Summary
FLAO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 2.93% Volatility 7.05% Sharpe -0.04
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY 6 MONTH FLOOR5 APR/OCT ETF

Symbol: FLAO

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/03/2024

Latest date: 20/07/2026

Current price: $28.34

Expense ratio: 0.74%

Assets under management
$8.5M
-0.09% 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

0.41%

Ann. -42.71% (Sharpe / Sortino numerator)

Volatility

13.40%

Sharpe ratio

-3.459

VaR 95%

-1.22%

CVaR 95%: -1.40%
Max drawdown: -7.24%
Sortino ratio: -6.200
Calmar ratio: -5.90

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

1.97%

Ann. -15.74% (Sharpe / Sortino numerator)

Volatility

9.87%

Sharpe ratio

-1.962

VaR 95%

-1.16%

CVaR 95%: -1.28%
Max drawdown: -7.60%
Sortino ratio: -2.798
Calmar ratio: -2.07

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

-0.00%

Ann. -5.38% (Sharpe / Sortino numerator)

Volatility

7.77%

Sharpe ratio

-1.160

VaR 95%

-1.02%

CVaR 95%: -1.20%
Max drawdown: -7.60%
Sortino ratio: -1.479
Calmar ratio: -0.71

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

2.93%

Ann. 3.37% (Sharpe / Sortino numerator)

Volatility

7.05%

Sharpe ratio

-0.036

VaR 95%

-0.77%

CVaR 95%: -1.18%
Max drawdown: -7.60%
Sortino ratio: -0.041
Calmar ratio: 0.44

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

8.23%

Ann. 4.65% (Sharpe / Sortino numerator)

Volatility

7.79%

Sharpe ratio

0.132

VaR 95%

-0.86%

CVaR 95%: -1.28%
Max drawdown: -10.12%
Sortino ratio: 0.154
Calmar ratio: 0.46

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.012%

Best day

2.166%

31/03/2026
Worst day

-1.557%

26/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $28.37 $28.38 $28.34 $28.34 700
17/07/2026 $28.34 $28.34 $28.34 $28.34 100
16/07/2026 $28.36 $28.36 $28.36 $28.36 100
15/07/2026 $28.38 $28.38 $28.38 $28.38 100
14/07/2026 $28.40 $28.40 $28.36 $28.36 200
13/07/2026 $28.34 $28.34 $28.34 $28.34 100
10/07/2026 $28.36 $28.36 $28.36 $28.36 100
09/07/2026 $28.32 $28.32 $28.32 $28.32 100
08/07/2026 $28.30 $28.30 $28.30 $28.30 200
07/07/2026 $28.32 $28.32 $28.32 $28.32 100