Summary
FLJJ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.29% Volatility 6.41% Sharpe 1.24
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY 6 MONTH FLOOR5 JAN/JUL ETF

Symbol: FLJJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/01/2024

Latest date: 03/06/2026

Current price: $33.62

Expense ratio: 0.74%

Assets under management
$22.3M
-0.03% 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

1.88%

Ann. -20.18% (Sharpe / Sortino numerator)

Volatility

7.24%

Sharpe ratio

-3.290

VaR 95%

-0.67%

CVaR 95%: -0.73%
Max drawdown: -3.48%
Sortino ratio: -6.239
Calmar ratio: -5.79

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

4.81%

Ann. -6.02% (Sharpe / Sortino numerator)

Volatility

5.92%

Sharpe ratio

-1.630

VaR 95%

-0.64%

CVaR 95%: -0.73%
Max drawdown: -3.86%
Sortino ratio: -2.487
Calmar ratio: -1.56

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

5.80%

Ann. 1.74% (Sharpe / Sortino numerator)

Volatility

4.95%

Sharpe ratio

-0.381

VaR 95%

-0.60%

CVaR 95%: -0.71%
Max drawdown: -3.86%
Sortino ratio: -0.510
Calmar ratio: 0.45

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

15.29%

Ann. 11.60% (Sharpe / Sortino numerator)

Volatility

6.41%

Sharpe ratio

1.243

VaR 95%

-0.62%

CVaR 95%: -0.88%
Max drawdown: -3.86%
Sortino ratio: 1.675
Calmar ratio: 3.01

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

26.60%

Ann. 10.09% (Sharpe / Sortino numerator)

Volatility

6.39%

Sharpe ratio

1.010

VaR 95%

-0.67%

CVaR 95%: -0.92%
Max drawdown: -6.91%
Sortino ratio: 1.334
Calmar ratio: 1.46

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.057%

Best day

1.192%

08/04/2026
Worst day

-0.977%

13/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $33.63 $33.63 $33.60 $33.62 600
02/06/2026 $33.61 $33.62 $33.61 $33.62 3,400
01/06/2026 $33.99 $33.99 $33.62 $33.62 600
29/05/2026 $33.59 $33.63 $33.59 $33.63 100
28/05/2026 $33.57 $33.60 $33.57 $33.57 3,400
27/05/2026 $33.51 $33.55 $33.51 $33.55 1,100
26/05/2026 $33.51 $33.52 $33.50 $33.52 500
22/05/2026 $33.46 $33.46 $33.44 $33.44 4,900
21/05/2026 $33.36 $33.40 $33.35 $33.40 1,100
20/05/2026 $33.33 $33.36 $33.33 $33.36 1,400