{"schemaVersion":1,"ticker":"SEPZ","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/sepz/","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, SEPZ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/sepz/"},"benchmark":{"ticker":"SPY","name":"S&P 500 Price Index","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"SEPZ","b":"SPY","window":{"from":"2020-09-11","to":"2026-10-23","firstReturn":"2020-09-18","weeklyReturns":319,"years":6.11,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03220451,"perWeek":0.0006193176,"days":1529,"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":1.0983386,"b":1.47721803,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.12841473,"b":0.15936417,"edge":"SPY","lead":"SPY"},"price":{"a":0.90059751,"b":1.27495061,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.11759824,"b":0.158788,"edge":"SEPZ","lead":"SEPZ"},"downsideDeviation":{"a":0.07674637,"b":0.10385062,"edge":"SEPZ","lead":"SEPZ"},"maxDrawdown":{"a":-0.14422056,"b":-0.23927987,"edge":"SEPZ","lead":"SEPZ","aPeak":"2021-12-31","aTrough":"2022-06-17","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.09563582,"b":0.12843261,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.81324194,"b":0.80883069,"edge":"Tie"},"sortino":{"a":1.24612831,"b":1.23670532,"edge":"Tie"},"calmar":{"a":0.89040514,"b":0.66601579,"edge":"SEPZ","lead":"SEPZ"}},"relative":{"SEPZ":{"on":"SPY","beta":0.73088879,"r2":0.97394921,"alpha":0.00176587,"alphaT":0.22863011,"alphaLow":-0.01343031,"alphaHigh":0.01696204,"upsideCapture":0.66834675,"downsideCapture":0.80892532,"treynor":0.13084866,"trackingError":0.04675744,"informationRatio":-0.70142398,"upWeeks":179,"downWeeks":140,"treynorReference":0.12843261,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"SEPZ","lead":"SEPZ"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SEPZ":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":319,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.0983386}},"SPY":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":319,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.47721803}}}}