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TrueShares Structured Outcome (February) ETF (FEBZ)

ETF · Currency in USD
Issuer
TrueMark Investments
Inception Date
Jan 31, 2021
Region
North America (U.S.)
Category
n/a
Expense Ratio
0.79%
Index Tracked
ACTIVE - No Index
ETF Home Page
truesharesetfs.com
Asset Class
Equity

Asset Class Size

Large-Cap

FEBZPrice Chart


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FEBZPerformance

The chart shows the growth of $10,000 invested in TrueShares Structured Outcome (February) ETF on Feb 2, 2021 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,825 for a total return of roughly 18.25%. All prices are adjusted for splits and dividends.


FEBZ (TrueShares Structured Outcome (February) ETF)
Benchmark (S&P 500)

FEBZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-1.88%-2.17%
1M0.47%0.62%
6M5.68%6.95%
1Y18.25%23.56%
5YN/AN/A
10YN/AN/A

FEBZMonthly Returns Heatmap


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FEBZSharpe 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 chart below displays rolling 12-month Sharpe Ratio.


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FEBZDividends


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

FEBZDrawdowns Chart

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


FEBZ (TrueShares Structured Outcome (February) ETF)
Benchmark (S&P 500)

FEBZWorst Drawdowns

The table below shows the maximum drawdowns of the TrueShares Structured Outcome (February) 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 (February) ETF is 4.13%, recorded on Oct 4, 2021. It took 13 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.13%Sep 7, 202120Oct 4, 202113Oct 21, 202133
-3.38%Feb 16, 202113Mar 4, 20215Mar 11, 202118
-3.22%May 10, 20213May 12, 202120Jun 10, 202123
-3.19%Nov 19, 20218Dec 1, 20217Dec 10, 202115
-2.53%Dec 13, 20216Dec 20, 20213Dec 23, 20219
-2.49%Dec 30, 202111Jan 13, 2022
-2.36%Jul 13, 20215Jul 19, 20214Jul 23, 20219
-1.59%Mar 18, 20215Mar 24, 20215Mar 31, 202110
-1.48%Jun 15, 20214Jun 18, 20214Jun 24, 20218
-1.36%Aug 17, 20213Aug 19, 20212Aug 23, 20215

FEBZVolatility Chart

Current TrueShares Structured Outcome (February) ETF volatility is 11.84%. 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.


FEBZ (TrueShares Structured Outcome (February) ETF)
Benchmark (S&P 500)

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