SEPZ
TrueShares Structured Outcome Sep ETF
NAV as of
4 Week: 30.58 - 31.33
52 Week: 27.50 - 31.33
Latest Closing Price
31.33
Premium / Discount
-0.19
Expense Ratio
0.79%
Investment Objective
The investment seeks to provide investors with returns (before fees and expenses) 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 S&P 500 Price Index. It will purchase call options and sell put options on the index or an ETF that tracks the index on each Initial Investment Day with an expiration on the next Roll Date. It is non-diversified.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 6.79 | 0.65 | 10.44 |
1 Day | 0.91 | 0.00 | 0.00 |
1 Week | 0.23 | 1.73 | 0.13 |
1 Month | 2.45 | 2.53 | 0.97 |
3 Months | 4.22 | 4.94 | 0.85 |
6 Months | 2.85 | 7.77 | 0.37 |
1 Year | 6.38 | 14.37 | 0.44 |
2 Years | 7.95 | 18.97 | 0.42 |
3 Years | 0.00 | 0.00 | 0.00 |
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 | 21.4062 | -8.3447 |
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 | 4.0000 | 51.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
28/12/2022 | 02/01/2023 | 0.2031 |
Portfolio Data
Total Number of Holdings: 4
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 21,417,239
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | United States Treasury Bills 0% | 94.8518 | 18,925,000 | 0 | 18,721,730 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 6.69 |
Large | 4.56 |
Medium | 2.16 |
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*
19.2259
Price/Book*
3.5668
Price/Sales*
2.1644
Price/Cash Flow*
11.6866
Dividend Yield*
1.7604
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
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* | 98.72 |
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 | 94.82 |
183 to 364 Days | 0.00 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
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