{"schemaVersion":1,"ticker":"XJUN","asOf":"2026-10-30","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xjun/","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, XJUN against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xjun/"},"benchmark":{"ticker":"SPY","name":"State Street® SPDR® S&P 500® ETF Trust","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"XJUN","b":"SPY","window":{"from":"2021-07-23","to":"2026-10-30","firstReturn":"2021-07-30","weeklyReturns":275,"years":5.27,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03741988,"perWeek":0.0007196131,"days":1318,"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":0.52201681,"b":0.84284724,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.08266441,"b":0.12253947,"edge":"SPY","lead":"SPY"},"price":{"a":0.52201681,"b":0.7177797,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.06418557,"b":0.15929357,"edge":"XJUN","lead":"XJUN"},"downsideDeviation":{"a":0.0427403,"b":0.10677463,"edge":"XJUN","lead":"XJUN"},"maxDrawdown":{"a":-0.0786446,"b":-0.23927987,"edge":"XJUN","lead":"XJUN","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.04412036,"b":0.09094107,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.68738759,"b":0.57090234,"edge":"XJUN","lead":"XJUN"},"sortino":{"a":1.03228941,"b":0.85171047,"edge":"XJUN","lead":"XJUN"},"calmar":{"a":1.05111353,"b":0.51211776,"edge":"XJUN","lead":"XJUN"}},"relative":{"XJUN":{"on":"SPY","beta":0.37409079,"r2":0.86193741,"alpha":0.01010015,"alphaT":0.96908357,"alphaLow":-0.01041828,"alphaHigh":0.03061858,"upsideCapture":0.28577408,"downsideCapture":0.38987254,"treynor":0.11794025,"trackingError":0.10251604,"informationRatio":-0.45671592,"upWeeks":151,"downWeeks":124,"treynorReference":0.09094107,"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":"XJUN","lead":"XJUN"},"treynor":{"edge":"XJUN","lead":"XJUN"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XJUN":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":275,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.52201681}},"SPY":{"kept":"2026-11-01","distributions":21,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":275,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.84284724}}}}