ALLIANZIM U.S. EQUITY BUFFER10 DEC ETF
Symbol: DECT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/11/2022
Latest date: 15/10/2026
Current price: $40.80
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
2.05%
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
3.02%
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
8.78%
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
15.39%
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
27.52%
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
53.69%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.059%
Best day
1.95%
Worst day
-1.434%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $40.59 | $40.80 | $40.59 | $40.80 | 9,600 |
| 14/10/2026 | $40.75 | $40.75 | $40.56 | $40.69 | 6,800 |
| 13/10/2026 | $40.93 | $40.97 | $40.93 | $40.95 | 2,700 |
| 12/10/2026 | $41.00 | $41.00 | $40.90 | $40.92 | 10,900 |
| 09/10/2026 | $40.91 | $40.97 | $40.88 | $40.97 | 5,700 |
| 08/10/2026 | $40.75 | $40.87 | $40.70 | $40.76 | 12,600 |
| 07/10/2026 | $40.76 | $40.88 | $40.74 | $40.86 | 26,800 |
| 06/10/2026 | $40.88 | $40.95 | $40.83 | $40.91 | 7,800 |
| 05/10/2026 | $40.67 | $40.81 | $40.66 | $40.74 | 6,200 |
| 02/10/2026 | $40.47 | $40.63 | $40.47 | $40.58 | 11,000 |