{"schemaVersion":1,"ticker":"PMJN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pmjn/","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, PMJN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pmjn/"},"benchmark":{"ticker":"SPY","name":"SPDR S&P 500 ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"PMJN","b":"SPY","window":{"from":"2025-06-13","to":"2026-10-23","firstReturn":"2025-06-20","weeklyReturns":71,"years":1.36,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03887507,"perWeek":0.0007475976,"days":341,"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":0.07669135,"b":0.29406719,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.05560984,"b":0.20780424,"edge":"SPY","lead":"SPY"},"price":{"a":0.07669135,"b":0.27298157,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.01878185,"b":0.11692728,"edge":"PMJN","lead":"PMJN"},"downsideDeviation":{"a":0.0114063,"b":0.06763846,"edge":"PMJN","lead":"PMJN"},"maxDrawdown":{"a":-0.01047871,"b":-0.08388653,"edge":"PMJN","lead":"PMJN","aPeak":"2026-02-27","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.01544533,"b":0.15696963,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.82235425,"b":1.34245512,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.35410492,"b":2.32071574,"edge":"SPY","lead":"SPY"},"calmar":{"a":5.30693772,"b":2.4772064,"edge":"PMJN","lead":"PMJN"}},"relative":{"PMJN":{"on":"SPY","beta":0.14710457,"r2":0.83870162,"alpha":-0.00764562,"alphaT":-1.15574017,"alphaLow":-0.02084287,"alphaHigh":0.00555163,"upsideCapture":0.13024019,"downsideCapture":0.12357834,"treynor":0.10499559,"trackingError":0.10001161,"informationRatio":-1.41507864,"upWeeks":42,"downWeeks":29,"treynorReference":0.15696963,"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":"PMJN","lead":"PMJN"},"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":{"PMJN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":71,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.07669135}},"SPY":{"kept":"2026-10-26","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":71,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.29406719}}}}