{"schemaVersion":1,"ticker":"SAUG","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/saug/","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, SAUG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/saug/"},"benchmark":{"ticker":"IWM","name":"iShares Russell 2000 ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"SAUG","b":"IWM","window":{"from":"2023-09-01","to":"2026-10-23","firstReturn":"2023-09-08","weeklyReturns":164,"years":3.14,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04500153,"perWeek":0.000865414,"days":785,"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":0.32478905,"b":0.50106703,"edge":"IWM","lead":"IWM"},"annualised":{"a":0.09327508,"b":0.13744848,"edge":"IWM","lead":"IWM"},"price":{"a":0.32478905,"b":0.44485198,"edge":"IWM","lead":"IWM"},"volatility":{"a":0.10437758,"b":0.19576318,"edge":"SAUG","lead":"SAUG"},"downsideDeviation":{"a":0.06956689,"b":0.12951206,"edge":"SAUG","lead":"SAUG"},"maxDrawdown":{"a":-0.12597456,"b":-0.24692832,"edge":"SAUG","lead":"SAUG","aPeak":"2024-11-29","aTrough":"2025-04-04","bPeak":"2024-11-29","bTrough":"2025-04-04"},"excess":{"a":0.04965992,"b":0.1029683,"edge":"IWM","lead":"IWM"},"sharpe":{"a":0.47577187,"b":0.52598401,"edge":"IWM (slight)","lead":"IWM"},"sortino":{"a":0.71384416,"b":0.79504798,"edge":"IWM","lead":"IWM"},"calmar":{"a":0.74042795,"b":0.55663311,"edge":"SAUG","lead":"SAUG"}},"relative":{"SAUG":{"on":"IWM","beta":0.51072614,"r2":0.91753735,"alpha":-0.00292869,"alphaT":-0.1725289,"alphaLow":-0.0364496,"alphaHigh":0.03059222,"upsideCapture":0.37914604,"downsideCapture":0.6017169,"treynor":0.09723394,"trackingError":0.10036213,"informationRatio":-0.53116033,"upWeeks":88,"downWeeks":76,"treynorReference":0.1029683,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWM","lead":"IWM"},"downsideCapture":{"edge":"SAUG","lead":"SAUG"},"treynor":{"edge":"IWM (slight)","lead":"IWM"},"informationRatio":{"edge":null,"lead":"IWM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SAUG":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":164,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.32478905}},"IWM":{"kept":"2026-10-26","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":164,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.50106703}}}}