{"schemaVersion":1,"ticker":"SIXJ","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/sixj/","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, SIXJ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/sixj/"},"benchmark":{"ticker":"SPY","name":"SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"SIXJ","b":"SPY","window":{"from":"2022-01-14","to":"2026-10-23","firstReturn":"2022-01-21","weeklyReturns":249,"years":4.77,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04111157,"perWeek":0.0007906071,"days":1193,"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":0.50502537,"b":0.74253464,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.08912424,"b":0.12296754,"edge":"SPY","lead":"SPY"},"price":{"a":0.50502537,"b":0.6353288,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.09359557,"b":0.16370234,"edge":"SIXJ","lead":"SIXJ"},"downsideDeviation":{"a":0.06431637,"b":0.11020306,"edge":"SIXJ","lead":"SIXJ"},"maxDrawdown":{"a":-0.1216309,"b":-0.22251757,"edge":"SIXJ","lead":"SIXJ","aPeak":"2022-01-14","aTrough":"2022-06-17","bPeak":"2022-01-14","bTrough":"2022-09-30"},"excess":{"a":0.04869844,"b":0.088338,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.52030711,"b":0.53962574,"edge":"SPY (slight)","lead":"SPY"},"sortino":{"a":0.75717027,"b":0.80159294,"edge":"SPY (slight)","lead":"SPY"},"calmar":{"a":0.7327434,"b":0.55261947,"edge":"SIXJ","lead":"SIXJ"}},"relative":{"SIXJ":{"on":"SPY","beta":0.53238472,"r2":0.86706239,"alpha":0.00166864,"alphaT":0.10648466,"alphaLow":-0.02919573,"alphaHigh":0.03253301,"upsideCapture":0.41073834,"downsideCapture":0.57066013,"treynor":0.09147227,"trackingError":0.08381175,"informationRatio":-0.47295939,"upWeeks":137,"downWeeks":112,"treynorReference":0.088338,"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":"SIXJ","lead":"SIXJ"},"treynor":{"edge":"SIXJ (slight)","lead":"SIXJ"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SIXJ":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":249,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.50502537}},"SPY":{"kept":"2026-10-26","distributions":19,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":249,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.74253464}}}}