Summary
JULZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.73% Volatility 14.01% Sharpe 0.59
Official loaded data — not a live quote.

TRUESHARES STRUCTURED OUTCOME (JULY) ETF

Symbol: JULZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/06/2020

Latest date: 20/07/2026

Current price: $45.08

Expense ratio: 0.79%

Assets under management
$33.1M
0.00% 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

-0.28%

Ann. -36.51% (Sharpe / Sortino numerator)

Volatility

15.03%

Sharpe ratio

-2.671

VaR 95%

-1.40%

CVaR 95%: -1.44%
Max drawdown: -6.67%
Sortino ratio: -4.896
Calmar ratio: -5.48

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

3.94%

Ann. -15.36% (Sharpe / Sortino numerator)

Volatility

12.87%

Sharpe ratio

-1.475

VaR 95%

-1.35%

CVaR 95%: -1.58%
Max drawdown: -8.53%
Sortino ratio: -2.342
Calmar ratio: -1.80

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

8.02%

Ann. -5.32% (Sharpe / Sortino numerator)

Volatility

11.60%

Sharpe ratio

-0.772

VaR 95%

-1.31%

CVaR 95%: -1.58%
Max drawdown: -8.53%
Sortino ratio: -1.122
Calmar ratio: -0.62

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

14.73%

Ann. 11.89% (Sharpe / Sortino numerator)

Volatility

14.01%

Sharpe ratio

0.589

VaR 95%

-1.26%

CVaR 95%: -1.98%
Max drawdown: -8.53%
Sortino ratio: 0.777
Calmar ratio: 1.39

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

26.81%

Ann. 9.62% (Sharpe / Sortino numerator)

Volatility

12.57%

Sharpe ratio

0.477

VaR 95%

-1.24%

CVaR 95%: -1.82%
Max drawdown: -14.71%
Sortino ratio: 0.622
Calmar ratio: 0.65

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

50.12%

Ann. 13.25% (Sharpe / Sortino numerator)

Volatility

11.33%

Sharpe ratio

0.849

VaR 95%

-1.09%

CVaR 95%: -1.61%
Max drawdown: -14.71%
Sortino ratio: 1.138
Calmar ratio: 0.90

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

0.057%

Best day

2.259%

31/03/2026
Worst day

-2.388%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $45.08 $45.08 $45.08 $45.08 100
17/07/2026 $45.21 $45.21 $45.17 $45.17 400
16/07/2026 $45.45 $45.45 $45.45 $45.45 100
15/07/2026 $45.65 $45.65 $45.65 $45.65 200
14/07/2026 $45.56 $45.57 $45.54 $45.57 700
13/07/2026 $45.49 $45.55 $45.33 $45.36 41,400
10/07/2026 $45.70 $45.70 $45.70 $45.70 700
09/07/2026 $45.35 $45.54 $45.35 $45.54 2,000
08/07/2026 $45.23 $45.32 $45.04 $45.32 10,400
07/07/2026 $45.47 $45.47 $45.32 $45.36 1,200