TRUESHARES STRUCTURED OUTCOME (JANUARY) ETF
Symbol: JANZ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/12/2020
Latest date: 20/07/2026
Current price: $40.67
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
-0.47%
Ann. -28.83% (Sharpe / Sortino numerator)
Volatility
13.71%
Sharpe ratio
-2.367
VaR 95%
-1.22%
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
3.78%
Ann. -9.97% (Sharpe / Sortino numerator)
Volatility
11.36%
Sharpe ratio
-1.197
VaR 95%
-1.22%
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
7.50%
Ann. -2.67% (Sharpe / Sortino numerator)
Volatility
10.76%
Sharpe ratio
-0.586
VaR 95%
-1.22%
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
13.89%
Ann. 12.34% (Sharpe / Sortino numerator)
Volatility
13.99%
Sharpe ratio
0.623
VaR 95%
-1.21%
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
25.63%
Ann. 10.03% (Sharpe / Sortino numerator)
Volatility
12.46%
Sharpe ratio
0.514
VaR 95%
-1.21%
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
48.24%
Ann. 13.38% (Sharpe / Sortino numerator)
Volatility
11.35%
Sharpe ratio
0.859
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
2.035%
Worst day
-2.313%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $40.70 | $40.70 | $40.67 | $40.67 | 700 |
| 17/07/2026 | $40.67 | $40.74 | $40.67 | $40.74 | 500 |
| 16/07/2026 | $41.06 | $41.06 | $41.06 | $41.06 | 100 |
| 15/07/2026 | $41.21 | $41.23 | $41.21 | $41.23 | 300 |
| 14/07/2026 | $41.12 | $41.15 | $41.12 | $41.15 | 800 |
| 13/07/2026 | $41.13 | $41.13 | $41.00 | $41.00 | 400 |
| 10/07/2026 | $41.24 | $41.28 | $41.24 | $41.28 | 500 |
| 09/07/2026 | $41.06 | $41.10 | $41.06 | $41.10 | 1,000 |
| 08/07/2026 | $40.79 | $40.83 | $40.77 | $40.83 | 800 |
| 07/07/2026 | $40.94 | $40.96 | $40.92 | $40.96 | 600 |