Summary
AUGW
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 13.51% Volatility 8.13% Sharpe 0.95
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER20 AUG ETF

Symbol: AUGW

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/07/2023

Latest date: 02/06/2026

Current price: $33.92

Expense ratio: 0.74%

Assets under management
$138.0M
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

1.50%

Ann. -12.57% (Sharpe / Sortino numerator)

Volatility

7.97%

Sharpe ratio

-2.032

VaR 95%

-0.76%

CVaR 95%: -0.80%
Max drawdown: -2.85%
Sortino ratio: -3.662
Calmar ratio: -4.41

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

3.61%

Ann. -2.72% (Sharpe / Sortino numerator)

Volatility

5.86%

Sharpe ratio

-1.082

VaR 95%

-0.71%

CVaR 95%: -0.77%
Max drawdown: -3.20%
Sortino ratio: -1.616
Calmar ratio: -0.85

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

5.10%

Ann. 2.12% (Sharpe / Sortino numerator)

Volatility

5.31%

Sharpe ratio

-0.284

VaR 95%

-0.58%

CVaR 95%: -0.74%
Max drawdown: -3.20%
Sortino ratio: -0.410
Calmar ratio: 0.66

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

13.51%

Ann. 11.38% (Sharpe / Sortino numerator)

Volatility

8.13%

Sharpe ratio

0.954

VaR 95%

-0.63%

CVaR 95%: -1.16%
Max drawdown: -3.68%
Sortino ratio: 1.157
Calmar ratio: 3.10

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

22.91%

Ann. 9.26% (Sharpe / Sortino numerator)

Volatility

7.14%

Sharpe ratio

0.788

VaR 95%

-0.67%

CVaR 95%: -1.06%
Max drawdown: -8.75%
Sortino ratio: 0.944
Calmar ratio: 1.06

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

35.57%

Ann. 11.30% (Sharpe / Sortino numerator)

Volatility

6.91%

Sharpe ratio

1.115

VaR 95%

-0.67%

CVaR 95%: -0.99%
Max drawdown: -8.75%
Sortino ratio: 1.404
Calmar ratio: 1.29

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

0.051%

Best day

1.171%

31/03/2026
Worst day

-0.913%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $33.92 $33.92 $33.88 $33.92 1,400
01/06/2026 $33.87 $33.91 $33.87 $33.91 18,300
29/05/2026 $33.86 $33.89 $33.86 $33.89 2,400
28/05/2026 $33.81 $33.87 $33.81 $33.87 300
27/05/2026 $33.77 $33.85 $33.77 $33.84 2,200
26/05/2026 $33.79 $33.83 $33.79 $33.83 1,100
22/05/2026 $33.34 $33.80 $33.34 $33.79 1,200
21/05/2026 $33.73 $33.76 $33.73 $33.76 800
20/05/2026 $33.72 $33.72 $33.70 $33.72 800
19/05/2026 $33.66 $33.69 $33.63 $33.63 2,600