DECZ TrueShares Structured Outcome Dec ETF

NAV as of 26-May-2023

29.2845

4 Week: 28.61 - 29.29

52 Week: 25.49 - 29.29

Latest Closing Price

29.28

Premium / Discount

-0.1

Expense Ratio

0.79%

Investment Objective

The investment seeks to provide investors with returns that track those of the S&P 500 Price Return Index while seeking to provide a buffer against the first 8% to 12% of S&P 500 Price Index losses, over a twelve-month period. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing substantially all of its assets in options that reference the index. It will purchase call options and sell (write) put options on the S&P 500 Price Index or an ETF that tracks the S&P 500 Price Index on each Initial Investment Day with an expiration on the next Roll Date. The fund is non-diversified.

Main Fund Characteristics

Fund Manager:
TrueShares
Asset Under Management:
6,397,447
Launch Date:
29/11/2020
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
3
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD7.260.7110.26
1 Day0.940.000.00
1 Week0.081.620.05
1 Month2.482.940.84
3 Months4.395.340.82
6 Months2.148.510.25
1 Year6.9715.500.45
2 Years5.4720.120.27
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.000020.1685-8.7955
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00008.000055.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
28/12/202202/01/20230.3942
28/12/202130/12/20210.1395

Portfolio Data

Total Number of Holdings: 3

Number of Bond Holdings: 1

Number of Equity Holdings: 0

Total Market Value: 6,397,447

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bills 0%96.17645,700,00005,555,537

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant6.91
Large4.79
Medium2.28
Small0.03
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

19.1090

Price/Book*

3.5363

Price/Sales*

2.1389

Price/Cash Flow*

11.5534

Dividend Yield*

1.7837

Growth Measures

Long-Term Earnings

11.4778

Historical Earnings

15.9720

Sales Growth

11.4385

Cash-Flow Growth

8.0701

Book-Value Growth

4.6015

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

1

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*97.47

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days96.18

Data Source: Morningstar

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