TrueShares Structured Outcome (August) ETF (AUGZ) Performance
AUGZ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +8.2% since Dec 31, 2025
- 1 year
- +9.6% total return
- 5 years
- +9.5% a year
- Since first price
- +12.2% a year since 2020
AUGZ trailing returns vs SPY, QQQ, AGG
| Period | AUGZ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.0% | −1.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.2% | +2.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +5.4% | +5.4% | +7.8% | +8.4% | −1.5% |
| YTD | +8.2% | +8.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +9.6% | +5.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +58.5%+16.6%/yr | +42.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +57.5%+9.5%/yr | +40.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionAug 3, 2020 | +104.7%+12.2%/yr | +82.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: AUGZ vs SPY
From Aug 3, 2020: AUGZ grew to $20,465, SPY to $25,162.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
AUGZ returns by calendar year
4 of 5 full years positive. Best 2021 (+20.7%), worst 2022 (−10.4%). 2026 is year to date.
AUGZ annual returns table
| Year | AUGZ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +8.2% | −7.2% | +12.3% | +15.1% | −1.0% |
| 2025 | +13.5% | −14.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +18.0% | −7.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +17.3% | −6.6% | +26.2% | +54.9% | +5.7% |
| 2022 | −10.4% | −15.7% | −18.2% | −32.6% | −13.0% |
| 2021 | +20.7% | −3.7% | +28.7% | +27.4% | −1.8% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
AUGZ largest drawdowns
Now 2.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 4, 2022 | −15.7% | Oct 12, 2022 | Jul 18, 2023 | 9 months | 1.5 years |
| Feb 19, 2025 | −14.5% | Apr 8, 2025 | Jun 26, 2025 | 48 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
AUGZ risk statistics
| Statistic | 3 years | 5 years | Since 2020 |
|---|---|---|---|
| Annualized return | +16.4% | +10.5% | +11.7% |
| Volatility (annualized) | 9.5% | 10.9% | 11.0% |
| Sharpe ratio | 1.20 | 0.64 | 0.80 |
| Sortino ratio | 2.35 | 1.04 | 1.36 |
| Best month | +8.1% | +8.1% | +8.9% |
| Worst month | −4.2% | −6.6% | −6.6% |
| Best 12 months | +26.6% | +26.6% | +32.2% |
| Worst 12 months | +5.7% | −10.4% | −10.4% |
| Positive months | 64% | 60% | 62% |
| Beta vs S&P 500 | 0.76 | 0.69 | — |
| Correlation with S&P 500 | 0.99 | 0.99 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
AUGZ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 63 | −10.4% | +12.3% | +32.2% | 84% |
| 3-year (a year) | 39 | +6.7% | +9.6% | +17.6% | 100% |
| 5-year (a year) | 15 | +9.3% | +10.9% | +13.8% | 100% |
Every holding period starting at a month-end since 2020. Returns for 3 years and longer are annualized.
AUGZ performance overview
TrueShares Structured Outcome (August) ETF (AUGZ) returned +9.6% over the past year and +9.5% a year over five years, with distributions reinvested. Since its first recorded price in 2020 it has returned +12.2% a year, turning $10,000 into about $20,465. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −15.7%, from Jan 4, 2022 to Oct 12, 2022, and it took 9 months to get back to the old high. AUGZ finished 4 of its 5 full calendar years with a gain; the best year was 2021 (+20.7%) and the worst 2022 (−10.4%). Volatility has been 11.0% a year.
Related: AUGZ chart, AUGZ dividends. See the AUGZ overview for the latest quote and fund facts.
AUGZ performance FAQ
What is the AUGZ return over the past year?
AUGZ returned +9.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 5.8%.
What is the average annual return of AUGZ?
AUGZ has returned +9.5% a year over 5 years, +12.2% a year since August 3, 2020 (total return, distributions reinvested).
How much would $10,000 invested in AUGZ be worth?
$10,000 invested in AUGZ at its first recorded close on August 3, 2020 would be worth about $20,465 on October 23, 2026 with distributions reinvested.
What was the worst year for AUGZ?
The worst calendar year was 2022, with a total return of −10.4%. The best was 2021 at +20.7%.
What is the biggest drawdown of AUGZ?
The largest peak-to-trough decline was −15.7% between January 4, 2022 and October 12, 2022. It recovered to the old high on July 18, 2023, 9 months after the bottom.
How volatile is AUGZ?
Over the past 3 years AUGZ had an annualized volatility of 9.5% and a Sharpe ratio of 1.20 (excess return over 1–3 month T-bills per unit of risk).