Summary
JULU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.44% Volatility 11.58% Sharpe 0.71
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER15 UNCAPPED JUL ETF

Symbol: JULU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/06/2024

Latest date: 20/07/2026

Current price: $31.82

Expense ratio: 0.74%

Assets under management
$58.5M
-0.72% 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

-0.44%

Ann. -31.54% (Sharpe / Sortino numerator)

Volatility

11.37%

Sharpe ratio

-3.093

VaR 95%

-1.06%

CVaR 95%: -1.10%
Max drawdown: -5.54%
Sortino ratio: -6.230
Calmar ratio: -5.70

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

4.34%

Ann. -12.59% (Sharpe / Sortino numerator)

Volatility

11.06%

Sharpe ratio

-1.466

VaR 95%

-1.13%

CVaR 95%: -1.40%
Max drawdown: -7.04%
Sortino ratio: -2.287
Calmar ratio: -1.79

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

8.04%

Ann. -4.25% (Sharpe / Sortino numerator)

Volatility

10.69%

Sharpe ratio

-0.737

VaR 95%

-1.13%

CVaR 95%: -1.48%
Max drawdown: -7.04%
Sortino ratio: -1.045
Calmar ratio: -0.60

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

14.44%

Ann. 11.80% (Sharpe / Sortino numerator)

Volatility

11.58%

Sharpe ratio

0.705

VaR 95%

-1.11%

CVaR 95%: -1.66%
Max drawdown: -7.04%
Sortino ratio: 0.948
Calmar ratio: 1.68

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

25.17%

Ann. 13.25% (Sharpe / Sortino numerator)

Volatility

11.58%

Sharpe ratio

0.834

VaR 95%

-1.16%

CVaR 95%: -1.66%
Max drawdown: -12.46%
Sortino ratio: 1.131
Calmar ratio: 1.06

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

0.056%

Best day

1.866%

31/03/2026
Worst day

-2.62%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.05 $32.05 $31.80 $31.82 12,900
17/07/2026 $32.02 $32.02 $31.87 $31.91 3,000
16/07/2026 $32.22 $32.24 $32.05 $32.12 5,400
15/07/2026 $32.28 $32.28 $32.11 $32.25 14,200
14/07/2026 $32.08 $32.20 $32.08 $32.19 26,500
13/07/2026 $32.18 $32.18 $32.08 $32.08 4,300
10/07/2026 $32.20 $32.29 $32.20 $32.28 3,000
09/07/2026 $31.94 $32.20 $31.94 $32.20 16,800
08/07/2026 $31.91 $31.95 $31.76 $31.95 15,200
07/07/2026 $32.06 $32.12 $31.96 $32.02 5,000