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TrueShares Structured Outcome (January) ETF JANZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JANZ | Replication |
|---|---|---|
| Annualized growth | 10.3% | 10.9% |
| Annualized volatility | 12.7% | 12.8% |
| Sharpe ratio | 0.83 | 0.87 |
| Maximum drawdown | 20.6% | 21.4% |
| Replication fit (R²) | 0.94 · Tracking error 3.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model JANZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 55.7% |
| SPHY | FI · High Yield | 23.4% |
| XLK | Sector · Technology | 8.3% |
| USMV | Factor · Min Vol | 6.8% |
| EMLC | FI · EM Local Currency | 5.8% |