TRUESHARES

TRUESHARES

Structured Outcome ETFs

Product Table

Data as of 9/6/2024
Ticker Name Series Fund Price Period Returns Index Index Period Returns Est. Upside Market Participation Rate Remaining Buffer ETF Downside to Buffer S&P Downside to Floor of Buffer Remaining Outcome Period Prospectus
JANZ JANZ January $33.00 10.48% S&P 500 13.39% 77-79% 10 -9.48% -20.63% 115 days
FEBZ FEBZ February $33.51 8.62% S&P 500 11.62% 76-78% 10 -7.94% -19.37% 147 days
MARZ MARZ March $30.77 4.77% S&P 500 6.13% 76-78% 10 -4.55% -15.2% 175 days
APRZ APRZ April $33.09 2.6% S&P 500 2.93% 75-77% 10 -2.54% -12.57% 206 days
MAYZ MAYZ May $28.79 5.65% S&P 500 7.4% 75-77% 10 -5.35% -16.2% 236 days
JUNZ JUNZ June $28.94 1.69% S&P 500 2.48% 77-79% 10 -1.66% -12.18% 267 days
JULZ JULZ July $40.25 -0.54% S&P 500 -0.95% 84-86% 9.64 N/A -9.14% 297 days
AUGZ AUGZ August $37.69 -1.75% S&P 500 -2.06% 81-83% 9.86 N/A -8.11% 328 days
SEPZ SEPZ September $37.10 -3.31% S&P 500 -4.25% 82-84% 9.37 N/A -6.01% 359 days
OCTZ OCTZ October $37.10 20.02% S&P 500 26.13% 79-81% 10 -14.23% -28.64% 23 days
NOVZ NOVZ November $38.66 22.9% S&P 500 28.97% 80-82% 10 -16.97% -30.21% 55 days
DECZ DECZ December $35.26 14.01% S&P 500 18.41% 79-81% 10 -11.32% -23.99% 85 days
Performance data quoted on this website represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed or sold in the secondary market, may be worth more or less than the original cost. Investors will incur usual and customary brokerage commissions when buying or selling shares of the exchange-traded funds (“ETFs”) in the secondary market, and that, if reflected, the brokerage commissions would reduce the performance returns. Current performance may be lower or higher than the performance shown. Shares are bought and sold at market price not net asset value (“NAV”) and are not individually redeemable from the fund. Call 877.774.TRUE for performance data current to the most recent month end.

Click the tickers above for standard performance.

1. The estimated participation ranges represent the estimated highest and lowest upside participation rates are based on the historical daily options pricing for the options that would have been utilized to implement the strategy as described in the prospectus (out of the money puts and at the money calls) for the business days from 5/21/2021 -5/25/2021 and are shown gross of the 0.79% annual operating expenses for the ETF. It does not represent the actual upside participation rate that will be set on the first day of the investment period, which may fall outside the stated cap ranges, due to extreme market volatility.

Definitions

S&P Downside to Floor of Buffer – How far the S&P 500 would need to fall from its current level before the downside buffer ends. A value of N/A is shown if the S&P 500 Price Index falls below the buffer. Note that this is not a reflection of how much of the buffer has been used, only how far the S&P is away from the lowest level of the buffer. To understand how much buffer remains, look at “Remaining Buffer”.

Remaining Buffer – How much of the downside buffer remains given the current price. 

 

ETF Downside Before Buffer – How much the ETF can to lose before the protection buffer level . Remaining Outcome Period – How long until the option structure expires.

Starting NAV – NAV at start of the outcome period.

Period Return – Return of the ETF based on the closing NAV on the first day of the outcome period to the closing price on the current date.

SPX Index Reference Price – The S&P 500 Price Index that we will set the structured outcomes on. This is the price that the buffer starts on.

Downside Buffer – The % of downside return of the S&P 500 Price Index from the reference price that is designed to be buffered (gross of fees).

Estimated Upside Market Participation Rate – The estimated upside market participation rate represents the relative exposure of the fund’s call options to participate (gross of fees) in the potential upside movement of the S&P 500 Price Index. This will be determined by the relative price of call and put options at the start of the investment period (12-month period). The participation rate does not represent a rate of return.

Days Remaining – Amount of time until the option structure expires.

Call Options – Give the buyer the right, not obligation, to buy shares of the underlying stock at the stated exercise price from the seller of the call option up until the option expires.

Put Options – Give the buyer the right, not obligation, to sell shares of the underlying stock at the stated exercise price to the seller of the put option up until the option expires.

Current outcome period values should be data as of the previous close.

Current Price – Price as of date’s close.

Period Return – Return of the ETF from the start of the outcome period to the closing price on the current date.

Remaining Buffer – How much of the downside buffer remains given the current price.

ETF Downside Before Buffer – How much the ETF can to lose before the protection buffer level .

Remaining Outcome Period – How long until the option structure expires.

30-Day Yield – Represents net investment income earned by the Fund expressed as an annual percentage rate based on the Fund’s share price at the end of a 30-Day period ended on the last day of the month.

Investment Period – The period begins at the close of market on first day of trading in a period and finishes at the end of the month, 12 months later.

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    433 W. Van Buren Street, 1100-D
    Chicago, IL 60607
    Email: info@true-shares.com
    Phone: 877.774.TRUE

    ©2024, TrueShares, ©2024 TrueMark Investments, LLC. (“TrueMark”).

    Before investing, carefully consider the TrueShares ETFs investment objectives, risks, charges and expenses. Specific information about TrueShares is contained in the prospectus and a summary prospectus, copies of which may be obtained by visiting www.www.true-shares.com. Read the prospectus carefully before you invest.

    An investment in TrueShares is subject to numerous risks, including possible loss of principal. The ETFs are subject to the following principal risks: Authorized Participants, Market Makers, and Liquidity Providers Concentration Risk associated with ETFs; Equity Market Risk; Management Risk; Market Capitalization Risk (Large Cap; Mid Cap, Small Cap Stock); Market Risk; New Fund Risk.

    Individual investors should contact their financial advisor or broker dealer representative for more information on TrueShares ETFs.

    Investment Products and Services are: Not FDIC INSURED / May lose value / No bank guarantee

    All registered investment companies, including TrueShares, are obliged to distribute portfolio gains to shareholders at year-end regardless of performance. Trading in TrueShares ETFs will also generate tax consequences and transaction expenses. The information provided is not intended to be tax advice. Tax consequences of dividend distributions may vary by individual taxpayer.

    TrueShares ETFs are bought and sold through exchange trading at market price, not Net Asset Value (NAV), and are not individually redeemed from the fund. Shares may trade at a premium or discount to their NAV in the secondary market. Brokerage commissions will reduce returns.

    ETF shares may be bought or sold throughout the day at their market price, not their NAV, on the exchange on which they are listed. Shares of ETFs are tradable on secondary markets and may trade either at a premium or a discount to their NAV on the secondary market.

    ETFs trade like stocks, fluctuate in market value and may trade at prices above or below the ETF’s NAV. Brokerage commissions and ETF expenses will reduce returns.

    Fund Intelligence Mutual Fund Industry and ETF Award shortlists and winners are comprised of individuals and firms who have submitted entries or been nominated via the online submission process, as well as through recommendations from leading market participants. Fund Intelligence Mutual Fund Industry and ETF Award judges will use the submitted application material, as well as any uploaded supplemental information, to determine which firm, individual or product they believe to be the most suitable and deserving winners for each category. Fund Intelligence Mutual Fund Industry and ETF Award judges have the discretionary power to move nominations into alternative categories that they think may be more suitable. Fund Intelligence Mutual Fund Industry and ETF Awards were decided by an independent panel of 20 judges with expertise across the asset management space.

    TrueShares ETFs (the “Funds”) are registered with the United States Securities and Exchange Commission under the Investment Company Act of 1940. Foreside Fund Services, LLC is the distributor for the Structured Outcome Funds, LRNZ, ERNZ, FLDZ, DIVZ, RNWZ, and SPCZ.  Paralel Distributors LLC is the distributor for QBER and QBUL.  Foreside Fund Services, LLC, Paralel Distributors LLC, and TrueMark Investments, LLC. are not affiliated.  

    TrueMark Investments, LLC, not an affiliate of Foreside Fund Services, LLC., is the investment advisor to the Funds and receives a fee from the Funds for its services.

    TrueShares ETFs are offered only to United States residents, and information on this site is intended only for such persons. Nothing on this website should be considered a solicitation to buy nor an offer to sell shares of any fund in any jurisdiction where the offer or solicitation would be unlawful under the securities laws of such jurisdiction.