Summary
JANZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.89% Volatility 13.99% Sharpe 0.62
Official loaded data — not a live quote.

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%

Assets under management
$40.9M
-0.08% 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

-0.47%

Ann. -28.83% (Sharpe / Sortino numerator)

Volatility

13.71%

Sharpe ratio

-2.367

VaR 95%

-1.22%

CVaR 95%: -1.29%
Max drawdown: -5.58%
Sortino ratio: -4.765
Calmar ratio: -5.17

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

3.78%

Ann. -9.97% (Sharpe / Sortino numerator)

Volatility

11.36%

Sharpe ratio

-1.197

VaR 95%

-1.22%

CVaR 95%: -1.39%
Max drawdown: -6.83%
Sortino ratio: -2.044
Calmar ratio: -1.46

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%

CVaR 95%: -1.46%
Max drawdown: -6.83%
Sortino ratio: -0.857
Calmar ratio: -0.39

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%

CVaR 95%: -1.99%
Max drawdown: -6.83%
Sortino ratio: 0.805
Calmar ratio: 1.81

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%

CVaR 95%: -1.81%
Max drawdown: -14.33%
Sortino ratio: 0.667
Calmar ratio: 0.70

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

48.24%

Ann. 13.38% (Sharpe / Sortino numerator)

Volatility

11.35%

Sharpe ratio

0.859

VaR 95%

-1.07%

CVaR 95%: -1.61%
Max drawdown: -14.33%
Sortino ratio: 1.155
Calmar ratio: 0.93

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.054%

Best day

2.035%

31/03/2026
Worst day

-2.313%

05/06/2026
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