{"schemaVersion":1,"ticker":"PJUN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pjun/","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, PJUN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pjun/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"PJUN","b":"SPY","window":{"from":"2019-06-14","to":"2026-10-23","firstReturn":"2019-06-21","weeklyReturns":384,"years":7.36,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02857295,"perWeek":0.0005494798,"days":1841,"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":0.68964855,"b":1.93304423,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.07361217,"b":0.15686512,"edge":"SPY","lead":"SPY"},"price":{"a":0.68964855,"b":1.62729033,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.09110349,"b":0.18269486,"edge":"PJUN","lead":"PJUN"},"downsideDeviation":{"a":0.06336087,"b":0.1256172,"edge":"PJUN","lead":"PJUN"},"maxDrawdown":{"a":-0.16282447,"b":-0.3181115,"edge":"PJUN","lead":"PJUN","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.04666498,"b":0.1341276,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.51221942,"b":0.73416189,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.73649523,"b":1.06774873,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.45209527,"b":0.49311366,"edge":"SPY (slight)","lead":"SPY"}},"relative":{"PJUN":{"on":"SPY","beta":0.46776345,"r2":0.87990378,"alpha":-0.01607501,"alphaT":-1.37468392,"alphaLow":-0.03906691,"alphaHigh":0.00691688,"upsideCapture":0.31575299,"downsideCapture":0.51880057,"treynor":0.09976192,"trackingError":0.102234,"informationRatio":-0.85551405,"upWeeks":218,"downWeeks":166,"treynorReference":0.1341276,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"PJUN","lead":"PJUN"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PJUN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":384,"beyond":0,"tolerance":0.0005,"worst":0.000176,"vendorTotal":0.68964855}},"SPY":{"kept":"2026-10-26","distributions":30,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":384,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.93304423}}}}