ALLIANZIM U.S. EQUITY BUFFER10 DEC ETF
Symbol: DECT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/11/2022
Latest date: 20/07/2026
Current price: $39.22
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
0.16%
Ann. -27.17% (Sharpe / Sortino numerator)
Volatility
12.85%
Sharpe ratio
-2.397
VaR 95%
-1.22%
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
3.77%
Ann. -9.33% (Sharpe / Sortino numerator)
Volatility
10.36%
Sharpe ratio
-1.250
VaR 95%
-1.17%
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
7.65%
Ann. 1.40% (Sharpe / Sortino numerator)
Volatility
10.05%
Sharpe ratio
-0.222
VaR 95%
-1.17%
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
16.09%
Ann. 14.56% (Sharpe / Sortino numerator)
Volatility
12.85%
Sharpe ratio
0.851
VaR 95%
-1.15%
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
25.37%
Ann. 9.23% (Sharpe / Sortino numerator)
Volatility
10.53%
Sharpe ratio
0.532
VaR 95%
-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
42.82%
Ann. 12.32% (Sharpe / Sortino numerator)
Volatility
10.00%
Sharpe ratio
0.869
VaR 95%
-0.98%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.061%
Best day
1.95%
Worst day
-1.98%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $39.32 | $39.39 | $39.22 | $39.22 | 4,800 |
| 17/07/2026 | $39.27 | $39.37 | $39.22 | $39.29 | 3,400 |
| 16/07/2026 | $39.46 | $39.58 | $39.38 | $39.48 | 11,200 |
| 15/07/2026 | $39.55 | $39.62 | $39.50 | $39.60 | 5,200 |
| 14/07/2026 | $39.52 | $39.54 | $39.45 | $39.51 | 5,200 |
| 13/07/2026 | $39.37 | $39.46 | $39.37 | $39.40 | 3,200 |
| 10/07/2026 | $39.54 | $39.61 | $39.45 | $39.57 | 4,900 |
| 09/07/2026 | $39.20 | $39.48 | $39.20 | $39.45 | 9,300 |
| 08/07/2026 | $39.20 | $39.27 | $39.12 | $39.25 | 9,700 |
| 07/07/2026 | $39.28 | $39.38 | $39.23 | $39.32 | 13,900 |