Summary
AUGU
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 23.03% Volatility 11.31% Sharpe 0.75
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER15 UNCAPPED AUG ETF

Symbol: AUGU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/07/2024

Latest date: 02/06/2026

Current price: $32.21

Expense ratio: 0.74%

Assets under management
$42.9M
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

5.32%

Ann. -31.18% (Sharpe / Sortino numerator)

Volatility

11.47%

Sharpe ratio

-3.034

VaR 95%

-1.06%

CVaR 95%: -1.08%
Max drawdown: -5.32%
Sortino ratio: -5.788
Calmar ratio: -5.86

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

9.10%

Ann. -12.02% (Sharpe / Sortino numerator)

Volatility

10.65%

Sharpe ratio

-1.469

VaR 95%

-1.06%

CVaR 95%: -1.31%
Max drawdown: -6.72%
Sortino ratio: -2.322
Calmar ratio: -1.79

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

9.41%

Ann. -3.84% (Sharpe / Sortino numerator)

Volatility

10.37%

Sharpe ratio

-0.720

VaR 95%

-1.06%

CVaR 95%: -1.41%
Max drawdown: -6.72%
Sortino ratio: -1.045
Calmar ratio: -0.57

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

23.03%

Ann. 12.12% (Sharpe / Sortino numerator)

Volatility

11.31%

Sharpe ratio

0.751

VaR 95%

-1.05%

CVaR 95%: -1.58%
Max drawdown: -6.72%
Sortino ratio: 1.036
Calmar ratio: 1.80

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

30.01%

Ann. 14.11% (Sharpe / Sortino numerator)

Volatility

11.27%

Sharpe ratio

0.934

VaR 95%

-1.09%

CVaR 95%: -1.58%
Max drawdown: -12.17%
Sortino ratio: 1.304
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.

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

0.084%

Best day

1.731%

31/03/2026
Worst day

-2.046%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $32.21 $32.21 $32.21 $32.21 100
01/06/2026 $32.17 $32.17 $32.17 $32.17 500
29/05/2026 $32.09 $32.09 $32.09 $32.09 600
28/05/2026 $31.83 $32.02 $31.83 $32.02 1,100
27/05/2026 $31.80 $31.81 $31.80 $31.81 1,400
26/05/2026 $31.86 $31.86 $31.86 $31.86 0
22/05/2026 $31.74 $31.74 $31.66 $31.66 1,400
21/05/2026 $31.36 $31.54 $31.34 $31.54 30,000
20/05/2026 $31.49 $31.49 $31.48 $31.48 300
19/05/2026 $31.17 $31.17 $31.15 $31.15 3,900