{"schemaVersion":1,"ticker":"KJUL","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/kjul/","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, KJUL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/kjul/"},"benchmark":{"ticker":"IWM","name":"IWM","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"KJUL","b":"IWM","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":0.42667972,"b":1.10443044,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.05795305,"b":0.12519722,"edge":"IWM","lead":"IWM"},"price":{"a":0.42667972,"b":0.95138348,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.10716282,"b":0.21303178,"edge":"KJUL","lead":"KJUL"},"downsideDeviation":{"a":0.07524242,"b":0.14118841,"edge":"KJUL","lead":"KJUL"},"maxDrawdown":{"a":-0.16042276,"b":-0.31161931,"edge":"KJUL","lead":"KJUL","aPeak":"2021-11-05","aTrough":"2022-06-17","bPeak":"2021-11-05","bTrough":"2022-06-17"},"excess":{"a":0.03076816,"b":0.10934977,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.28711597,"b":0.51330263,"edge":"IWM","lead":"IWM"},"sortino":{"a":0.40892038,"b":0.77449538,"edge":"IWM","lead":"IWM"},"calmar":{"a":0.36125203,"b":0.40176337,"edge":"IWM","lead":"IWM"}},"relative":{"KJUL":{"on":"IWM","beta":0.46382524,"r2":0.85017687,"alpha":-0.01995103,"alphaT":-1.20309812,"alphaLow":-0.05257431,"alphaHigh":0.01267225,"upsideCapture":0.31489035,"downsideCapture":0.60189513,"treynor":0.06633567,"trackingError":0.12152068,"informationRatio":-0.64665222,"upWeeks":174,"downWeeks":154,"treynorReference":0.10934977,"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":"KJUL","lead":"KJUL"},"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":{"KJUL":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":328,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.42667972}},"IWM":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":328,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.10443044}}}}