Summary
FLJJ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.99% 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: 20/07/2026

Current price: $33.81

Expense ratio: 0.74%

Assets under management
$8.5M
-0.19% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.19%

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

3.19%

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

5.75%

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

10.99%

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

24.53%

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.

Period total return

34.26%

Ann. 13.07% (Sharpe / Sortino numerator)

Volatility

6.26%

Sharpe ratio

1.510

VaR 95%

-0.63%

CVaR 95%: -0.88%
Max drawdown: -6.91%
Sortino ratio: 2.057
Calmar ratio: 1.89

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

0.042%

Best day

1.192%

08/04/2026
Worst day

-0.819%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.88 $33.88 $33.81 $33.81 1,500
17/07/2026 $33.84 $33.84 $33.84 $33.84 100
16/07/2026 $33.95 $33.95 $33.95 $33.95 100
15/07/2026 $34.00 $34.02 $34.00 $34.02 100
14/07/2026 $33.96 $33.98 $33.96 $33.98 200
13/07/2026 $33.97 $33.97 $33.91 $33.91 700
10/07/2026 $34.01 $34.01 $34.01 $34.01 100
09/07/2026 $33.88 $33.94 $33.88 $33.94 4,800
08/07/2026 $33.78 $33.81 $33.78 $33.80 500
07/07/2026 $33.84 $33.84 $33.84 $33.84 100