TrueShares Structured Outcome (January) ETF

Symbol: JANZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 31/12/2020

Latest Date: 17/04/2026

Current Price: $39.25

Expense Ratio: 0.79%

Assets Under Management
$75.8M
-0.23% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

5.60%

Volatility

13.71%

Sharpe Ratio

-2.367

VaR 95%

-1.22%

CVaR 95%: -1.29%
Max Drawdown: -5.58%
Sortino Ratio: -4.765
Calmar Ratio: -5.17
Return

3.76%

Volatility

11.36%

Sharpe Ratio

-1.197

VaR 95%

-1.22%

CVaR 95%: -1.39%
Max Drawdown: -6.83%
Sortino Ratio: -2.044
Calmar Ratio: -1.46
Return

4.28%

Volatility

10.76%

Sharpe Ratio

-0.586

VaR 95%

-1.22%

CVaR 95%: -1.46%
Max Drawdown: -6.83%
Sortino Ratio: -0.857
Calmar Ratio: -0.39
Return

25.17%

Volatility

13.99%

Sharpe Ratio

0.623

VaR 95%

-1.21%

CVaR 95%: -1.99%
Max Drawdown: -6.83%
Sortino Ratio: 0.805
Calmar Ratio: 1.81
Return

31.45%

Volatility

12.46%

Sharpe Ratio

0.514

VaR 95%

-1.21%

CVaR 95%: -1.81%
Max Drawdown: -14.33%
Sortino Ratio: 0.667
Calmar Ratio: 0.70
Return

52.99%

Volatility

11.35%

Sharpe Ratio

0.859

VaR 95%

-1.07%

CVaR 95%: -1.61%
Max Drawdown: -14.33%
Sortino Ratio: 1.155
Calmar Ratio: 0.93

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.093%

Best Day

2.416%

10/04/2026
Worst Day

-1.931%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $39.34 $39.34 $39.20 $39.25 6,400
16/04/2026 $38.78 $38.93 $38.76 $38.93 4,600
15/04/2026 $38.65 $38.83 $38.65 $38.83 5,600
14/04/2026 $38.38 $38.64 $38.38 $38.57 2,700
13/04/2026 $37.93 $38.29 $37.93 $38.29 3,600
10/04/2026 $38.06 $38.06 $37.90 $37.95 4,400
02/04/2026 $36.87 $37.07 $36.87 $37.05 4,500
01/04/2026 $36.91 $37.15 $36.91 $36.99 10,800
31/03/2026 $36.43 $36.76 $36.35 $36.76 2,400
30/03/2026 $36.19 $36.19 $35.96 $36.03 4,800