{"schemaVersion":1,"ticker":"MAXJ","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/maxj/","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, MAXJ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/maxj/"},"benchmark":{"ticker":"IVV","name":"iShares Core S&P 500 ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"MAXJ","b":"IVV","window":{"from":"2024-07-12","to":"2026-10-23","firstReturn":"2024-07-19","weeklyReturns":119,"years":2.28,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04158984,"perWeek":0.0007998047,"days":571,"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":0.18863544,"b":0.39460751,"edge":"IVV","lead":"IVV"},"annualised":{"a":0.078436,"b":0.15643674,"edge":"IVV","lead":"IVV"},"price":{"a":0.16734749,"b":0.35558752,"edge":"IVV","lead":"IVV"},"volatility":{"a":0.05068124,"b":0.15116502,"edge":"MAXJ","lead":"MAXJ"},"downsideDeviation":{"a":0.03172385,"b":0.09912704,"edge":"MAXJ","lead":"MAXJ"},"maxDrawdown":{"a":-0.06137048,"b":-0.16889078,"edge":"MAXJ","lead":"MAXJ","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.0352472,"b":0.11531504,"edge":"IVV","lead":"IVV"},"sharpe":{"a":0.69546831,"b":0.76284207,"edge":"IVV (slight)","lead":"IVV"},"sortino":{"a":1.11106283,"b":1.16330557,"edge":"IVV (slight)","lead":"IVV"},"calmar":{"a":1.27807379,"b":0.92625984,"edge":"MAXJ","lead":"MAXJ"}},"relative":{"MAXJ":{"on":"IVV","beta":0.29677829,"r2":0.7835603,"alpha":0.0010242,"alphaT":0.06506602,"alphaLow":-0.03014978,"alphaHigh":0.03219818,"upsideCapture":0.22686179,"downsideCapture":0.2946732,"treynor":0.11876608,"trackingError":0.10888605,"informationRatio":-0.73533611,"upWeeks":67,"downWeeks":52,"treynorReference":0.11531504,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IVV","lead":"IVV"},"downsideCapture":{"edge":"MAXJ","lead":"MAXJ"},"treynor":{"edge":"MAXJ (slight)","lead":"MAXJ"},"informationRatio":{"edge":null,"lead":"IVV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"MAXJ":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":119,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.18863544}},"IVV":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":119,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.39460751}}}}