Summary
AUGZ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 22.14% 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: 02/06/2026

Current price: $46.02

Expense ratio: 0.79%

Assets under management
$70.9M
0.09% 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

4.90%

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

8.66%

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

9.10%

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

22.14%

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

34.48%

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

58.47%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.081%

Best day

2.031%

31/03/2026
Worst day

-1.999%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $45.98 $46.10 $45.93 $46.02 27,200
01/06/2026 $45.85 $46.15 $45.77 $45.98 70,700
29/05/2026 $45.86 $45.86 $45.83 $45.83 200
28/05/2026 $45.51 $45.77 $45.51 $45.77 2,000
27/05/2026 $45.49 $45.54 $45.43 $45.54 500
26/05/2026 $45.53 $45.55 $45.44 $45.55 1,500
22/05/2026 $45.28 $45.32 $45.22 $45.23 4,000
21/05/2026 $44.90 $45.13 $44.88 $45.12 1,200
20/05/2026 $44.78 $45.05 $44.72 $45.05 3,200
19/05/2026 $44.69 $44.77 $44.60 $44.62 3,200