TrueShares Structured Outcome (September) ETF
Symbol: SEPZ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 31/08/2020
Latest Date: 17/04/2026
Current Price: $43.52
Expense Ratio: 0.80%
Assets Under Management
$107.9M
0.04% 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
6.04%
Volatility
13.40%
Sharpe Ratio
-2.602
VaR 95%
-1.19%
CVaR 95%:
-1.19%
Max Drawdown:
-6.05%
Sortino Ratio:
-5.605
Calmar Ratio:
-5.16
Return
3.70%
Volatility
11.48%
Sharpe Ratio
-1.411
VaR 95%
-1.19%
CVaR 95%:
-1.37%
Max Drawdown:
-7.30%
Sortino Ratio:
-2.282
Calmar Ratio:
-1.72
Return
4.48%
Volatility
10.67%
Sharpe Ratio
-0.648
VaR 95%
-1.19%
CVaR 95%:
-1.42%
Max Drawdown:
-7.30%
Sortino Ratio:
-0.974
Calmar Ratio:
-0.45
Return
25.49%
Volatility
14.10%
Sharpe Ratio
0.604
VaR 95%
-1.18%
CVaR 95%:
-1.96%
Max Drawdown:
-7.30%
Sortino Ratio:
0.811
Calmar Ratio:
1.66
Return
32.23%
Volatility
12.57%
Sharpe Ratio
0.499
VaR 95%
-1.19%
CVaR 95%:
-1.80%
Max Drawdown:
-14.57%
Sortino Ratio:
0.665
Calmar Ratio:
0.68
Return
53.55%
Volatility
11.31%
Sharpe Ratio
0.856
VaR 95%
-1.09%
CVaR 95%:
-1.59%
Max Drawdown:
-14.57%
Sortino Ratio:
1.165
Calmar Ratio:
0.91
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.
Average Daily Return
0.095%
Best Day
2.755%
10/04/2026
Worst Day
-1.783%
01/08/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $43.50 | $43.62 | $43.42 | $43.52 | 7,600 |
| 16/04/2026 | $42.95 | $43.17 | $42.95 | $43.13 | 6,200 |
| 15/04/2026 | $42.83 | $43.06 | $42.77 | $43.05 | 7,900 |
| 14/04/2026 | $42.47 | $42.76 | $42.47 | $42.69 | 4,300 |
| 13/04/2026 | $42.02 | $42.35 | $41.91 | $42.35 | 6,400 |
| 10/04/2026 | $42.07 | $42.13 | $41.93 | $41.97 | 3,000 |
| 02/04/2026 | $40.60 | $40.89 | $40.60 | $40.84 | 9,300 |
| 01/04/2026 | $40.81 | $41.02 | $40.79 | $40.92 | 15,800 |
| 31/03/2026 | $40.28 | $40.65 | $40.20 | $40.61 | 3,800 |
| 30/03/2026 | $39.96 | $39.96 | $39.71 | $39.74 | 3,400 |