ALLIANZIM U.S. EQUITY BUFFER10 MAR ETF
Symbol: MART
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/02/2023
Latest date: 15/10/2026
Current price: $43.37
Expense ratio: 0.74%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.54%
Ann. -26.15% (Sharpe / Sortino numerator)
Volatility
13.10%
Sharpe ratio
-2.274
VaR 95%
-1.19%
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
2.67%
Ann. -1.69% (Sharpe / Sortino numerator)
Volatility
9.40%
Sharpe ratio
-0.566
VaR 95%
-1.01%
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
7.65%
Ann. 4.60% (Sharpe / Sortino numerator)
Volatility
7.92%
Sharpe ratio
0.123
VaR 95%
-0.96%
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
15.34%
Ann. 14.66% (Sharpe / Sortino numerator)
Volatility
12.14%
Sharpe ratio
0.909
VaR 95%
-0.97%
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
31.11%
Ann. 12.82% (Sharpe / Sortino numerator)
Volatility
10.70%
Sharpe ratio
0.859
VaR 95%
-1.00%
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
58.91%
Ann. 14.62% (Sharpe / Sortino numerator)
Volatility
9.70%
Sharpe ratio
1.134
VaR 95%
-0.93%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.058%
Best day
2.089%
Worst day
-1.285%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $43.27 | $43.37 | $43.27 | $43.37 | 400 |
| 14/10/2026 | $43.28 | $43.28 | $43.28 | $43.28 | 100 |
| 13/10/2026 | $43.44 | $43.49 | $43.44 | $43.49 | 900 |
| 12/10/2026 | $43.48 | $43.48 | $43.48 | $43.48 | 100 |
| 09/10/2026 | $43.40 | $43.49 | $43.40 | $43.49 | 500 |
| 08/10/2026 | $43.37 | $43.37 | $43.29 | $43.33 | 1,900 |
| 07/10/2026 | $43.42 | $43.42 | $43.42 | $43.42 | 100 |
| 06/10/2026 | $43.40 | $43.45 | $43.39 | $43.45 | 1,400 |
| 05/10/2026 | $43.33 | $43.33 | $43.32 | $43.33 | 800 |
| 02/10/2026 | $43.19 | $43.19 | $43.19 | $43.19 | 200 |