Summary
MARZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.52% Volatility 14.22% Sharpe 0.58
Official loaded data — not a live quote.

TRUESHARES STRUCTURED OUTCOME (MARCH) ETF

Symbol: MARZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 26/02/2021

Latest date: 20/07/2026

Current price: $36.46

Expense ratio: 0.79%

Assets under management
$35.6M
-0.46% 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

-0.58%

Ann. -31.40% (Sharpe / Sortino numerator)

Volatility

13.98%

Sharpe ratio

-2.506

VaR 95%

-1.26%

CVaR 95%: -1.37%
Max drawdown: -5.79%
Sortino ratio: -4.555
Calmar ratio: -5.42

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

3.43%

Ann. -12.86% (Sharpe / Sortino numerator)

Volatility

12.24%

Sharpe ratio

-1.348

VaR 95%

-1.26%

CVaR 95%: -1.53%
Max drawdown: -7.45%
Sortino ratio: -2.112
Calmar ratio: -1.73

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

7.23%

Ann. -4.02% (Sharpe / Sortino numerator)

Volatility

11.26%

Sharpe ratio

-0.680

VaR 95%

-1.25%

CVaR 95%: -1.55%
Max drawdown: -7.45%
Sortino ratio: -0.970
Calmar ratio: -0.54

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

13.52%

Ann. 11.94% (Sharpe / Sortino numerator)

Volatility

14.22%

Sharpe ratio

0.584

VaR 95%

-1.18%

CVaR 95%: -2.04%
Max drawdown: -7.45%
Sortino ratio: 0.741
Calmar ratio: 1.60

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

25.30%

Ann. 9.51% (Sharpe / Sortino numerator)

Volatility

12.46%

Sharpe ratio

0.471

VaR 95%

-1.21%

CVaR 95%: -1.82%
Max drawdown: -14.83%
Sortino ratio: 0.599
Calmar ratio: 0.64

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

47.93%

Ann. 13.25% (Sharpe / Sortino numerator)

Volatility

11.29%

Sharpe ratio

0.853

VaR 95%

-1.11%

CVaR 95%: -1.61%
Max drawdown: -14.83%
Sortino ratio: 1.123
Calmar ratio: 0.89

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

0.053%

Best day

2.104%

31/03/2026
Worst day

-2.006%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $36.63 $36.69 $36.46 $36.46 1,400
17/07/2026 $36.65 $36.65 $36.58 $36.59 400
16/07/2026 $36.84 $36.84 $36.84 $36.84 200
15/07/2026 $36.98 $36.98 $36.98 $36.98 300
14/07/2026 $36.91 $36.91 $36.91 $36.91 100
13/07/2026 $36.80 $36.80 $36.80 $36.80 100
10/07/2026 $37.00 $37.00 $37.00 $37.00 200
09/07/2026 $36.74 $36.84 $36.74 $36.84 2,100
08/07/2026 $36.57 $36.62 $36.46 $36.60 800
07/07/2026 $36.75 $36.80 $36.74 $36.74 500