Summary
JULU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 21.68% 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: 03/06/2026

Current price: $32.30

Expense ratio: 0.74%

Assets under management
$152.1M
-0.31% 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

4.71%

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

9.57%

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

8.46%

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

21.68%

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

28.79%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.08%

Best day

1.866%

31/03/2026
Worst day

-1.99%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $32.40 $32.40 $32.30 $32.30 2,400
02/06/2026 $32.49 $32.60 $32.49 $32.54 1,700
01/06/2026 $32.55 $32.58 $32.39 $32.53 3,700
29/05/2026 $32.48 $32.48 $32.40 $32.47 4,700
28/05/2026 $32.27 $32.38 $32.27 $32.34 4,500
27/05/2026 $32.19 $32.25 $32.15 $32.20 10,200
26/05/2026 $32.23 $32.23 $32.10 $32.15 2,100
22/05/2026 $31.99 $32.09 $31.99 $32.00 700
21/05/2026 $31.69 $31.90 $31.65 $31.90 1,700
20/05/2026 $31.67 $31.85 $31.67 $31.77 1,900