TrueShares Structured Outcome (September) ETF (SEPZ)
SEPZ is a passive ETF by TrueShares tracking the investment results of the Cboe S&P 500 Buffer Protect Index September. SEPZ launched on Aug 31, 2020 and has a 0.80% expense ratio.
ETF Info
Aug 31, 2020
North America (U.S.)
1x
Cboe S&P 500 Buffer Protect Index September
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TrueShares Structured Outcome (September) ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
TrueShares Structured Outcome (September) ETF had a return of 19.76% year-to-date (YTD) and 24.05% in the last 12 months.
SEPZ
19.76%
2.52%
10.02%
24.05%
N/A
N/A
^GSPC (Benchmark)
25.15%
2.74%
12.53%
30.93%
13.79%
11.18%
Monthly Returns
The table below presents the monthly returns of SEPZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.21% | 4.12% | 2.55% | -3.33% | 3.79% | 2.99% | 0.93% | 1.96% | 1.29% | -0.59% | 19.76% | ||
| 2023 | 4.15% | -1.30% | 2.14% | 1.01% | 0.37% | 4.73% | 2.09% | -0.90% | -3.69% | -1.22% | 6.27% | 3.44% | 17.94% |
| 2022 | -3.75% | -1.94% | 2.71% | -5.85% | 1.04% | -4.84% | 6.97% | -0.61% | -7.24% | 5.85% | 3.84% | -3.82% | -8.51% |
| 2021 | -0.68% | 2.21% | 3.18% | 4.28% | 0.44% | 1.90% | 1.96% | 2.93% | -3.47% | 4.89% | -0.72% | 3.30% | 21.83% |
| 2020 | -2.80% | -2.86% | 8.91% | 3.03% | 5.95% |
Expense Ratio
SEPZ features an expense ratio of 0.80%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SEPZ is 77, placing it in the top 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for TrueShares Structured Outcome (September) ETF (SEPZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
TrueShares Structured Outcome (September) ETF provided a 2.96% dividend yield over the last twelve months, with an annual payout of $1.19 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $1.19 | $1.19 | $0.20 | $0.02 |
Dividend yield | 2.96% | 3.55% | 0.69% | 0.05% |
Monthly Dividends
The table displays the monthly dividend distributions for TrueShares Structured Outcome (September) 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $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 | $1.19 | $1.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2021 | $0.02 | $0.02 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the TrueShares Structured Outcome (September) 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 (September) ETF was 15.21%, occurring on Jun 16, 2022. Recovery took 248 trading sessions.
The current TrueShares Structured Outcome (September) ETF drawdown is 0.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.21% | Jan 5, 2022 | 113 | Jun 16, 2022 | 248 | Jun 13, 2023 | 361 |
| -7.57% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
| -7.03% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -7.01% | Aug 1, 2023 | 63 | Oct 27, 2023 | 18 | Nov 22, 2023 | 81 |
| -4.41% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current TrueShares Structured Outcome (September) ETF volatility is 3.02%, 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.