TrueSharesDerivative IncomePAYM · Cboe BZX

TrueShares S&P Autocallable Defensive Income ETF (PAYM)

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Price: $25.00; —11 Sept 2026
Assets: $141.8M; Total net assets
Expense ratio: 0.74%; Category 0.88%
Yield: —; Trailing distributions

1Y return: —; Category 9.0%
3Y CAGR: —; Category 13.2%
5Y CAGR: —; Category 7.5%

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TrueShares S&P Autocallable Defensive Income ETF

Calendar-year returns

Fund only: no comparison series covers this fund's history.

Risk statistics

Five years of daily closes. Risk-free rate 4% a year.

Standard deviation: —
Maximum drawdown: —
Sharpe ratio: —
Sortino ratio: —
Beta: —
Alpha: —
R²: —
Information ratio: —
Upside capture: —
Downside capture: —
Tracking error: —

Trailing returns compared with benchmark
Period	1M	3M	6M	YTD	1Y	3YCAGR	5YCAGR	10YCAGR	LaunchCAGR
ETF	-1.7%	+1.1%	+10.0%	+7.3%	—	—	—	—	+7.0%
Derivative Income average	1.2%	3.4%	8.0%	6.9%	9.0%	13.2%	7.5%	—	7.3%
Difference	-2.9%	-2.2%	+1.9%	+0.4%	—	—	—	—	-0.3%

Holdings

The 1 largest positions make up 0.9% of the fund.

Top holdings

Largest holdings by weight
Ticker	Holding	Weight
SALXX	State Street Instl US Govt MMkt Admin	0.91%

Credit quality

Share of the bonds by rating.

US government93.2%

Asset mix

Cash93.1%
Other6.9%

ETF details

Issuer: TrueShares
Category: Alternatives · Derivative Income
Ticker: PAYM
Exchange: Cboe BZX
Inception: 29 Dec 2025 (0.7 years)
Structure: Exchange Traded Fund
Expense ratio: 0.74% (category 0.88%)
Holdings turnover: 0% (category 68%)
Distribution yield: —
Beta, 3 years: 0.00
Total net assets: $141.8M

Prices and returns as of 11 Sept 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.

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