TRUESHARES STRUCTURED OUTCOME (DECEMBER) ETF
Symbol: DECZ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/11/2020
Latest date: 20/07/2026
Current price: $42.95
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.42%
Ann. -29.70% (Sharpe / Sortino numerator)
Volatility
13.49%
Sharpe ratio
-2.471
VaR 95%
-1.25%
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
3.72%
Ann. -10.83% (Sharpe / Sortino numerator)
Volatility
11.57%
Sharpe ratio
-1.250
VaR 95%
-1.25%
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
7.40%
Ann. -2.65% (Sharpe / Sortino numerator)
Volatility
10.93%
Sharpe ratio
-0.574
VaR 95%
-1.24%
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
13.88%
Ann. 11.83% (Sharpe / Sortino numerator)
Volatility
13.94%
Sharpe ratio
0.588
VaR 95%
-1.17%
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
26.06%
Ann. 10.21% (Sharpe / Sortino numerator)
Volatility
12.42%
Sharpe ratio
0.530
VaR 95%
-1.20%
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
48.47%
Ann. 13.39% (Sharpe / Sortino numerator)
Volatility
11.21%
Sharpe ratio
0.871
VaR 95%
-1.07%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.054%
Best day
2.037%
Worst day
-2.047%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $43.09 | $43.09 | $42.95 | $42.95 | 400 |
| 17/07/2026 | $43.12 | $43.12 | $42.99 | $42.99 | 900 |
| 16/07/2026 | $43.31 | $43.34 | $43.31 | $43.34 | 400 |
| 15/07/2026 | $43.42 | $43.51 | $43.41 | $43.51 | 1,600 |
| 14/07/2026 | $43.42 | $43.46 | $43.42 | $43.46 | 900 |
| 13/07/2026 | $43.27 | $43.29 | $43.27 | $43.29 | 200 |
| 10/07/2026 | $43.58 | $43.58 | $43.58 | $43.58 | 400 |
| 09/07/2026 | $43.39 | $43.39 | $43.39 | $43.39 | 200 |
| 08/07/2026 | $42.90 | $43.12 | $42.90 | $43.12 | 1,300 |
| 07/07/2026 | $43.25 | $43.25 | $43.25 | $43.25 | 200 |