{"schemaVersion":1,"ticker":"KJAN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/kjan/","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, KJAN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/kjan/"},"benchmark":{"ticker":"IWM","name":"IWM","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"KJAN","b":"IWM","window":{"from":"2020-01-10","to":"2026-10-23","firstReturn":"2020-01-17","weeklyReturns":354,"years":6.78,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02943428,"perWeek":0.0005660438,"days":1698,"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":0.70202399,"b":0.81635428,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.08125259,"b":0.09162798,"edge":"IWM","lead":"IWM"},"price":{"a":0.70202399,"b":0.67232701,"edge":"KJAN (slight)","lead":"KJAN"},"volatility":{"a":0.14981222,"b":0.25426815,"edge":"KJAN","lead":"KJAN"},"downsideDeviation":{"a":0.10480062,"b":0.17626089,"edge":"KJAN","lead":"KJAN"},"maxDrawdown":{"a":-0.27124304,"b":-0.40024842,"edge":"KJAN","lead":"KJAN","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.05999323,"b":0.09077753,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.40045618,"b":0.35701494,"edge":"KJAN","lead":"KJAN"},"sortino":{"a":0.57245108,"b":0.515018,"edge":"KJAN","lead":"KJAN"},"calmar":{"a":0.29955641,"b":0.22892778,"edge":"KJAN","lead":"KJAN"}},"relative":{"KJAN":{"on":"IWM","beta":0.57076879,"r2":0.93844726,"alpha":0.00818025,"alphaT":0.5727254,"alphaLow":-0.01991055,"alphaHigh":0.03627104,"upsideCapture":0.39246238,"downsideCapture":0.66897138,"treynor":0.10510951,"trackingError":0.11529516,"informationRatio":-0.26700427,"upWeeks":187,"downWeeks":167,"treynorReference":0.09077753,"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":"KJAN","lead":"KJAN"},"treynor":{"edge":"KJAN","lead":"KJAN"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"KJAN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":354,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.70202399}},"IWM":{"kept":"2026-10-26","distributions":27,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":354,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.81635428}}}}