TRUESHARES STRUCTURED OUTCOME (SEPTEMBER) ETF
Symbol: SEPZ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/08/2020
Latest date: 20/07/2026
Current price: $45.08
Expense ratio: 0.80%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.55%
Ann. -31.24% (Sharpe / Sortino numerator)
Volatility
13.40%
Sharpe ratio
-2.602
VaR 95%
-1.19%
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
3.82%
Ann. -12.57% (Sharpe / Sortino numerator)
Volatility
11.48%
Sharpe ratio
-1.411
VaR 95%
-1.19%
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
7.41%
Ann. -3.29% (Sharpe / Sortino numerator)
Volatility
10.67%
Sharpe ratio
-0.648
VaR 95%
-1.19%
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
14.30%
Ann. 12.15% (Sharpe / Sortino numerator)
Volatility
14.10%
Sharpe ratio
0.604
VaR 95%
-1.18%
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
25.84%
Ann. 9.91% (Sharpe / Sortino numerator)
Volatility
12.57%
Sharpe ratio
0.499
VaR 95%
-1.19%
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
49.13%
Ann. 13.31% (Sharpe / Sortino numerator)
Volatility
11.31%
Sharpe ratio
0.856
VaR 95%
-1.09%
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.
Average daily return
0.056%
Best day
2.194%
Worst day
-2.181%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $45.22 | $45.33 | $45.08 | $45.08 | 4,300 |
| 17/07/2026 | $45.28 | $45.35 | $45.19 | $45.20 | 2,300 |
| 16/07/2026 | $45.67 | $45.72 | $45.43 | $45.53 | 7,100 |
| 15/07/2026 | $45.61 | $45.78 | $45.60 | $45.72 | 4,900 |
| 14/07/2026 | $45.62 | $45.71 | $45.58 | $45.59 | 7,600 |
| 13/07/2026 | $45.67 | $45.70 | $45.45 | $45.45 | 3,400 |
| 10/07/2026 | $45.67 | $45.83 | $45.66 | $45.75 | 8,500 |
| 09/07/2026 | $45.45 | $45.66 | $45.38 | $45.58 | 8,700 |
| 08/07/2026 | $45.18 | $45.31 | $45.15 | $45.25 | 7,600 |
| 07/07/2026 | $45.36 | $45.54 | $45.35 | $45.43 | 6,200 |