Summary
FEBZ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.13% Volatility 14.10% Sharpe 0.60
Official loaded data — not a live quote.

TRUESHARES STRUCTURED OUTCOME (FEBRUARY) ETF

Symbol: FEBZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/01/2021

Latest date: 03/06/2026

Current price: $40.65

Expense ratio: 0.79%

Assets under management
$14.5M
-0.16% 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

4.07%

Ann. -29.44% (Sharpe / Sortino numerator)

Volatility

13.21%

Sharpe ratio

-2.503

VaR 95%

-1.09%

CVaR 95%: -1.19%
Max drawdown: -5.58%
Sortino ratio: -5.283
Calmar ratio: -5.28

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

8.58%

Ann. -11.50% (Sharpe / Sortino numerator)

Volatility

11.52%

Sharpe ratio

-1.313

VaR 95%

-1.16%

CVaR 95%: -1.42%
Max drawdown: -7.14%
Sortino ratio: -2.061
Calmar ratio: -1.61

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

7.75%

Ann. -3.32% (Sharpe / Sortino numerator)

Volatility

10.73%

Sharpe ratio

-0.648

VaR 95%

-1.15%

CVaR 95%: -1.45%
Max drawdown: -7.14%
Sortino ratio: -0.935
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

20.13%

Ann. 12.15% (Sharpe / Sortino numerator)

Volatility

14.10%

Sharpe ratio

0.604

VaR 95%

-1.16%

CVaR 95%: -2.00%
Max drawdown: -7.14%
Sortino ratio: 0.774
Calmar ratio: 1.70

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

32.43%

Ann. 9.91% (Sharpe / Sortino numerator)

Volatility

12.44%

Sharpe ratio

0.505

VaR 95%

-1.17%

CVaR 95%: -1.80%
Max drawdown: -14.68%
Sortino ratio: 0.651
Calmar ratio: 0.68

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

55.41%

Ann. 13.01% (Sharpe / Sortino numerator)

Volatility

11.17%

Sharpe ratio

0.840

VaR 95%

-1.06%

CVaR 95%: -1.59%
Max drawdown: -14.68%
Sortino ratio: 1.117
Calmar ratio: 0.89

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

Best day

2.054%

31/03/2026
Worst day

-1.932%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $40.72 $40.72 $40.65 $40.65 5,400
02/06/2026 $40.72 $40.93 $40.72 $40.85 28,500
01/06/2026 $40.75 $40.92 $40.72 $40.82 50,700
29/05/2026 $40.66 $40.70 $40.66 $40.70 100
28/05/2026 $40.46 $40.64 $40.46 $40.64 2,400
27/05/2026 $40.44 $40.44 $40.44 $40.44 100
26/05/2026 $40.45 $40.45 $40.45 $40.45 100
22/05/2026 $40.19 $40.23 $40.19 $40.23 300
21/05/2026 $39.96 $40.17 $39.96 $40.09 2,400
20/05/2026 $39.82 $40.03 $39.82 $40.03 2,000