Summary
MAYT
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.59% Volatility 11.96% Sharpe 0.73
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER10 MAY ETF

Symbol: MAYT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/04/2023

Latest date: 03/06/2026

Current price: $39.04

Expense ratio: 0.74%

Assets under management
$17.1M
-0.28% 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

2.87%

Ann. -3.67% (Sharpe / Sortino numerator)

Volatility

9.71%

Sharpe ratio

-0.751

VaR 95%

-0.86%

CVaR 95%: -0.92%
Max drawdown: -2.53%
Sortino ratio: -1.383
Calmar ratio: -1.45

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

4.99%

Ann. 2.35% (Sharpe / Sortino numerator)

Volatility

6.45%

Sharpe ratio

-0.198

VaR 95%

-0.63%

CVaR 95%: -0.83%
Max drawdown: -2.64%
Sortino ratio: -0.297
Calmar ratio: 0.89

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

6.65%

Ann. 5.69% (Sharpe / Sortino numerator)

Volatility

5.42%

Sharpe ratio

0.379

VaR 95%

-0.57%

CVaR 95%: -0.78%
Max drawdown: -2.64%
Sortino ratio: 0.505
Calmar ratio: 2.15

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

14.59%

Ann. 12.33% (Sharpe / Sortino numerator)

Volatility

11.96%

Sharpe ratio

0.727

VaR 95%

-0.62%

CVaR 95%: -1.73%
Max drawdown: -5.76%
Sortino ratio: 0.764
Calmar ratio: 2.14

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

27.31%

Ann. 12.38% (Sharpe / Sortino numerator)

Volatility

9.99%

Sharpe ratio

0.875

VaR 95%

-0.77%

CVaR 95%: -1.50%
Max drawdown: -11.99%
Sortino ratio: 0.946
Calmar ratio: 1.03

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

52.95%

Ann. 15.03% (Sharpe / Sortino numerator)

Volatility

9.21%

Sharpe ratio

1.240

VaR 95%

-0.79%

CVaR 95%: -1.32%
Max drawdown: -11.99%
Sortino ratio: 1.429
Calmar ratio: 1.25

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

0.055%

Best day

1.737%

31/03/2026
Worst day

-0.98%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $39.15 $39.15 $39.00 $39.04 10,300
02/06/2026 $39.16 $39.18 $39.11 $39.15 8,100
01/06/2026 $39.11 $39.22 $39.04 $39.08 12,100
29/05/2026 $39.04 $39.15 $39.03 $39.09 161,000
28/05/2026 $38.86 $39.11 $38.86 $39.04 17,100
27/05/2026 $38.92 $38.98 $38.86 $38.91 164,300
26/05/2026 $38.88 $38.95 $38.81 $38.89 19,000
22/05/2026 $38.79 $38.87 $38.72 $38.78 8,400
21/05/2026 $38.63 $38.76 $38.51 $38.74 40,600
20/05/2026 $38.59 $38.70 $38.43 $38.66 35,900