- Issuer
- TrueShares
- Inception Date
- Dec 29, 2025
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 Futures 20% Intraday VT 2% Decrement Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
PAYM Performance Chart
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Returns By Period
TrueShares S&P Autocallable Defensive Income ETF
- 1D
- 0.71%
- 1M
- 0.32%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
PAYM Monthly Returns History
Based on dividend-adjusted daily data since May 28, 2026, PAYM's average daily return is +0.05%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Jul 2026 with a return of +1.4%, while the worst month was Jun 2026 at -0.8%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 1 months.
On a daily basis, PAYM closed higher 48% of trading days. The best single day was Jul 1, 2026 with a return of +2.5%, while the worst single day was Jul 2, 2026 at -2.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.83% | -0.82% | 1.39% | 1.39% |
Expense Ratio
PAYM has an expense ratio of 0.74%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TrueShares S&P Autocallable Defensive Income ETF (PAYM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PAYM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.35 | — |
| Martin ratioReturn relative to average drawdown | — | 10.19 | — |
Dividends
Dividend History
TrueShares S&P Autocallable Defensive Income ETF provided a 1.65% dividend yield over the last twelve months, with an annual payout of $0.42 per share.
| Period | TTM |
|---|---|
| Dividend | $0.42 |
Dividend yield | 1.65% |
Monthly Dividends
The table displays the monthly dividend distributions for TrueShares S&P Autocallable Defensive Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.21 | $0.21 | $0.00 | $0.42 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the TrueShares S&P Autocallable Defensive Income 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 S&P Autocallable Defensive Income ETF was 5.41%, occurring on Jun 26, 2026. The portfolio has not yet recovered.
The current TrueShares S&P Autocallable Defensive Income ETF drawdown is 1.37%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-5.41%Jun 2026 | 23d | — | 1mo 13dJun 2026 - now | — |
-0.50%May 2026 | 0s | 3d | 3dMay 2026 - Jun 2026 | — |
Drawdown Indicators
| PAYM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.41% | -56.78% | +51.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.49% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -10.70% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with PAYM
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