{"schemaVersion":1,"ticker":"XBJA","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xbja/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","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, XBJA against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xbja/"},"benchmark":{"ticker":"SPY","name":"SPY","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"XBJA","b":"SPY","window":{"from":"2022-01-14","to":"2026-10-30","firstReturn":"2022-01-21","weeklyReturns":250,"years":4.79,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04111185,"perWeek":0.0007906126,"days":1198,"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":0.41836735,"b":0.73278982,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.07540501,"b":0.12113818,"edge":"SPY","lead":"SPY"},"price":{"a":0.41836735,"b":0.62618351,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.10441433,"b":0.16341486,"edge":"XBJA","lead":"XBJA"},"downsideDeviation":{"a":0.0720455,"b":0.11002097,"edge":"XBJA","lead":"XBJA"},"maxDrawdown":{"a":-0.16305306,"b":-0.22251757,"edge":"XBJA","lead":"XBJA","aPeak":"2022-01-14","aTrough":"2022-10-14","bPeak":"2022-01-14","bTrough":"2022-09-30"},"excess":{"a":0.03706835,"b":0.08665671,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.35501212,"b":0.53028658,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.51451309,"b":0.78763808,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.46245687,"b":0.54439829,"edge":"SPY","lead":"SPY"}},"relative":{"XBJA":{"on":"SPY","beta":0.5965394,"r2":0.87164813,"alpha":-0.01462579,"alphaT":-0.85325105,"alphaLow":-0.04838678,"alphaHigh":0.0191352,"upsideCapture":0.42457836,"downsideCapture":0.61713248,"treynor":0.06213898,"trackingError":0.07580432,"informationRatio":-0.65416271,"upWeeks":137,"downWeeks":113,"treynorReference":0.08665671,"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":"XBJA","lead":"XBJA"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XBJA":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":10,"agree":10},"vendor":{"weeks":250,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.41836735}},"SPY":{"kept":"2026-11-01","distributions":19,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":250,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.73278982}}}}