See what your fund actually adds
TrueShares Structured Outcome (July) ETF JULZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JULZ | Replication |
|---|---|---|
| Annualized growth | 10.7% | 10.4% |
| Annualized volatility | 11.7% | 11.6% |
| Sharpe ratio | 0.93 | 0.92 |
| Maximum drawdown | 14.3% | 18.4% |
| Replication fit (R²) | 0.96 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model JULZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 62.9% |
| WTMF | Alternatives · Mgt Futures | 20.2% |
| EMLC | FI · EM Local Currency | 7.5% |
| SPHY | FI · High Yield | 6.2% |
| VWOB | FI · EM Bonds USD | 3.3% |