{"schemaVersion":1,"ticker":"JPIE","asOf":"2026-11-09","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jpie/","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, JPIE against its benchmark, data as of 2026-11-09, https://etfiq.com/funds/jpie/"},"benchmark":{"ticker":"AGG","name":"Bloomberg U.S. Aggregate Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"JPIE","b":"AGG","window":{"from":"2021-11-12","to":"2026-11-05","firstReturn":"2021-11-19","weeklyReturns":260,"years":4.98,"short":false,"weekEnding":"2026-11-08"},"riskFree":{"rate":0.03971566,"perWeek":0.0007637627,"days":1245,"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":0.17509061,"b":-0.00112283,"edge":"JPIE","lead":"JPIE"},"annualised":{"a":0.03279534,"b":-0.00022467,"edge":"JPIE","lead":"JPIE"},"price":{"a":-0.10463734,"b":-0.15482855,"edge":"JPIE","lead":"JPIE"},"volatility":{"a":0.03841994,"b":0.05836975,"edge":"JPIE","lead":"JPIE"},"downsideDeviation":{"a":0.02805397,"b":0.04368073,"edge":"JPIE","lead":"JPIE"},"maxDrawdown":{"a":-0.09892223,"b":-0.17118554,"edge":"JPIE","lead":"JPIE","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-03","bTrough":"2022-10-21"},"excess":{"a":-0.00670158,"b":-0.03824449,"edge":"JPIE","lead":"JPIE"},"sharpe":{"a":-0.17442986,"b":-0.65521077,"edge":"JPIE","lead":"JPIE"},"sortino":{"a":-0.23888185,"b":-0.8755461,"edge":"JPIE","lead":"JPIE"},"calmar":{"a":0.33152654,"b":-0.00131242,"edge":"JPIE","lead":"JPIE"}},"relative":{"JPIE":{"on":"AGG","beta":0.51369421,"r2":0.60907635,"alpha":0.01294439,"alphaT":1.19765485,"alphaLow":-0.00833896,"alphaHigh":0.03422774,"upsideCapture":0.52949678,"downsideCapture":0.41700806,"treynor":-0.01304586,"trackingError":0.03718573,"informationRatio":0.84825298,"upWeeks":128,"downWeeks":131,"treynorReference":-0.03824449,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"AGG","lead":"AGG"},"downsideCapture":{"edge":"JPIE","lead":"JPIE"},"treynor":{"edge":"JPIE","lead":"JPIE"},"informationRatio":{"edge":null,"lead":"JPIE","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"JPIE":{"kept":"2026-11-10","distributions":61,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":14,"agree":14},"vendor":{"weeks":260,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.17509061}},"AGG":{"kept":"2026-11-10","distributions":60,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":260,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.00112283}}}}