Summary
AUGT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 19.99% Volatility 12.45% Sharpe 0.91
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER10 AUG ETF

Symbol: AUGT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/07/2023

Latest date: 02/06/2026

Current price: $37.91

Expense ratio: 0.74%

Assets under management
$35.2M
0.00% 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

2.28%

Ann. -23.57% (Sharpe / Sortino numerator)

Volatility

12.62%

Sharpe ratio

-2.155

VaR 95%

-1.16%

CVaR 95%: -1.21%
Max drawdown: -4.88%
Sortino ratio: -4.055
Calmar ratio: -4.83

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

5.44%

Ann. -6.42% (Sharpe / Sortino numerator)

Volatility

9.51%

Sharpe ratio

-1.057

VaR 95%

-1.07%

CVaR 95%: -1.18%
Max drawdown: -5.36%
Sortino ratio: -1.623
Calmar ratio: -1.20

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

7.26%

Ann. 0.83% (Sharpe / Sortino numerator)

Volatility

8.48%

Sharpe ratio

-0.331

VaR 95%

-0.93%

CVaR 95%: -1.17%
Max drawdown: -5.36%
Sortino ratio: -0.455
Calmar ratio: 0.15

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

19.99%

Ann. 15.02% (Sharpe / Sortino numerator)

Volatility

12.45%

Sharpe ratio

0.915

VaR 95%

-1.02%

CVaR 95%: -1.79%
Max drawdown: -5.51%
Sortino ratio: 1.102
Calmar ratio: 2.73

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

33.58%

Ann. 12.36% (Sharpe / Sortino numerator)

Volatility

10.90%

Sharpe ratio

0.801

VaR 95%

-1.02%

CVaR 95%: -1.61%
Max drawdown: -13.12%
Sortino ratio: 0.976
Calmar ratio: 0.94

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

51.68%

Ann. 15.74% (Sharpe / Sortino numerator)

Volatility

10.40%

Sharpe ratio

1.168

VaR 95%

-0.96%

CVaR 95%: -1.47%
Max drawdown: -13.12%
Sortino ratio: 1.496
Calmar ratio: 1.20

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

1.978%

31/03/2026
Worst day

-1.558%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $37.91 $37.91 $37.91 $37.91 0
01/06/2026 $37.85 $37.91 $37.85 $37.91 1,400
29/05/2026 $37.86 $37.88 $37.85 $37.88 14,000
28/05/2026 $37.76 $37.84 $37.76 $37.84 100
27/05/2026 $37.57 $37.78 $37.57 $37.78 1,600
26/05/2026 $37.74 $37.74 $37.73 $37.74 1,000
22/05/2026 $37.64 $37.67 $37.64 $37.67 200
21/05/2026 $37.51 $37.62 $37.51 $37.62 2,000
20/05/2026 $37.56 $37.56 $37.56 $37.56 100
19/05/2026 $37.41 $37.44 $37.41 $37.44 1,000