{"schemaVersion":1,"ticker":"XJUL","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xjul/","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, XJUL against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xjul/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"XJUL","b":"SPY","window":{"from":"2023-08-04","to":"2026-10-30","firstReturn":"2023-08-11","weeklyReturns":169,"years":3.24,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04521506,"perWeek":0.0008695204,"days":810,"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":0.36219953,"b":0.76001144,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.09977752,"b":0.18998977,"edge":"SPY","lead":"SPY"},"price":{"a":0.36219953,"b":0.6913677,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06278311,"b":0.14120024,"edge":"XJUL","lead":"XJUL"},"downsideDeviation":{"a":0.04243095,"b":0.09118443,"edge":"XJUL","lead":"XJUL"},"maxDrawdown":{"a":-0.07824137,"b":-0.16877308,"edge":"XJUL","lead":"XJUL","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.05194646,"b":0.13894264,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.82739547,"b":0.98401136,"edge":"SPY","lead":"SPY"},"sortino":{"a":1.22425878,"b":1.52375397,"edge":"SPY","lead":"SPY"},"calmar":{"a":1.27525275,"b":1.12571135,"edge":"XJUL","lead":"XJUL"}},"relative":{"XJUL":{"on":"SPY","beta":0.40817143,"r2":0.84269511,"alpha":-0.00476596,"alphaT":-0.34084088,"alphaLow":-0.03237207,"alphaHigh":0.02284016,"upsideCapture":0.29972984,"downsideCapture":0.38275935,"treynor":0.12726628,"trackingError":0.08719738,"informationRatio":-0.99769254,"upWeeks":98,"downWeeks":71,"treynorReference":0.13894264,"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":"XJUL","lead":"XJUL"},"treynor":{"edge":"SPY (slight)","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":{"XJUL":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":169,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.36219953}},"SPY":{"kept":"2026-11-01","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":169,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.76001144}}}}