ALLIANZIM U.S. EQUITY BUFFER10 MAY ETF
Symbol: MAYT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/04/2023
Latest date: 15/10/2026
Current price: $40.23
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
1.60%
Ann. -3.67% (Sharpe / Sortino numerator)
Volatility
9.71%
Sharpe ratio
-0.751
VaR 95%
-0.86%
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
2.46%
Ann. 2.35% (Sharpe / Sortino numerator)
Volatility
6.45%
Sharpe ratio
-0.198
VaR 95%
-0.63%
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
6.20%
Ann. 5.69% (Sharpe / Sortino numerator)
Volatility
5.42%
Sharpe ratio
0.379
VaR 95%
-0.57%
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
11.56%
Ann. 12.33% (Sharpe / Sortino numerator)
Volatility
11.96%
Sharpe ratio
0.727
VaR 95%
-0.62%
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
23.18%
Ann. 12.38% (Sharpe / Sortino numerator)
Volatility
9.99%
Sharpe ratio
0.875
VaR 95%
-0.77%
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
53.55%
Ann. 15.03% (Sharpe / Sortino numerator)
Volatility
9.21%
Sharpe ratio
1.240
VaR 95%
-0.79%
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.
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
0.044%
Best day
1.737%
Worst day
-1.309%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $39.98 | $40.29 | $39.98 | $40.23 | 25,000 |
| 14/10/2026 | $40.09 | $40.17 | $40.08 | $40.13 | 7,700 |
| 13/10/2026 | $40.35 | $40.45 | $40.35 | $40.39 | 9,300 |
| 12/10/2026 | $40.44 | $40.48 | $40.36 | $40.41 | 13,400 |
| 09/10/2026 | $40.33 | $40.46 | $40.33 | $40.41 | 11,000 |
| 08/10/2026 | $40.33 | $40.38 | $40.21 | $40.25 | 21,300 |
| 07/10/2026 | $40.22 | $40.37 | $40.22 | $40.37 | 27,800 |
| 06/10/2026 | $40.36 | $40.46 | $40.35 | $40.41 | 12,100 |
| 05/10/2026 | $40.15 | $40.31 | $40.15 | $40.24 | 13,700 |
| 02/10/2026 | $40.18 | $40.18 | $40.04 | $40.07 | 16,600 |