{"schemaVersion":1,"ticker":"JUNM","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/junm/","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, JUNM against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/junm/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"JUNM","b":"SPY","window":{"from":"2024-07-05","to":"2026-10-23","firstReturn":"2024-07-12","weeklyReturns":120,"years":2.3,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04169462,"perWeek":0.0008018196,"days":576,"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":0.15660248,"b":0.40603872,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.065074,"b":0.15913002,"edge":"SPY","lead":"SPY"},"price":{"a":0.15660248,"b":0.3702041,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.04155757,"b":0.14982207,"edge":"JUNM","lead":"JUNM"},"downsideDeviation":{"a":0.02681037,"b":0.0983384,"edge":"JUNM","lead":"JUNM"},"maxDrawdown":{"a":-0.05182895,"b":-0.16877308,"edge":"JUNM","lead":"JUNM","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.0222431,"b":0.11734614,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.53523589,"b":0.78323665,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.82964566,"b":1.19328906,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.25555327,"b":0.94286378,"edge":"JUNM","lead":"JUNM"}},"relative":{"JUNM":{"on":"SPY","beta":0.24229759,"r2":0.76304378,"alpha":-0.00618958,"alphaT":-0.46011414,"alphaLow":-0.03282875,"alphaHigh":0.02044959,"upsideCapture":0.17579126,"downsideCapture":0.22693428,"treynor":0.09180076,"trackingError":0.11530891,"informationRatio":-0.82476743,"upWeeks":68,"downWeeks":52,"treynorReference":0.11734614,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"JUNM","lead":"JUNM"},"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":{"JUNM":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":120,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.15660248}},"SPY":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":120,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.40603872}}}}