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TrueShares Structured Outcome (August) ETF (AUGZ)

ETF · Currency in USD · Last updated Nov 29, 2022

AUGZ is a passive ETF by TrueMark Investments tracking the investment results of the Cboe S&P 500 Buffer Protect Index August. AUGZ launched on Jul 31, 2020 and has a 0.79% expense ratio.

ETF Info

IssuerTrueMark Investments
Inception DateJul 31, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.79%
Index TrackedCboe S&P 500 Buffer Protect Index August
Asset ClassEquity

Asset Class Size

Large-Cap

Trading Data

Previous Close$30.66
Year Range$28.50 - $33.79
EMA (50)$30.15
EMA (200)$30.89
Average Volume$710.54

AUGZShare Price Chart


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AUGZPerformance

The chart shows the growth of $10,000 invested in TrueShares Structured Outcome (August) ETF in Aug 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,259 for a total return of roughly 22.59%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovember
-0.47%
-3.34%
AUGZ (TrueShares Structured Outcome (August) ETF)
Benchmark (^GSPC)

AUGZCompare to other instruments

Search for stocks, ETFs, and funds to compare with AUGZ

AUGZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.29%1.61%
6M-0.94%-4.67%
YTD-8.76%-16.83%
1Y-6.33%-13.73%
5Y9.17%8.29%
10Y9.17%8.29%

AUGZMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.74%-2.18%2.91%-5.95%0.74%-3.63%5.63%-2.73%-6.63%5.59%1.78%
2021-0.73%2.14%3.15%4.22%0.46%1.90%2.26%1.81%-3.32%4.92%-0.68%3.17%
20204.85%-2.77%-2.69%8.88%3.02%

AUGZSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current TrueShares Structured Outcome (August) ETF Sharpe ratio is -0.40. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovember
-0.40
-0.57
AUGZ (TrueShares Structured Outcome (August) ETF)
Benchmark (^GSPC)

AUGZDividend History


TrueShares Structured Outcome (August) ETF doesn't pay dividends

AUGZDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-9.28%
-17.36%
AUGZ (TrueShares Structured Outcome (August) ETF)
Benchmark (^GSPC)

AUGZWorst Drawdowns

The table below shows the maximum drawdowns of the TrueShares Structured Outcome (August) ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the TrueShares Structured Outcome (August) ETF is 15.67%, recorded on Oct 12, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.67%Jan 5, 2022194Oct 12, 2022
-7.56%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-3.71%Sep 7, 202120Oct 4, 202112Oct 20, 202132
-3.71%Feb 16, 202113Mar 4, 20216Mar 12, 202119
-3.47%May 10, 20213May 12, 202120Jun 10, 202123
-2.97%Nov 19, 20218Dec 1, 20217Dec 10, 202115
-2.75%Jan 22, 20216Jan 29, 20214Feb 4, 202110
-2.56%Jul 13, 20215Jul 19, 20214Jul 23, 20219
-2.2%Dec 13, 20216Dec 20, 20213Dec 23, 20219
-1.63%Mar 18, 20215Mar 24, 20215Mar 31, 202110

AUGZVolatility Chart

Current TrueShares Structured Outcome (August) ETF volatility is 9.70%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovember
9.70%
14.31%
AUGZ (TrueShares Structured Outcome (August) ETF)
Benchmark (^GSPC)