{"schemaVersion":1,"ticker":"JULU","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/julu/","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, JULU against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/julu/"},"benchmark":{"ticker":"SPY","name":"SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"JULU","b":"SPY","window":{"from":"2024-07-12","to":"2026-10-23","firstReturn":"2024-07-19","weeklyReturns":119,"years":2.28,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04158984,"perWeek":0.0007998047,"days":571,"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":0.26210937,"b":0.39260579,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.10707447,"b":0.15571113,"edge":"SPY","lead":"SPY"},"price":{"a":0.26210938,"b":0.35711352,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.10776476,"b":0.15039147,"edge":"JULU","lead":"JULU"},"downsideDeviation":{"a":0.06986387,"b":0.09874361,"edge":"JULU","lead":"JULU"},"maxDrawdown":{"a":-0.1128324,"b":-0.16877308,"edge":"JULU","lead":"JULU","aPeak":"2024-12-06","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.06597483,"b":0.11457238,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.6122115,"b":0.76182761,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.94433397,"b":1.16030164,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.94896921,"b":0.92260644,"edge":"JULU (slight)","lead":"JULU"}},"relative":{"JULU":{"on":"SPY","beta":0.69857289,"r2":0.95042163,"alpha":-0.01406233,"alphaT":-0.8778646,"alphaLow":-0.0457867,"alphaHigh":0.01766204,"upsideCapture":0.66243552,"downsideCapture":0.83002314,"treynor":0.0944423,"trackingError":0.05129095,"informationRatio":-0.94748768,"upWeeks":67,"downWeeks":52,"treynorReference":0.11457238,"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":"JULU","lead":"JULU"},"treynor":{"edge":"SPY","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":{"JULU":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":119,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.26210938}},"SPY":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":119,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.39260579}}}}