OCTZ
TrueShares Structured Outcome OctoberETF
NAV as of
4 Week: 31.42 - 33.08
52 Week: 27.73 - 33.54
Latest Closing Price
31.77
Premium / Discount
-0.13
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 on the S&P 500 Price Index. It will purchase call options and sell put options on the S&P 500 Price Index or an ETF that seeks to track the performance of 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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 7.75 | 0.65 | 11.98 |
| 1 Day | -1.08 | 0.00 | 0.00 |
| 1 Week | -1.12 | 1.09 | -1.03 |
| 1 Month | -5.29 | 2.44 | -2.17 |
| 3 Months | -4.06 | 4.31 | -0.94 |
| 6 Months | 2.01 | 6.28 | 0.32 |
| 1 Year | 10.97 | 12.66 | 0.87 |
| 2 Years | 2.05 | 19.39 | 0.11 |
| 3 Years | 26.45 | 22.40 | 1.18 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 20.3667 | -10.3069 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 8.0000 | 66.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 28/12/2022 | 02/01/2023 | 0.1967 |
Portfolio Data
Total Number of Holdings: 5
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 5,420,717
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | United States Treasury Bills 0% | 74.5336 | 1,898,000 | -325,000 | 1,897,168 |
| 2 | Spy 09/29/2023 357.18 C | 25.3631 | 46 | 46 | 645,590 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 10.30 |
| Large | 7.60 |
| Medium | 3.37 |
| Small | 0.02 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
16.7970
Price/Book*
3.2104
Price/Sales*
2.0063
Price/Cash Flow*
10.2819
Dividend Yield*
1.8949
Growth Measures
Long-Term Earnings
11.9058
Historical Earnings
23.6228
Sales Growth
7.9177
Cash-Flow Growth
11.6399
Book-Value Growth
7.9541
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 98.68 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 83.33 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
