MARZ TrueShares Structured Outcome ETF - March

*Unless otherwise stated, data provided by FactSet.

MARZ Fund Description

MARZ aims for specific buffered losses on the S&P 500 over a specific holdings period with uncapped gains, subject to strategy costs. The actively-managed fund holds options and collateral.

MARZ Factset Analytics Insight

MARZ uses options in an effort to moderate losses on the S&P 500 over a one-year period starting each March. The fund foregoes some upside return as well as any dividend component because the options are written on the price (not total) return version of the index. While aiming to prevent realization of the first 8-12% of the S&P 500's losses, the fund also allows for uncapped upside participation (less the cost options), making it unique from other buffer ETFs with a stated cap on potential gains. Investors who buy at any other time than the annual reset day may have a very different protection and buffer zone. The issuer publishes effective interim levels daily on its website. The fund must be held to the end of the period to achieve the intended results. The targeted buffers do not include the fund’s expense ratio. The fund is actively managed, resets annually and will utilize both FLEX and listed options.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
MARZ -5.71% -2.41% -17.65% -11.72% -- -- --
MARZ (NAV) -5.89% -2.20% -17.58% -11.56% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -9.42% -4.23% -23.54% -16.45% 9.12% 9.82% 11.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

MARZ Summary Data

TrueShares
02/26/21
Open-Ended Fund
0.79%
$4.79M
$28.65K
0.25%

MARZ Portfolio Data

--
--
--
2.95%
N/A
--

MARZ Index Data

No Underlying Index
Fixed
Fixed
MSCI USA Large Cap Index

MARZ Portfolio Management

0.79%
--
--
--

MARZ Tax Exposures

20.00% / 39.60%
2.78%
Ordinary income
No

MARZ Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

MARZ Factset Analytics Block Liquidity

As of 09/30/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of MARZ. MARZ is rated a N/A out of 5.

MARZ Tradability

1,162
$28.65K
100
$2.45K
0.25%
$0.06
-0.10%
0.46% / -1.37%
None
--
25,000
0.00
--
--
0
$23.59
N/A

MARZ Sector/Industry Breakdown


MARZ
Segment Benchmark
108.59%
--
0.34%
--
-8.94%
--

MARZ Top 10 Holdings

108.60%
0.34%
0.10%
-9.05%
100.00%

MARZ Performance Statistics

0.98
0.72
0.69
0.72
0.40%
MSCI USA Large Cap Index

MARZ Benchmark Comparison Holdings

--
--
--
--

MARZ Benchmark Comparison Summary


MARZ
Segment Benchmark
--
--
--
--
--
--
--
--
--
--
Low
--

MARZ Benchmark Comparison Market Cap Size


MARZ
Segment Benchmark
--
--
--
--
--
--
--
--

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.