PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TrueShares Structured Outcome (June) ETF (JUNZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerTrueMark Investments
Inception DateMay 28, 2021
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity, Actively Managed
Index TrackedNo Index (Active)
Home Pagetruesharesetfs.com
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

The TrueShares Structured Outcome (June) ETF has a high expense ratio of 0.79%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.79%

Share Price Chart


Loading data...

Compare to other instruments

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

TrueShares Structured Outcome (June) ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TrueShares Structured Outcome (June) ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2024FebruaryMarch
20.78%
24.90%
JUNZ (TrueShares Structured Outcome (June) ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

TrueShares Structured Outcome (June) ETF had a return of 7.76% year-to-date (YTD) and 22.65% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.76%10.04%
1 month2.82%3.53%
6 months17.39%22.79%
1 year22.65%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.22%4.10%
2023-1.10%-3.77%-1.26%6.33%3.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for TrueShares Structured Outcome (June) ETF (JUNZ) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
JUNZ
TrueShares Structured Outcome (June) ETF
2.75
^GSPC
S&P 500
2.76

Sharpe Ratio

The current TrueShares Structured Outcome (June) ETF Sharpe ratio is 2.75. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.75
2.76
JUNZ (TrueShares Structured Outcome (June) ETF)
Benchmark (^GSPC)

Dividends

Dividend History

TrueShares Structured Outcome (June) ETF granted a 5.59% dividend yield in the last twelve months. The annual payout for that period amounted to $1.58 per share.


PeriodTTM202320222021
Dividend$1.58$1.58$0.13$0.09

Dividend yield

5.59%6.03%0.56%0.32%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13
2021$0.09

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
JUNZ (TrueShares Structured Outcome (June) ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the TrueShares Structured Outcome (June) ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TrueShares Structured Outcome (June) ETF was 17.88%, occurring on Oct 11, 2022. Recovery took 295 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.88%Jan 5, 2022193Oct 11, 2022295Dec 13, 2023488
-3.89%Sep 3, 202121Oct 4, 202113Oct 21, 202134
-2.96%Nov 19, 20218Dec 1, 20217Dec 10, 202115
-2.26%Dec 13, 20216Dec 20, 20213Dec 23, 20219
-2.24%Jul 13, 20215Jul 19, 20214Jul 23, 20219

Volatility

Volatility Chart

The current TrueShares Structured Outcome (June) ETF volatility is 2.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.33%
2.82%
JUNZ (TrueShares Structured Outcome (June) ETF)
Benchmark (^GSPC)