Summary
MAYZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.75% Volatility 13.61% Sharpe 0.61
Official loaded data — not a live quote.

TRUESHARES STRUCTURED OUTCOME (MAY) ETF

Symbol: MAYZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/04/2021

Latest date: 20/07/2026

Current price: $35.88

Expense ratio: 0.79%

Assets under management
$34.7M
-0.02% 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

-0.43%

Ann. -38.28% (Sharpe / Sortino numerator)

Volatility

15.73%

Sharpe ratio

-2.664

VaR 95%

-1.41%

CVaR 95%: -1.51%
Max drawdown: -7.10%
Sortino ratio: -5.122
Calmar ratio: -5.39

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

4.09%

Ann. -15.93% (Sharpe / Sortino numerator)

Volatility

13.30%

Sharpe ratio

-1.471

VaR 95%

-1.42%

CVaR 95%: -1.65%
Max drawdown: -8.73%
Sortino ratio: -2.289
Calmar ratio: -1.82

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

8.19%

Ann. -5.61% (Sharpe / Sortino numerator)

Volatility

11.83%

Sharpe ratio

-0.781

VaR 95%

-1.34%

CVaR 95%: -1.63%
Max drawdown: -8.73%
Sortino ratio: -1.119
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

14.75%

Ann. 11.93% (Sharpe / Sortino numerator)

Volatility

13.61%

Sharpe ratio

0.610

VaR 95%

-1.27%

CVaR 95%: -1.96%
Max drawdown: -8.73%
Sortino ratio: 0.802
Calmar ratio: 1.37

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

27.31%

Ann. 9.13% (Sharpe / Sortino numerator)

Volatility

12.17%

Sharpe ratio

0.452

VaR 95%

-1.24%

CVaR 95%: -1.78%
Max drawdown: -13.88%
Sortino ratio: 0.587
Calmar ratio: 0.66

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

49.73%

Ann. 12.55% (Sharpe / Sortino numerator)

Volatility

11.02%

Sharpe ratio

0.810

VaR 95%

-1.12%

CVaR 95%: -1.60%
Max drawdown: -13.88%
Sortino ratio: 1.082
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

2.388%

31/03/2026
Worst day

-2.095%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $35.89 $35.89 $35.88 $35.88 700
17/07/2026 $36.04 $36.04 $35.94 $35.94 400
16/07/2026 $36.21 $36.21 $36.21 $36.21 100
15/07/2026 $36.37 $36.37 $36.37 $36.37 100
14/07/2026 $36.29 $36.29 $36.29 $36.29 100
13/07/2026 $36.15 $36.15 $36.15 $36.15 100
10/07/2026 $36.19 $36.39 $36.19 $36.39 200
09/07/2026 $36.21 $36.21 $36.21 $36.21 100
08/07/2026 $36.02 $36.02 $36.02 $36.02 200
07/07/2026 $36.11 $36.12 $36.11 $36.12 100