ALLIANZIM U.S. EQUITY BUFFER20 FEB ETF
Symbol: FEBW
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 01/02/2023
Latest date: 20/07/2026
Current price: $35.62
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
0.37%
Ann. -15.76% (Sharpe / Sortino numerator)
Volatility
8.68%
Sharpe ratio
-2.234
VaR 95%
-0.81%
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
2.52%
Ann. -3.91% (Sharpe / Sortino numerator)
Volatility
6.57%
Sharpe ratio
-1.148
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
4.73%
Ann. 2.93% (Sharpe / Sortino numerator)
Volatility
5.43%
Sharpe ratio
-0.129
VaR 95%
-0.62%
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
10.59%
Ann. 10.25% (Sharpe / Sortino numerator)
Volatility
8.15%
Sharpe ratio
0.813
VaR 95%
-0.72%
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
19.25%
Ann. 8.11% (Sharpe / Sortino numerator)
Volatility
6.64%
Sharpe ratio
0.674
VaR 95%
-0.61%
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
33.94%
Ann. 10.19% (Sharpe / Sortino numerator)
Volatility
6.24%
Sharpe ratio
1.051
VaR 95%
-0.57%
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
0.041%
Best day
1.375%
Worst day
-0.877%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $35.66 | $35.70 | $35.62 | $35.62 | 6,200 |
| 17/07/2026 | $35.53 | $35.68 | $35.53 | $35.62 | 7,600 |
| 16/07/2026 | $35.75 | $35.78 | $35.67 | $35.73 | 4,000 |
| 15/07/2026 | $35.74 | $35.80 | $35.71 | $35.77 | 6,000 |
| 14/07/2026 | $35.76 | $35.76 | $35.61 | $35.73 | 3,700 |
| 13/07/2026 | $35.73 | $35.73 | $35.64 | $35.66 | 4,300 |
| 10/07/2026 | $35.71 | $35.78 | $35.70 | $35.75 | 8,400 |
| 09/07/2026 | $35.62 | $35.70 | $35.62 | $35.69 | 8,900 |
| 08/07/2026 | $35.57 | $35.62 | $35.50 | $35.59 | 6,200 |
| 07/07/2026 | $35.57 | $35.65 | $35.56 | $35.62 | 7,500 |