{"schemaVersion":1,"ticker":"KJUN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/kjun/","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, KJUN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/kjun/"},"benchmark":{"ticker":"IWM","name":"IWM","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"KJUN","b":"IWM","window":{"from":"2024-06-14","to":"2026-10-23","firstReturn":"2024-06-21","weeklyReturns":123,"years":2.36,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04196129,"perWeek":0.0008069479,"days":589,"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":0.15762902,"b":0.42181811,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.06383646,"b":0.16042478,"edge":"IWM","lead":"IWM"},"price":{"a":0.15762902,"b":0.38756101,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.08900988,"b":0.19751801,"edge":"KJUN","lead":"KJUN"},"downsideDeviation":{"a":0.06418216,"b":0.13229691,"edge":"KJUN","lead":"KJUN"},"maxDrawdown":{"a":-0.1246016,"b":-0.24692832,"edge":"KJUN","lead":"KJUN","aPeak":"2024-11-29","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.0238968,"b":0.12642605,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.2684736,"b":0.64007353,"edge":"IWM","lead":"IWM"},"sortino":{"a":0.37232779,"b":0.95562355,"edge":"IWM","lead":"IWM"},"calmar":{"a":0.51232455,"b":0.64968156,"edge":"IWM","lead":"IWM"}},"relative":{"KJUN":{"on":"IWM","beta":0.43009596,"r2":0.91089375,"alpha":-0.03047853,"alphaT":-1.75003744,"alphaLow":-0.06495796,"alphaHigh":0.0040009,"upsideCapture":0.28669677,"downsideCapture":0.54532955,"treynor":0.05556156,"trackingError":0.11565959,"informationRatio":-0.88647421,"upWeeks":68,"downWeeks":55,"treynorReference":0.12642605,"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":"KJUN","lead":"KJUN"},"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":{"KJUN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":123,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.15762902}},"IWM":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":123,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.42181811}}}}