TRUESHARES STRUCTURED OUTCOME (JULY) ETF
Symbol: JULZ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/06/2020
Latest date: 15/10/2026
Current price: $46.42
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
1.58%
Ann. -36.51% (Sharpe / Sortino numerator)
Volatility
15.03%
Sharpe ratio
-2.671
VaR 95%
-1.40%
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
1.70%
Ann. -15.36% (Sharpe / Sortino numerator)
Volatility
12.87%
Sharpe ratio
-1.475
VaR 95%
-1.35%
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
8.32%
Ann. -5.32% (Sharpe / Sortino numerator)
Volatility
11.60%
Sharpe ratio
-0.772
VaR 95%
-1.31%
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
12.41%
Ann. 11.89% (Sharpe / Sortino numerator)
Volatility
14.01%
Sharpe ratio
0.589
VaR 95%
-1.26%
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
25.78%
Ann. 9.62% (Sharpe / Sortino numerator)
Volatility
12.57%
Sharpe ratio
0.477
VaR 95%
-1.24%
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
57.94%
Ann. 13.25% (Sharpe / Sortino numerator)
Volatility
11.33%
Sharpe ratio
0.849
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.
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
0.049%
Best day
2.259%
Worst day
-2.388%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $46.42 | $46.42 | $46.42 | $46.42 | 100 |
| 14/10/2026 | $46.29 | $46.29 | $46.29 | $46.29 | 100 |
| 13/10/2026 | $46.65 | $46.71 | $46.65 | $46.70 | 2,400 |
| 12/10/2026 | $46.70 | $46.71 | $46.66 | $46.71 | 4,500 |
| 09/10/2026 | $46.74 | $46.74 | $46.74 | $46.74 | 100 |
| 08/10/2026 | $46.59 | $46.61 | $46.51 | $46.56 | 4,900 |
| 07/10/2026 | $46.65 | $46.70 | $46.65 | $46.70 | 1,400 |
| 06/10/2026 | $46.78 | $46.78 | $46.78 | $46.78 | 200 |
| 05/10/2026 | $46.47 | $46.53 | $46.46 | $46.53 | 1,300 |
| 02/10/2026 | $46.35 | $46.35 | $46.35 | $46.35 | 100 |