TRUESHARES STRUCTURED OUTCOME (SEPTEMBER) ETF
Symbol: SEPZ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/08/2020
Latest date: 15/10/2026
Current price: $46.53
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
1.61%
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
1.77%
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
8.09%
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
12.73%
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
25.75%
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
57.60%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.05%
Best day
2.194%
Worst day
-2.181%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $46.30 | $46.57 | $46.27 | $46.53 | 7,900 |
| 14/10/2026 | $46.33 | $46.44 | $46.30 | $46.38 | 3,100 |
| 13/10/2026 | $46.77 | $46.89 | $46.72 | $46.81 | 6,700 |
| 12/10/2026 | $46.84 | $46.90 | $46.74 | $46.78 | 5,000 |
| 09/10/2026 | $46.68 | $46.88 | $46.68 | $46.88 | 4,100 |
| 08/10/2026 | $46.69 | $46.72 | $46.56 | $46.62 | 7,600 |
| 07/10/2026 | $46.78 | $46.85 | $46.62 | $46.81 | 9,600 |
| 06/10/2026 | $46.81 | $46.98 | $46.81 | $46.88 | 4,200 |
| 05/10/2026 | $46.37 | $46.73 | $46.37 | $46.66 | 5,100 |
| 02/10/2026 | $46.53 | $46.53 | $46.37 | $46.44 | 6,100 |