{"schemaVersion":1,"ticker":"RSJN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/rsjn/","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, RSJN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/rsjn/"},"benchmark":{"ticker":"RSP","name":"Invesco S&P 500® Equal Weight ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"RSJN","b":"RSP","window":{"from":"2024-07-05","to":"2026-10-23","firstReturn":"2024-07-12","weeklyReturns":120,"years":2.3,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04169462,"perWeek":0.0008018196,"days":576,"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":0.26256048,"b":0.37179532,"edge":"RSP","lead":"RSP"},"annualised":{"a":0.10630774,"b":0.14681149,"edge":"RSP","lead":"RSP"},"price":{"a":0.26256048,"b":0.32294721,"edge":"RSP","lead":"RSP"},"volatility":{"a":0.0876589,"b":0.13223748,"edge":"RSJN","lead":"RSJN"},"downsideDeviation":{"a":0.06186814,"b":0.09221866,"edge":"RSJN","lead":"RSJN"},"maxDrawdown":{"a":-0.1065593,"b":-0.1553223,"edge":"RSJN","lead":"RSJN","aPeak":"2024-11-29","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.06326347,"b":0.10421514,"edge":"RSP","lead":"RSP"},"sharpe":{"a":0.72170049,"b":0.78809079,"edge":"RSP (slight)","lead":"RSP"},"sortino":{"a":1.02255337,"b":1.13008736,"edge":"RSP (slight)","lead":"RSP"},"calmar":{"a":0.99763919,"b":0.94520549,"edge":"RSJN (slight)","lead":"RSJN"}},"relative":{"RSJN":{"on":"RSP","beta":0.6455557,"r2":0.9483847,"alpha":-0.00401321,"alphaT":-0.30301421,"alphaLow":-0.0302405,"alphaHigh":0.02221409,"upsideCapture":0.54701422,"downsideCapture":0.667422,"treynor":0.09799847,"trackingError":0.05092632,"informationRatio":-0.80413564,"upWeeks":67,"downWeeks":53,"treynorReference":0.10421514,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"RSP","lead":"RSP"},"downsideCapture":{"edge":"RSJN","lead":"RSJN"},"treynor":{"edge":"RSP (slight)","lead":"RSP"},"informationRatio":{"edge":null,"lead":"RSP","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"RSJN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":120,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.26256048}},"RSP":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":120,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.37179532}}}}