Summary
OCTZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.91% 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: 20/07/2026

Current price: $45.37

Expense ratio: 0.79%

Assets under management
$42.5M
0.00% 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

-0.53%

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

3.65%

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

7.33%

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

13.91%

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

25.82%

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

48.40%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.054%

Best day

2.033%

31/03/2026
Worst day

-2.332%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $45.37 $45.37 $45.37 $45.37 200
17/07/2026 $45.52 $45.59 $45.41 $45.41 1,200
16/07/2026 $45.94 $45.94 $45.75 $45.80 500
15/07/2026 $45.87 $45.98 $45.87 $45.98 1,600
14/07/2026 $45.87 $45.87 $45.86 $45.86 500
13/07/2026 $45.78 $45.78 $45.78 $45.78 300
10/07/2026 $46.09 $46.09 $46.07 $46.07 300
09/07/2026 $45.88 $45.88 $45.88 $45.88 400
08/07/2026 $45.50 $45.60 $45.50 $45.60 600
07/07/2026 $45.65 $45.70 $45.65 $45.70 300