ECOZ Performance — TrueShares ESG Active Opportunities ETF
Data updated: 2023-08-15
ECOZ returned +21.43% over one year to Jun 2023. The annualised 3-year return is +11.71%. The fund beat its Thematic Equity category average: $100 invested three years ago grew to $139, against $130 for the category, and to $121 over one year, against $115. Volatility over the past three years was 20.82% a year. In the 12 months to Jun 2023 the fund took in a net $5.5M, and assets reached $2.43M.
ECOZ Growth of $100
What $100 invested in TrueShares ESG Active Opportunities ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Thematic Equity category average over the same months.
| Period | ECOZ | Category average |
|---|---|---|
| 1 year (Jul 2022 – Jun 2023) | $121 | $115 |
| 3 years (Jul 2020 – Jun 2023) | $139 | $130 |
| Since data start (Jan 2020 – Jun 2023) | $152 | $132 |
ECOZ Trailing Returns
Total returns to Jun 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +21.43% |
| 3 years (annualised) | +11.71% |
ECOZ Annual Returns
Calendar-year total returns of TrueShares ESG Active Opportunities ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jun) | +17.75% |
| 2022 | −22.62% |
| 2021 | +18.38% |
| 2020 | +40.96% |
ECOZ Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +8.0% | −1.8% | +3.0% | −0.5% | +0.7% | +7.5% | — | — | — | — | — | — |
| 2022 | −8.2% | −3.2% | +3.9% | −10.5% | −1.4% | −7.8% | +12.4% | −4.2% | −9.5% | +8.0% | +5.7% | −7.3% |
| 2021 | −0.6% | +1.6% | +0.7% | +3.9% | −0.4% | +4.9% | +2.0% | +1.8% | −5.3% | +9.4% | −1.2% | +1.0% |
| 2020 | 0.0% | 0.0% | −10.6% | +12.1% | +6.6% | +2.1% | +6.2% | +9.0% | −2.2% | −3.5% | +13.1% | +4.6% |
ECOZ Risk
Risk measures from monthly returns over Jul 2020 – Jun 2023.
- 3-year volatility (annualised): 20.82%
- 3-year Sharpe ratio: 0.35 (vs 4.5% risk-free rate)
- Best month: +13.06% (Nov 2020)
- Worst month: −10.52% (Apr 2022)
ECOZ Fund Flows
Monthly money in and out of TrueShares ESG Active Opportunities ETF, from SEC Form N-PORT.
- 12-month net flow: $5.5M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2023 | $0 | −$2.5M | $2.5M |
| May 2023 | $0 | −$689K | $689K |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $0 | −$686K | $686K |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | −$799K | $799K |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | −$851K | $851K |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | $0 | $0 |
ECOZ Assets Under Management
Net assets of TrueShares ESG Active Opportunities ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-06-30 | $2.43M |
| 2023-03-31 | $5.38M |
| 2022-12-31 | $6.35M |
| 2022-09-30 | $6.06M |
| 2022-06-30 | $6.99M |
| 2022-03-31 | $8.59M |
| 2021-12-31 | $10.35M |
| 2021-09-30 | $9.52M |
| 2021-06-30 | $9.68M |
| 2021-03-31 | $8.92M |
| 2020-12-31 | $7.02M |
| 2020-09-30 | $6.18M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.