ALLIANZIM U.S. EQUITY BUFFER10 FEB ETF
Symbol: FEBT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 01/02/2023
Latest date: 20/07/2026
Current price: $41.09
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
0.27%
Ann. -25.14% (Sharpe / Sortino numerator)
Volatility
13.08%
Sharpe ratio
-2.199
VaR 95%
-1.14%
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
3.62%
Ann. -4.92% (Sharpe / Sortino numerator)
Volatility
10.09%
Sharpe ratio
-0.847
VaR 95%
-1.12%
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
7.88%
Ann. 3.38% (Sharpe / Sortino numerator)
Volatility
8.72%
Sharpe ratio
-0.029
VaR 95%
-1.01%
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
15.72%
Ann. 14.62% (Sharpe / Sortino numerator)
Volatility
12.55%
Sharpe ratio
0.876
VaR 95%
-1.03%
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
27.50%
Ann. 10.85% (Sharpe / Sortino numerator)
Volatility
10.30%
Sharpe ratio
0.701
VaR 95%
-1.01%
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
50.96%
Ann. 14.47% (Sharpe / Sortino numerator)
Volatility
9.73%
Sharpe ratio
1.115
VaR 95%
-0.94%
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
0.06%
Best day
2.032%
Worst day
-1.42%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.17 | $41.23 | $41.04 | $41.09 | 10,800 |
| 17/07/2026 | $41.12 | $41.24 | $41.07 | $41.12 | 3,700 |
| 16/07/2026 | $41.41 | $41.47 | $41.27 | $41.34 | 8,700 |
| 15/07/2026 | $41.55 | $41.55 | $41.33 | $41.42 | 4,700 |
| 14/07/2026 | $41.32 | $41.37 | $40.92 | $41.16 | 10,400 |
| 13/07/2026 | $41.29 | $41.32 | $41.23 | $41.24 | 6,700 |
| 10/07/2026 | $41.36 | $41.46 | $41.28 | $41.41 | 5,600 |
| 09/07/2026 | $41.21 | $41.31 | $41.17 | $41.27 | 18,600 |
| 08/07/2026 | $41.04 | $41.12 | $40.96 | $41.12 | 8,600 |
| 07/07/2026 | $41.15 | $41.23 | $41.08 | $41.16 | 3,100 |