{"schemaVersion":1,"ticker":"TJUN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tjun/","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, TJUN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/tjun/"},"benchmark":{"ticker":"EEM","name":"iShares MSCI Emerging Markets ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"TJUN","b":"EEM","window":{"from":"2025-07-03","to":"2026-10-23","firstReturn":"2025-07-11","weeklyReturns":68,"years":1.31,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03870244,"perWeek":0.0007442777,"days":328,"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":0.05820452,"b":0.29654893,"edge":"EEM","lead":"EEM"},"annualised":{"a":0.04421163,"b":0.21969247,"edge":"EEM","lead":"EEM"},"price":{"a":0.05820452,"b":0.27173913,"edge":"EEM","lead":"EEM"},"volatility":{"a":0.09703553,"b":0.20871095,"edge":"TJUN","lead":"TJUN"},"downsideDeviation":{"a":0.07699968,"b":0.14679361,"edge":"TJUN","lead":"TJUN"},"maxDrawdown":{"a":-0.07922817,"b":-0.12402882,"edge":"TJUN","lead":"TJUN","aPeak":"2026-06-18","aTrough":"2026-10-23","bPeak":"2026-06-18","bTrough":"2026-10-23"},"excess":{"a":0.00926053,"b":0.18191133,"edge":"EEM","lead":"EEM"},"sharpe":{"a":0.09543446,"b":0.87159456,"edge":"EEM","lead":"EEM"},"sortino":{"a":0.12026716,"b":1.2392319,"edge":"EEM","lead":"EEM"},"calmar":{"a":0.55802918,"b":1.77130183,"edge":"EEM","lead":"EEM"}},"relative":{"TJUN":{"on":"EEM","beta":0.37923493,"r2":0.66534294,"alpha":-0.0597266,"alphaT":-1.19874905,"alphaLow":-0.15920363,"alphaHigh":0.03975044,"upsideCapture":0.28542575,"downsideCapture":0.65221442,"treynor":0.02441899,"trackingError":0.14119848,"informationRatio":-1.22275251,"upWeeks":45,"downWeeks":23,"treynorReference":0.18191133,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EEM","lead":"EEM"},"downsideCapture":{"edge":"TJUN","lead":"TJUN"},"treynor":{"edge":"EEM","lead":"EEM"},"informationRatio":{"edge":null,"lead":"EEM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TJUN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":68,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.05820452}},"EEM":{"kept":"2026-10-26","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":68,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.29654893}}}}