Summary
AUGZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 15.54% Volatility 13.64% Sharpe 0.67
Official loaded data — not a live quote.

TRUESHARES STRUCTURED OUTCOME (AUGUST) ETF

Symbol: AUGZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/07/2020

Latest date: 16/07/2026

Current price: $45.48

Expense ratio: 0.79%

Assets under management
$41.0M
-0.39% 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

-0.04%

Ann. -31.25% (Sharpe / Sortino numerator)

Volatility

13.68%

Sharpe ratio

-2.550

VaR 95%

-1.20%

CVaR 95%: -1.25%
Max drawdown: -5.79%
Sortino ratio: -4.673
Calmar ratio: -5.40

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

5.60%

Ann. -12.51% (Sharpe / Sortino numerator)

Volatility

11.48%

Sharpe ratio

-1.406

VaR 95%

-1.20%

CVaR 95%: -1.38%
Max drawdown: -7.23%
Sortino ratio: -2.234
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

6.40%

Ann. -3.39% (Sharpe / Sortino numerator)

Volatility

10.70%

Sharpe ratio

-0.657

VaR 95%

-1.20%

CVaR 95%: -1.45%
Max drawdown: -7.23%
Sortino ratio: -0.951
Calmar ratio: -0.47

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

15.54%

Ann. 12.71% (Sharpe / Sortino numerator)

Volatility

13.64%

Sharpe ratio

0.666

VaR 95%

-1.21%

CVaR 95%: -1.97%
Max drawdown: -7.23%
Sortino ratio: 0.841
Calmar ratio: 1.76

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

25.03%

Ann. 10.09% (Sharpe / Sortino numerator)

Volatility

12.27%

Sharpe ratio

0.526

VaR 95%

-1.19%

CVaR 95%: -1.80%
Max drawdown: -14.52%
Sortino ratio: 0.673
Calmar ratio: 0.69

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

50.89%

Ann. 13.23% (Sharpe / Sortino numerator)

Volatility

11.01%

Sharpe ratio

0.872

VaR 95%

-1.13%

CVaR 95%: -1.60%
Max drawdown: -14.52%
Sortino ratio: 1.146
Calmar ratio: 0.91

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

0.06%

Best day

2.031%

31/03/2026
Worst day

-2.141%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $45.66 $45.66 $45.46 $45.48 900
15/07/2026 $45.67 $45.73 $45.54 $45.73 600
14/07/2026 $45.61 $45.61 $45.60 $45.60 500
13/07/2026 $45.35 $45.37 $45.35 $45.37 500
10/07/2026 $45.57 $45.72 $45.57 $45.72 6,500
09/07/2026 $45.31 $45.52 $45.19 $45.52 700
08/07/2026 $45.20 $45.20 $45.20 $45.20 300
07/07/2026 $45.36 $45.36 $45.26 $45.35 5,000
06/07/2026 $45.40 $45.55 $45.40 $45.55 300
02/07/2026 $45.51 $45.51 $45.21 $45.21 1,000