{"schemaVersion":1,"ticker":"QJUN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qjun/","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, QJUN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/qjun/"},"benchmark":{"ticker":"QQQ","name":"Invesco QQQ Trust, Series 1","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"QJUN","b":"QQQ","window":{"from":"2021-07-02","to":"2026-10-23","firstReturn":"2021-07-09","weeklyReturns":277,"years":5.31,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03701643,"perWeek":0.0007118544,"days":1327,"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":0.63118602,"b":1.025684,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":0.09620645,"b":0.14169833,"edge":"QQQ","lead":"QQQ"},"price":{"a":0.63118602,"b":0.96408655,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":0.12851428,"b":0.21179594,"edge":"QJUN","lead":"QJUN"},"downsideDeviation":{"a":0.08495056,"b":0.14014376,"edge":"QJUN","lead":"QJUN"},"maxDrawdown":{"a":-0.19784846,"b":-0.3505852,"edge":"QJUN","lead":"QJUN","aPeak":"2021-12-23","aTrough":"2022-10-14","bPeak":"2021-11-19","bTrough":"2022-10-14"},"excess":{"a":0.06312502,"b":0.11796361,"edge":"QQQ","lead":"QQQ"},"sharpe":{"a":0.4911907,"b":0.55696823,"edge":"QQQ","lead":"QQQ"},"sortino":{"a":0.74307955,"b":0.84173284,"edge":"QQQ","lead":"QQQ"},"calmar":{"a":0.48626332,"b":0.40417658,"edge":"QJUN","lead":"QJUN"}},"relative":{"QJUN":{"on":"QQQ","beta":0.58403075,"r2":0.92641135,"alpha":-0.00576935,"alphaT":-0.38012295,"alphaLow":-0.03564839,"alphaHigh":0.02410969,"upsideCapture":0.44309474,"downsideCapture":0.7039094,"treynor":0.1080851,"trackingError":0.09474756,"informationRatio":-0.57878629,"upWeeks":156,"downWeeks":121,"treynorReference":0.11796361,"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":"QJUN","lead":"QJUN"},"treynor":{"edge":"QQQ (slight)","lead":"QQQ"},"informationRatio":{"edge":null,"lead":"QQQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QJUN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":277,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.63118602}},"QQQ":{"kept":"2026-10-26","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":277,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.025684}}}}