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JULZTrueshares Structured Outcome (July) ETF

Stay safeGrow my money6y track recordRanked #261 of 387 in this goal

Seeks to provide returns that track 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 2020

Annual Cost

0.79%

#4,370 of 6,040 · expensive

Fund Size

$39M

#4,017 of 6,040 · mid-size

Return (1Y)

+11.9%

Track Record

6 years

#2,121 of 6,040 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$11,094+10.9%

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

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Structured outcome

Index tracked

S&P 500 Price Index

Holdings

By weight

Concentration

Top 6 holdings = 99.9% of fundconcentrated

Treasury Bill
93.2%
The Options Clearing Corp
7.7%
STATE STREET INSTITUTIONAL US
0.1%
The Options Clearing Corp
0.1%
The Options Clearing Corp
0.0%
The Options Clearing Corp
-1.1%

Asset allocation

Bonds
94.4%
Cash
5.6%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
11.1%Moderate

Year-on-year price swings

Max drawdown
-14.7%Mild

Worst peak-to-trough loss

Sharpe (3Y)
0.94Decent risk-adjusted returns
Sortino (3Y)
1.38Good downside protection

Listing

Exchange
Cboe BZX

Full fund details

Objective
Seeks to provide returns that track 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 manages a portfolio of options on the S&P 500 Price Index to track its performance while providing a buffer against the first 8% to 12% of declines. The strategy involves purchasing call options and writing put options to create the desired exposure and buffer.
Inception date
June 30, 2020
Fund family
TrueShares

Next steps

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Data updated on 2026-09-18