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TrueShares Structured Outcome (August) ETF (AUGZ)

ETF · Currency in USD · Last updated Jun 25, 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$29.73
Year Range$28.84 - $33.79
EMA (50)$30.51
EMA (200)$31.41
Average Volume$1.56K

AUGZShare Price Chart


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AUGZPerformance

The chart shows the growth of $10,000 invested in TrueShares Structured Outcome (August) ETF on Aug 4, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,117 for a total return of roughly 21.17%. All prices are adjusted for splits and dividends.


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

AUGZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.73%-0.75%
YTD-9.82%-17.93%
6M-9.38%-17.23%
1Y-1.27%-7.78%
5Y10.68%9.49%
10Y10.68%9.49%

AUGZMonthly Returns Heatmap


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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 -0.14. 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)

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.


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 14.66%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.66%Jan 5, 2022113Jun 16, 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 26.10%. 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)

Portfolios with TrueShares Structured Outcome (August) ETF


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