FEBZTrueShares Structured Outcome (February) ETF

Stay safe Grow my money5y track recordRanked #287 of 387 in this goal

Tracks the S&P 500 Price Return Index while providing a buffer against the first 8% to 12% of losses over a twelve-month period.

By TrueShares · Launched 2021

Annual Cost

0.79%

#4,370 of 6,040 · expensive

Fund Size

$32M

#4,183 of 6,040 · small

Return (1Y)

+11.1%

Track Record

5 years

#2,264 of 6,040 · seasoned

Performance

Total-return NAV · USD

Growth of $10,000

$11,130+11.3%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Structured outcome

Index tracked

S&P 500 Price Return Index

Holdings

By weight

Concentration

Top 4 holdings = 99.9% of fundconcentrated

Treasury Bill

100.9%

The Options Clearing Corp

4.4%

STATE STREET INSTITUTIONAL US

0.1%

The Options Clearing Corp

-5.4%

Asset allocation

Bonds

91.8%

Cash

8.2%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

10.0%Low

Year-on-year price swings

Max drawdown

-17.4%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.93Decent risk-adjusted returns

Sortino (3Y)

1.41Good downside protection

Listing

Exchange: Cboe BZX

Full fund details

Objective: Tracks the S&P 500 Price Return Index while providing a buffer against the first 8% to 12% of losses over a twelve-month period.
Strategy: Actively managed ETF that invests substantially all assets in options on the S&P 500 Price Index, employing a buffer protect strategy to mitigate the first 8% to 12% of losses. Seeks to track the S&P 500 Price Index returns while providing downside protection during the Investment Period.
Inception date: January 29, 2021
Fund family: TrueShares