{"schemaVersion":1,"ticker":"NAUG","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/naug/","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, NAUG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/naug/"},"benchmark":{"ticker":"QQQ","name":"QQQ","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"NAUG","b":"QQQ","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":0.37148648,"b":0.58177194,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":0.15354471,"b":0.2304038,"edge":"QQQ","lead":"QQQ"},"price":{"a":0.37148648,"b":0.56390844,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":0.09793246,"b":0.20453612,"edge":"NAUG","lead":"NAUG"},"downsideDeviation":{"a":0.06220434,"b":0.13130826,"edge":"NAUG","lead":"NAUG"},"maxDrawdown":{"a":-0.11537591,"b":-0.21344135,"edge":"NAUG","lead":"NAUG","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.10661111,"b":0.18730264,"edge":"QQQ","lead":"QQQ"},"sharpe":{"a":1.08861878,"b":0.91574359,"edge":"NAUG","lead":"NAUG"},"sortino":{"a":1.71388545,"b":1.42643455,"edge":"NAUG","lead":"NAUG"},"calmar":{"a":1.33082127,"b":1.0794712,"edge":"NAUG","lead":"NAUG"}},"relative":{"NAUG":{"on":"QQQ","beta":0.45417379,"r2":0.89976861,"alpha":0.02154316,"alphaT":1.02049489,"alphaLow":-0.02028056,"alphaHigh":0.06336688,"upsideCapture":0.34612639,"downsideCapture":0.52547674,"treynor":0.23473639,"trackingError":0.11586651,"informationRatio":-0.69641804,"upWeeks":67,"downWeeks":48,"treynorReference":0.18730264,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"QQQ","lead":"QQQ"},"downsideCapture":{"edge":"NAUG","lead":"NAUG"},"treynor":{"edge":"NAUG","lead":"NAUG"},"informationRatio":{"edge":null,"lead":"QQQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"NAUG":{"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":0.37148648}},"QQQ":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":115,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.58177194}}}}