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PAYMTrueShares S&P Autocallable Defensive Income ETF

Get incomeNewRanked #1,084 of 1,706 in this goal

Generates moderate monthly income while reducing downside risk.

By TrueShares · Launched 2025

Annual Cost

0.74%

#3,913 of 6,040 · average

Fund Size

$142M

#2,778 of 6,040 · mid-size

Return (1Y)

N/A

Track Record

9 months

#5,036 of 6,040 · young

Performance

Total-return NAV · USD
Growth of $10,000
$10,819+8.2%

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

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Strategy

Option income

Index tracked

S&P 500 Futures 20% Intraday VT 2% Decrement Index

Holdings

By weight

Concentration

Top 5 holdings = 101.7% of fundconcentrated

Treasury Bill
47.9%
Treasury Bill
47.5%
Morgan Stanley
5.4%
STATE STREET INSTITUTIONAL US
1.0%
Morgan Stanley
-0.1%

Asset allocation

Cash
93.1%
Other
6.9%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
N/A
Max drawdown
-13.7%Mild

Worst peak-to-trough loss

Sharpe (3Y)
Unavailable

Needs 3+ years of history

Sortino (3Y)
Not yet

Needs 3+ years of history

Listing

Exchange
Cboe BZX

Full fund details

Objective
Generates moderate monthly income while reducing downside risk.
Strategy
Actively manages a portfolio investing at least 80% in U.S. Treasuries, cash, and unfunded total return swaps linked to a synthetic portfolio of autocallable notes. Aims to provide moderate income while mitigating downside risk through exposure to the Autocallable Index.
Inception date
December 29, 2025
Fund family
TrueShares

Next steps

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Data updated on 2026-09-18