{"schemaVersion":1,"ticker":"JULI","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/juli/","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, JULI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/juli/"},"benchmark":{"ticker":"EFA","name":"iShares® MSCI EAFE ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"JULI","b":"EFA","window":{"from":"2026-07-10","to":"2026-10-23","firstReturn":"2026-07-17","weeklyReturns":15,"years":0.29,"short":true,"weekEnding":"2026-10-25","cumulativeOnly":"15 weekly returns, 2026-07-10 to 2026-10-23: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03955405,"perWeek":0.0007606549,"days":74,"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":-0.015844,"b":-0.01629445,"edge":"JULI (slight)","lead":"JULI"},"annualised":{"a":null,"b":null,"absent":"15 weekly returns, under the 52 an annualised number needs"},"price":{"a":-0.015844,"b":-0.01629445,"edge":"JULI (slight)","lead":"JULI"},"volatility":{"a":null,"b":null,"absent":"15 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"15 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.04258608,"b":-0.05532032,"edge":"JULI","lead":"JULI","aPeak":"2026-08-14","aTrough":"2026-10-23","bPeak":"2026-08-14","bTrough":"2026-10-23"},"excess":{"a":null,"b":null,"absent":"15 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"15 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"15 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"15 weekly returns, under the 52 an annualised number needs"}},"relative":{"JULI":{"on":"EFA","beta":0.69546275,"r2":0.99018214,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":7,"downWeeks":8,"absent":"15 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true}}}},"sources":{"JULI":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":15,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.015844}},"EFA":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":15,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.01629445}}}}