Summary
MAYZ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 21.68% 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: 03/06/2026

Current price: $36.34

Expense ratio: 0.79%

Assets under management
$15.7M
-0.13% 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

4.24%

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

9.50%

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

8.43%

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

21.68%

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

34.21%

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

58.80%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.08%

Best day

2.388%

31/03/2026
Worst day

-2.095%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $36.39 $36.39 $36.34 $36.34 1,000
02/06/2026 $36.45 $36.58 $36.45 $36.51 25,400
01/06/2026 $36.33 $36.54 $36.33 $36.50 52,200
29/05/2026 $36.35 $36.40 $36.34 $36.40 1,700
28/05/2026 $36.17 $36.33 $36.17 $36.33 2,400
27/05/2026 $36.13 $36.18 $36.11 $36.13 4,000
26/05/2026 $36.16 $36.16 $36.14 $36.14 400
22/05/2026 $35.95 $35.95 $35.95 $35.95 300
21/05/2026 $35.72 $35.84 $35.68 $35.84 400
20/05/2026 $35.60 $35.78 $35.60 $35.78 1,200