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TrueShares Structured Outcome (August) ETF (AUGZ)

ETF · Currency in USD · Last updated Mar 18, 2023

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.

Share Price Chart

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The chart shows the growth of $10,000 invested in TrueShares Structured Outcome (August) ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,257 for a total return of roughly 22.57%. All prices are adjusted for splits and dividends.

AUGZ (TrueShares Structured Outcome (August) ETF)
Benchmark (^GSPC)

S&P 500

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TrueShares Structured Outcome (August) ETF had a return of 1.82% year-to-date (YTD) and -2.88% in the last 12 months. Over the past 10 years, TrueShares Structured Outcome (August) ETF had an annualized return of 8.08%, outperforming the S&P 500 benchmark which had an annualized return of 6.83%.

1 month-3.45%-5.31%
6 months1.35%0.39%
1 year-2.88%-10.12%
5 years (annualized)8.08%6.83%
10 years (annualized)8.08%6.83%

Monthly Returns Heatmap


Sharpe 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 -0.19. 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.

AUGZ (TrueShares Structured Outcome (August) ETF)
Benchmark (^GSPC)

Dividend History

TrueShares Structured Outcome (August) ETF granted a 0.40% dividend yield in the last twelve months. The annual payout for that period amounted to $0.12 per share.


Dividend yield


Monthly Dividends

The table displays the monthly dividend distributions for TrueShares Structured Outcome (August) ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


Drawdowns Chart

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

AUGZ (TrueShares Structured Outcome (August) ETF)
Benchmark (^GSPC)

Worst 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.



To Bottom


To Recover



-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

Volatility Chart

Current TrueShares Structured Outcome (August) ETF volatility is 14.45%. 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.

AUGZ (TrueShares Structured Outcome (August) ETF)
Benchmark (^GSPC)