{"schemaVersion":1,"ticker":"QCJA","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qcja/","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, QCJA against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/qcja/"},"benchmark":{"ticker":"QQQ","name":"Invesco QQQ Trust, Series 1","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"QCJA","b":"QQQ","window":{"from":"2025-01-31","to":"2026-10-23","firstReturn":"2025-02-07","weeklyReturns":90,"years":1.72,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03980208,"perWeek":0.0007654246,"days":433,"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":0.19387243,"b":0.36000135,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":0.1078082,"b":0.19441724,"edge":"QQQ","lead":"QQQ"},"price":{"a":0.19387243,"b":0.34867602,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":0.07785437,"b":0.20757515,"edge":"QCJA","lead":"QCJA"},"downsideDeviation":{"a":0.05202181,"b":0.13538871,"edge":"QCJA","lead":"QCJA"},"maxDrawdown":{"a":-0.09658899,"b":-0.21344135,"edge":"QCJA","lead":"QCJA","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.06568904,"b":0.15947716,"edge":"QQQ","lead":"QQQ"},"sharpe":{"a":0.84374252,"b":0.76828636,"edge":"QCJA (slight)","lead":"QCJA"},"sortino":{"a":1.26272116,"b":1.17792064,"edge":"QCJA (slight)","lead":"QCJA"},"calmar":{"a":1.11615417,"b":0.91086958,"edge":"QCJA","lead":"QCJA"}},"relative":{"QCJA":{"on":"QQQ","beta":0.35154236,"r2":0.87849659,"alpha":0.00962607,"alphaT":0.46138036,"alphaLow":-0.031836,"alphaHigh":0.05108813,"upsideCapture":0.24021056,"downsideCapture":0.40738796,"treynor":0.18685954,"trackingError":0.13731214,"informationRatio":-0.68302859,"upWeeks":50,"downWeeks":40,"treynorReference":0.15947716,"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":"QCJA","lead":"QCJA"},"treynor":{"edge":"QCJA","lead":"QCJA"},"informationRatio":{"edge":null,"lead":"QQQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QCJA":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":90,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.19387243}},"QQQ":{"kept":"2026-10-26","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":90,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.36000135}}}}