{"schemaVersion":1,"ticker":"YJUN","asOf":"2026-10-26","desk":"buffer","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/yjun/","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, YJUN against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/yjun/"},"benchmark":{"ticker":"EFA","name":"iShares MSCI EAFE ETF","tier":1,"kind":"reference asset","basisOnPage":"price","basisHere":"total"},"kind":"benchmark","a":"YJUN","b":"EFA","window":{"from":"2021-07-02","to":"2026-10-23","firstReturn":"2021-07-09","weeklyReturns":277,"years":5.31,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03701643,"perWeek":0.0007118544,"days":1327,"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":0.33131679,"b":0.51570947,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.05519034,"b":0.08120052,"edge":"EFA","lead":"EFA"},"price":{"a":0.33131679,"b":0.29354676,"edge":"YJUN","lead":"YJUN"},"volatility":{"a":0.10708121,"b":0.16127366,"edge":"YJUN","lead":"YJUN"},"downsideDeviation":{"a":0.07612053,"b":0.11316943,"edge":"YJUN","lead":"YJUN"},"maxDrawdown":{"a":-0.21285508,"b":-0.2883875,"edge":"YJUN","lead":"YJUN","aPeak":"2021-11-05","aTrough":"2022-10-14","bPeak":"2021-09-03","bTrough":"2022-09-30"},"excess":{"a":0.02245379,"b":0.05411363,"edge":"EFA","lead":"EFA"},"sharpe":{"a":0.20968937,"b":0.33553915,"edge":"EFA","lead":"EFA"},"sortino":{"a":0.29497683,"b":0.47816469,"edge":"EFA","lead":"EFA"},"calmar":{"a":0.25928598,"b":0.28156741,"edge":"EFA (slight)","lead":"EFA"}},"relative":{"YJUN":{"on":"EFA","beta":0.63732508,"r2":0.92134512,"alpha":-0.01203418,"alphaT":-0.92218701,"alphaLow":-0.037724,"alphaHigh":0.01365564,"upsideCapture":0.54437129,"downsideCapture":0.73608521,"treynor":0.0352313,"trackingError":0.0657492,"informationRatio":-0.48152425,"upWeeks":154,"downWeeks":123,"treynorReference":0.05411363,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"EFA","lead":"EFA"},"downsideCapture":{"edge":"YJUN","lead":"YJUN"},"treynor":{"edge":"EFA","lead":"EFA"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"YJUN":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":277,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.33131679}},"EFA":{"kept":"2026-10-26","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":277,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.51570947}}}}