{"schemaVersion":1,"ticker":"QQQJ","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/qqqj/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","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, QQQJ against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/qqqj/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"QQQJ","b":"IWV","window":{"from":"2020-10-23","to":"2026-10-30","firstReturn":"2020-10-30","weeklyReturns":314,"years":6.02,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03283515,"perWeek":0.0006314452,"days":1505,"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":0.74347541,"b":1.26758735,"edge":"IWV","lead":"IWV"},"annualised":{"a":0.09642692,"b":0.14520494,"edge":"IWV","lead":"IWV"},"price":{"a":0.66124764,"b":1.10863688,"edge":"IWV","lead":"IWV"},"volatility":{"a":0.21001753,"b":0.16200274,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.14154947,"b":0.10695518,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.39185562,"b":-0.24619216,"edge":"IWV","lead":"IWV","aPeak":"2021-11-12","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.08124823,"b":0.11599625,"edge":"IWV","lead":"IWV"},"sharpe":{"a":0.38686401,"b":0.71601411,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.57399174,"b":1.08453137,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.24607768,"b":0.58980328,"edge":"IWV","lead":"IWV"}},"relative":{"QQQJ":{"on":"IWV","beta":1.17167021,"r2":0.81685389,"alpha":-0.05466112,"alphaT":-1.48475651,"alphaLow":-0.12709794,"alphaHigh":0.01777569,"upsideCapture":1.13296721,"downsideCapture":1.1310942,"treynor":0.06934394,"trackingError":0.09408266,"informationRatio":-0.36933503,"upWeeks":175,"downWeeks":139,"treynorReference":0.11599625,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"QQQJ","lead":"QQQJ"},"downsideCapture":{"edge":"IWV","lead":"IWV"},"treynor":{"edge":"IWV","lead":"IWV"},"informationRatio":{"edge":null,"lead":"IWV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"QQQJ":{"kept":"2026-11-01","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":9},"vendor":{"weeks":314,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.74347541}},"IWV":{"kept":"2026-11-01","distributions":24,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":314,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.26758735}}}}