Summary
MARZ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.32% 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: 03/06/2026

Current price: $37.00

Expense ratio: 0.79%

Assets under management
$17.4M
-0.22% 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

4.18%

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

8.72%

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

7.73%

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

20.32%

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

32.24%

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

56.91%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.076%

Best day

2.104%

31/03/2026
Worst day

-2.006%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $37.08 $37.11 $37.00 $37.00 4,700
02/06/2026 $37.21 $37.25 $37.17 $37.17 25,300
01/06/2026 $37.00 $37.24 $37.00 $37.15 52,900
29/05/2026 $37.02 $37.04 $37.02 $37.02 600
28/05/2026 $36.84 $36.98 $36.84 $36.98 3,600
27/05/2026 $36.78 $36.78 $36.78 $36.78 1,900
26/05/2026 $36.80 $36.80 $36.80 $36.80 800
22/05/2026 $36.56 $36.61 $36.56 $36.61 300
21/05/2026 $36.31 $36.51 $36.31 $36.49 900
20/05/2026 $36.38 $36.45 $36.37 $36.45 1,800