TRUESHARES STRUCTURED OUTCOME (FEBRUARY) ETF
Symbol: FEBZ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 29/01/2021
Latest date: 15/10/2026
Current price: $41.16
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
1.46%
Ann. -29.44% (Sharpe / Sortino numerator)
Volatility
13.21%
Sharpe ratio
-2.503
VaR 95%
-1.09%
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
1.28%
Ann. -11.50% (Sharpe / Sortino numerator)
Volatility
11.52%
Sharpe ratio
-1.313
VaR 95%
-1.16%
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
7.31%
Ann. -3.32% (Sharpe / Sortino numerator)
Volatility
10.73%
Sharpe ratio
-0.648
VaR 95%
-1.15%
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
11.39%
Ann. 12.15% (Sharpe / Sortino numerator)
Volatility
14.10%
Sharpe ratio
0.604
VaR 95%
-1.16%
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
24.41%
Ann. 9.91% (Sharpe / Sortino numerator)
Volatility
12.44%
Sharpe ratio
0.505
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
54.24%
Ann. 13.01% (Sharpe / Sortino numerator)
Volatility
11.17%
Sharpe ratio
0.840
VaR 95%
-1.06%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.045%
Best day
2.054%
Worst day
-1.93%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $41.16 | $41.16 | $41.16 | $41.16 | 100 |
| 14/10/2026 | $41.05 | $41.05 | $41.05 | $41.05 | 100 |
| 13/10/2026 | $41.42 | $41.42 | $41.42 | $41.42 | 600 |
| 12/10/2026 | $41.40 | $41.43 | $41.40 | $41.43 | 1,000 |
| 09/10/2026 | $41.46 | $41.46 | $41.46 | $41.46 | 100 |
| 08/10/2026 | $41.33 | $41.34 | $41.22 | $41.26 | 3,400 |
| 07/10/2026 | $41.41 | $41.42 | $41.41 | $41.42 | 1,300 |
| 06/10/2026 | $41.56 | $41.56 | $41.50 | $41.50 | 100 |
| 05/10/2026 | $41.20 | $41.29 | $41.20 | $41.29 | 800 |
| 02/10/2026 | $41.09 | $41.09 | $41.09 | $41.09 | 100 |