Summary
OCTZ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.60% Volatility 13.59% Sharpe 0.63
Official loaded data — not a live quote.

TRUESHARES STRUCTURED OUTCOME (OCTOBER) ETF

Symbol: OCTZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2020

Latest date: 03/06/2026

Current price: $46.07

Expense ratio: 0.79%

Assets under management
$65.9M
-0.15% 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

4.25%

Ann. -30.05% (Sharpe / Sortino numerator)

Volatility

13.67%

Sharpe ratio

-2.463

VaR 95%

-1.19%

CVaR 95%: -1.24%
Max drawdown: -5.47%
Sortino ratio: -5.514
Calmar ratio: -5.49

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

8.79%

Ann. -11.45% (Sharpe / Sortino numerator)

Volatility

11.66%

Sharpe ratio

-1.293

VaR 95%

-1.17%

CVaR 95%: -1.35%
Max drawdown: -7.31%
Sortino ratio: -2.186
Calmar ratio: -1.57

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

8.27%

Ann. -2.56% (Sharpe / Sortino numerator)

Volatility

10.73%

Sharpe ratio

-0.577

VaR 95%

-1.16%

CVaR 95%: -1.42%
Max drawdown: -7.31%
Sortino ratio: -0.862
Calmar ratio: -0.35

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

20.60%

Ann. 12.24% (Sharpe / Sortino numerator)

Volatility

13.59%

Sharpe ratio

0.634

VaR 95%

-1.15%

CVaR 95%: -1.92%
Max drawdown: -7.31%
Sortino ratio: 0.799
Calmar ratio: 1.67

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

33.58%

Ann. 10.24% (Sharpe / Sortino numerator)

Volatility

12.37%

Sharpe ratio

0.534

VaR 95%

-1.16%

CVaR 95%: -1.79%
Max drawdown: -14.07%
Sortino ratio: 0.682
Calmar ratio: 0.73

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

58.11%

Ann. 13.58% (Sharpe / Sortino numerator)

Volatility

11.30%

Sharpe ratio

0.881

VaR 95%

-1.10%

CVaR 95%: -1.59%
Max drawdown: -14.07%
Sortino ratio: 1.171
Calmar ratio: 0.97

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

2.033%

31/03/2026
Worst day

-2.02%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $46.15 $46.15 $46.03 $46.07 3,800
02/06/2026 $46.27 $46.29 $46.26 $46.28 29,000
01/06/2026 $46.10 $46.35 $46.10 $46.25 59,300
29/05/2026 $46.18 $46.22 $46.17 $46.17 1,400
28/05/2026 $46.00 $46.10 $46.00 $46.10 900
27/05/2026 $45.85 $45.91 $45.73 $45.87 3,900
26/05/2026 $45.81 $45.87 $45.81 $45.87 800
22/05/2026 $45.61 $45.62 $45.60 $45.62 1,700
21/05/2026 $45.29 $45.62 $45.29 $45.48 2,100
20/05/2026 $45.38 $45.40 $45.34 $45.40 1,000