ALLIANZIM U.S. EQUITY BUFFER10 MAR ETF
Symbol: MART
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/02/2023
Latest date: 20/07/2026
Current price: $41.91
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
0.26%
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
3.43%
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
8.42%
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
15.44%
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
31.05%
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
51.71%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.058%
Best day
2.089%
Worst day
-1.328%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $42.03 | $42.03 | $41.90 | $41.91 | 500 |
| 17/07/2026 | $41.95 | $41.95 | $41.95 | $41.95 | 100 |
| 16/07/2026 | $42.13 | $42.24 | $42.13 | $42.13 | 2,900 |
| 15/07/2026 | $42.17 | $42.24 | $42.17 | $42.24 | 300 |
| 14/07/2026 | $42.15 | $42.17 | $42.15 | $42.17 | 100 |
| 13/07/2026 | $42.03 | $42.03 | $42.03 | $42.03 | 100 |
| 10/07/2026 | $42.21 | $42.21 | $42.21 | $42.21 | 100 |
| 09/07/2026 | $42.05 | $42.10 | $42.05 | $42.10 | 500 |
| 08/07/2026 | $41.92 | $41.92 | $41.92 | $41.92 | 100 |
| 07/07/2026 | $41.93 | $41.97 | $41.93 | $41.97 | 1,000 |