ALLIANZIM U.S. EQUITY BUFFER20 AUG ETF
Symbol: AUGW
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/07/2023
Latest date: 16/07/2026
Current price: $34.18
Expense ratio: 0.74%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.60%
Ann. -12.57% (Sharpe / Sortino numerator)
Volatility
7.97%
Sharpe ratio
-2.032
VaR 95%
-0.76%
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
2.98%
Ann. -2.72% (Sharpe / Sortino numerator)
Volatility
5.86%
Sharpe ratio
-1.082
VaR 95%
-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
4.56%
Ann. 2.12% (Sharpe / Sortino numerator)
Volatility
5.31%
Sharpe ratio
-0.284
VaR 95%
-0.58%
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
10.61%
Ann. 11.38% (Sharpe / Sortino numerator)
Volatility
8.13%
Sharpe ratio
0.954
VaR 95%
-0.63%
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
21.90%
Ann. 9.26% (Sharpe / Sortino numerator)
Volatility
7.14%
Sharpe ratio
0.788
VaR 95%
-0.67%
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
36.61%
Ann. 11.30% (Sharpe / Sortino numerator)
Volatility
6.91%
Sharpe ratio
1.115
VaR 95%
-0.67%
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.
Average daily return
0.041%
Best day
1.171%
Worst day
-0.913%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $34.18 | $34.18 | $34.18 | $34.18 | 100 |
| 15/07/2026 | $34.15 | $34.19 | $34.15 | $34.19 | 600 |
| 14/07/2026 | $34.17 | $34.18 | $34.15 | $34.18 | 1,500 |
| 13/07/2026 | $34.17 | $34.17 | $34.14 | $34.16 | 3,000 |
| 10/07/2026 | $34.14 | $34.20 | $34.14 | $34.17 | 19,400 |
| 09/07/2026 | $34.10 | $34.15 | $34.10 | $34.15 | 3,200 |
| 08/07/2026 | $34.07 | $34.14 | $34.05 | $34.11 | 2,000 |
| 07/07/2026 | $34.09 | $34.15 | $34.09 | $34.12 | 2,400 |
| 06/07/2026 | $34.07 | $34.12 | $34.07 | $34.12 | 3,000 |
| 02/07/2026 | $34.07 | $34.08 | $34.03 | $34.08 | 1,900 |