{"schemaVersion":1,"ticker":"JULT","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jult/","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, JULT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/jult/"},"benchmark":{"ticker":"SPY","name":"SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"JULT","b":"SPY","window":{"from":"2020-07-10","to":"2026-10-23","firstReturn":"2020-07-17","weeklyReturns":328,"years":6.29,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03133516,"perWeek":0.0006025991,"days":1573,"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":0.98706468,"b":1.60568486,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.11500679,"b":0.16396209,"edge":"SPY","lead":"SPY"},"price":{"a":0.91263352,"b":1.39292799,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.09924273,"b":0.15818884,"edge":"JULT","lead":"JULT"},"downsideDeviation":{"a":0.06382558,"b":0.10328755,"edge":"JULT","lead":"JULT"},"maxDrawdown":{"a":-0.12063945,"b":-0.23927987,"edge":"JULT","lead":"JULT","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.08254164,"b":0.13317837,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.83171472,"b":0.84189486,"edge":"Tie"},"sortino":{"a":1.29323755,"b":1.2893943,"edge":"Tie"},"calmar":{"a":0.95331002,"b":0.68523145,"edge":"JULT","lead":"JULT"}},"relative":{"JULT":{"on":"SPY","beta":0.60263247,"r2":0.92269748,"alpha":0.00228403,"alphaT":0.20617092,"alphaLow":-0.01951,"alphaHigh":0.02407806,"upsideCapture":0.49894067,"downsideCapture":0.66368441,"treynor":0.13696846,"trackingError":0.06864859,"informationRatio":-0.73762229,"upWeeks":185,"downWeeks":143,"treynorReference":0.13317837,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"JULT","lead":"JULT"},"treynor":{"edge":"JULT (slight)","lead":"JULT"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"JULT":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":328,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.98706468}},"SPY":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":328,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.60568486}}}}