TrueShares Structured Outcome (February) ETF
Ticker
FEBZ
ISIN
US53656F755
Price
USD 37.77
Change Today
+0.27 / 0.715 %
Price 1 year ago
38.11 / -0.908 %
Morningstar
-
52 Week Low
37.37
52 Week High
38.26
200 Day Moving Average 37.85
37.85
50-day Moving Average
37.85
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.317% |
| Average Annual Volatility | 3.098% |
| Sharpe Ratio | -0.42 |
| Sortino Ratio | -0.55 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2026-02-05 |
| Calmar Ratio | 4.75 |
Company information
Summary
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 that reference 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 tracks the S&P 500 Price Index on each Initial Investment Day with an expiration on the next Roll Date. The fund is non-diversified.
Market
US
Category
Options Trading
Expense Ratio
0.79%
Fund family
TrueShares
Morningstar
-
Yield
-
Exchange
BTS
| Sector | Weight |
|---|---|
| Utilities | 2.45% |
| Basic materials | -0.25% |
| Realestate | -0.32% |
| Energy | -0.48% |
| Consumer defensive | -0.81% |
| Industrials | -0.90% |
| Communication services | -0.98% |
| Consumer cyclical | -1.14% |
| Financial services | -1.43% |
| Healthcare | -1.66% |
| Technology | -2.67% |
| Country | Ratio |
|---|---|
| United States | 98.90 |
| United Kingdom | 0.61 |
| Switzerland | 0.33 |
| Netherlands | 0.13 |
| Singapore | 0.03 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| United States Treasury Bills 0% | 88.7% | |
| Spy 01/31/2022 376.02 C | 11.86% | |
| Spy 01/31/2022 338.41 P | 1.36% | |
| FXFXX | First American Treasury Obligs X | 0.8% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BFEB | Innovator S&P 500 Buffer ETF - February | US45782C433 | BTS | 0.79% | 5 | +3.78 | -- |
| BOCT | Innovator S&P 500 Buffer ETF - October | US45782C771 | BTS | 0.79% | 5 | +3.53 | -- |
| C10.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 10-15 UCITS ETF | FR0010754143 | PAR | 0.14% | 5 | -1.12 | |
| C40.PA | Amundi Index Solutions - Amundi CAC 40 | LU1681046931 | PAR | 0.15% | 5 | -0.44 | |
| CD9.PA | Amundi Index Solutions - Amundi MSCI Europe High Dividend Factor | LU1681041973 | PAR | 0.13% | 5 | -0.02 | |
| CF1.PA | Amundi ETF MSCI France UCITS ETF | FR0010655704 | PAR | 0.25% | 5 | -0.05 | |
| POCT | Innovator S&P 500 Power Buffer ETF - October | US45782C797 | BTS | 0.79% | 5 | +5.96 | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend. - Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend. - Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction. - Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend. - Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce. - Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk. - Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.