Summary
ARLU
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.21% Volatility 13.97% Sharpe 0.54
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER15 UNCAPPED APR ETF

Symbol: ARLU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/03/2024

Latest date: 16/07/2026

Current price: $32.04

Expense ratio: 0.74%

Assets under management
$54.2M
-0.32% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.10%

Ann. -43.67% (Sharpe / Sortino numerator)

Volatility

18.05%

Sharpe ratio

-2.621

VaR 95%

-1.77%

CVaR 95%: -1.85%
Max drawdown: -8.14%
Sortino ratio: -4.660
Calmar ratio: -5.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.71%

Ann. -18.12% (Sharpe / Sortino numerator)

Volatility

14.75%

Sharpe ratio

-1.474

VaR 95%

-1.64%

CVaR 95%: -1.87%
Max drawdown: -9.66%
Sortino ratio: -2.216
Calmar ratio: -1.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.28%

Ann. -6.86% (Sharpe / Sortino numerator)

Volatility

13.31%

Sharpe ratio

-0.788

VaR 95%

-1.60%

CVaR 95%: -1.87%
Max drawdown: -9.66%
Sortino ratio: -1.102
Calmar ratio: -0.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.21%

Ann. 11.25% (Sharpe / Sortino numerator)

Volatility

13.97%

Sharpe ratio

0.545

VaR 95%

-1.38%

CVaR 95%: -2.06%
Max drawdown: -9.66%
Sortino ratio: 0.713
Calmar ratio: 1.16

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.84%

Ann. 7.78% (Sharpe / Sortino numerator)

Volatility

12.76%

Sharpe ratio

0.325

VaR 95%

-1.37%

CVaR 95%: -1.92%
Max drawdown: -15.38%
Sortino ratio: 0.424
Calmar ratio: 0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.056%

Best day

2.909%

31/03/2026
Worst day

-2.32%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $32.14 $32.14 $32.03 $32.04 3,700
15/07/2026 $32.15 $32.17 $32.15 $32.17 1,200
14/07/2026 $32.06 $32.14 $32.06 $32.08 12,800
13/07/2026 $32.11 $32.11 $31.96 $32.00 600
10/07/2026 $32.15 $32.21 $32.08 $32.21 900
09/07/2026 $31.98 $32.08 $31.98 $32.06 600
08/07/2026 $31.80 $31.83 $31.61 $31.83 15,200
07/07/2026 $31.99 $32.03 $31.88 $31.92 3,700
06/07/2026 $31.99 $32.06 $31.99 $32.05 2,800
02/07/2026 $31.98 $31.98 $31.75 $31.82 1,000