Summary
JNEU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 22.43% Volatility 12.41% Sharpe 0.61
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER15 UNCAPPED JUN ETF

Symbol: JNEU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/05/2024

Latest date: 03/06/2026

Current price: $33.37

Expense ratio: 0.74%

Assets under management
$30.2M
-0.62% 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

5.25%

Ann. -37.49% (Sharpe / Sortino numerator)

Volatility

13.62%

Sharpe ratio

-3.019

VaR 95%

-1.24%

CVaR 95%: -1.31%
Max drawdown: -6.58%
Sortino ratio: -5.918
Calmar ratio: -5.69

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

10.54%

Ann. -14.96% (Sharpe / Sortino numerator)

Volatility

12.25%

Sharpe ratio

-1.518

VaR 95%

-1.24%

CVaR 95%: -1.52%
Max drawdown: -8.05%
Sortino ratio: -2.384
Calmar ratio: -1.86

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

9.27%

Ann. -5.48% (Sharpe / Sortino numerator)

Volatility

11.64%

Sharpe ratio

-0.783

VaR 95%

-1.23%

CVaR 95%: -1.59%
Max drawdown: -8.05%
Sortino ratio: -1.130
Calmar ratio: -0.68

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

22.43%

Ann. 11.15% (Sharpe / Sortino numerator)

Volatility

12.41%

Sharpe ratio

0.605

VaR 95%

-1.18%

CVaR 95%: -1.77%
Max drawdown: -8.05%
Sortino ratio: 0.820
Calmar ratio: 1.39

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

33.54%

Ann. 14.67% (Sharpe / Sortino numerator)

Volatility

12.25%

Sharpe ratio

0.905

VaR 95%

-1.19%

CVaR 95%: -1.74%
Max drawdown: -13.54%
Sortino ratio: 1.246
Calmar ratio: 1.08

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

0.083%

Best day

2.119%

08/04/2026
Worst day

-2.201%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $33.58 $33.58 $33.35 $33.37 8,200
02/06/2026 $33.46 $33.54 $33.46 $33.52 37,600
01/06/2026 $33.44 $33.57 $33.24 $33.48 37,300
29/05/2026 $33.44 $33.50 $33.40 $33.47 34,700
28/05/2026 $33.27 $33.42 $33.27 $33.42 2,600
27/05/2026 $33.16 $33.20 $33.09 $33.17 11,700
26/05/2026 $33.21 $33.21 $33.18 $33.18 200
22/05/2026 $33.01 $33.04 $32.96 $32.96 2,400
21/05/2026 $32.64 $32.91 $32.63 $32.83 4,800
20/05/2026 $32.70 $32.76 $32.68 $32.76 1,000