Summary
APRZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 15.14% Volatility 14.79% Sharpe 0.55
Official loaded data — not a live quote.

TRUESHARES STRUCTURED OUTCOME (APRIL) ETF

Symbol: APRZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/03/2021

Latest date: 16/07/2026

Current price: $40.00

Expense ratio: 0.79%

Assets under management
$32.7M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.00%

Ann. -36.39% (Sharpe / Sortino numerator)

Volatility

16.26%

Sharpe ratio

-2.461

VaR 95%

-1.50%

CVaR 95%: -1.52%
Max drawdown: -6.99%
Sortino ratio: -4.752
Calmar ratio: -5.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.67%

Ann. -15.27% (Sharpe / Sortino numerator)

Volatility

13.46%

Sharpe ratio

-1.405

VaR 95%

-1.50%

CVaR 95%: -1.64%
Max drawdown: -8.85%
Sortino ratio: -2.324
Calmar ratio: -1.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.73%

Ann. -5.12% (Sharpe / Sortino numerator)

Volatility

12.02%

Sharpe ratio

-0.728

VaR 95%

-1.37%

CVaR 95%: -1.64%
Max drawdown: -8.85%
Sortino ratio: -1.069
Calmar ratio: -0.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.14%

Ann. 11.79% (Sharpe / Sortino numerator)

Volatility

14.79%

Sharpe ratio

0.552

VaR 95%

-1.29%

CVaR 95%: -2.14%
Max drawdown: -8.85%
Sortino ratio: 0.709
Calmar ratio: 1.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.42%

Ann. 9.22% (Sharpe / Sortino numerator)

Volatility

12.64%

Sharpe ratio

0.443

VaR 95%

-1.22%

CVaR 95%: -1.84%
Max drawdown: -15.15%
Sortino ratio: 0.565
Calmar ratio: 0.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

49.66%

Ann. 13.18% (Sharpe / Sortino numerator)

Volatility

11.47%

Sharpe ratio

0.833

VaR 95%

-1.10%

CVaR 95%: -1.63%
Max drawdown: -15.15%
Sortino ratio: 1.104
Calmar ratio: 0.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.059%

Best day

2.699%

31/03/2026
Worst day

-2.085%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $40.00 $40.00 $40.00 $40.00 100
15/07/2026 $40.17 $40.17 $40.17 $40.17 100
14/07/2026 $40.04 $40.10 $40.04 $40.10 200
13/07/2026 $39.94 $39.94 $39.94 $39.94 100
10/07/2026 $40.22 $40.22 $40.22 $40.22 200
09/07/2026 $39.99 $40.01 $39.99 $40.01 100
08/07/2026 $39.66 $39.77 $39.66 $39.77 700
07/07/2026 $39.89 $39.90 $39.89 $39.90 200
06/07/2026 $39.93 $40.07 $39.93 $40.07 100
02/07/2026 $40.00 $40.00 $39.60 $39.79 1,500