG","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"JOJO":{"kept":"2026-11-10","distributions":64,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":276,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.05447732}},"AGG":{"kept":"2026-11-10","distributions":64,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":276,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.01145367}}}}