{"schemaVersion":1,"ticker":"KAUG","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/kaug/","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, KAUG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/kaug/"},"benchmark":{"ticker":"IWM","name":"IWM","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"KAUG","b":"IWM","window":{"from":"2024-08-09","to":"2026-10-23","firstReturn":"2024-08-16","weeklyReturns":115,"years":2.2,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04117822,"perWeek":0.0007918889,"days":551,"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":0.1806783,"b":0.36858429,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.0779932,"b":0.15244031,"edge":"IWM","lead":"IWM"},"price":{"a":0.1806783,"b":0.3356098,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.09412111,"b":0.19270682,"edge":"KAUG","lead":"KAUG"},"downsideDeviation":{"a":0.06644545,"b":0.12816485,"edge":"KAUG","lead":"KAUG"},"maxDrawdown":{"a":-0.13474486,"b":-0.24692832,"edge":"KAUG","lead":"KAUG","aPeak":"2024-11-29","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.0383824,"b":0.11932574,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.40779797,"b":0.61920874,"edge":"IWM","lead":"IWM"},"sortino":{"a":0.57765275,"b":0.93103328,"edge":"IWM","lead":"IWM"},"calmar":{"a":0.57882131,"b":0.6173464,"edge":"IWM (slight)","lead":"IWM"}},"relative":{"KAUG":{"on":"IWM","beta":0.46844624,"r2":0.91989775,"alpha":-0.0175153,"alphaT":-0.96991339,"alphaLow":-0.05329268,"alphaHigh":0.01826209,"upsideCapture":0.3218131,"downsideCapture":0.55637549,"treynor":0.08193555,"trackingError":0.10584111,"informationRatio":-0.76476285,"upWeeks":63,"downWeeks":52,"treynorReference":0.11932574,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM","lead":"IWM"},"downsideCapture":{"edge":"KAUG","lead":"KAUG"},"treynor":{"edge":"IWM","lead":"IWM"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"KAUG":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":115,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.1806783}},"IWM":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":115,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.36858429}}}}