Summary
MAYU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.42% Volatility 13.85% Sharpe 0.49
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER15 UNCAPPED MAY ETF

Symbol: MAYU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/04/2024

Latest date: 20/07/2026

Current price: $33.87

Expense ratio: 0.74%

Assets under management
$46.0M
-0.47% 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

-0.60%

Ann. -40.44% (Sharpe / Sortino numerator)

Volatility

16.41%

Sharpe ratio

-2.685

VaR 95%

-1.49%

CVaR 95%: -1.58%
Max drawdown: -7.60%
Sortino ratio: -5.186
Calmar ratio: -5.32

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

3.99%

Ann. -16.32% (Sharpe / Sortino numerator)

Volatility

13.78%

Sharpe ratio

-1.448

VaR 95%

-1.49%

CVaR 95%: -1.70%
Max drawdown: -9.14%
Sortino ratio: -2.286
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

8.28%

Ann. -5.92% (Sharpe / Sortino numerator)

Volatility

12.89%

Sharpe ratio

-0.741

VaR 95%

-1.43%

CVaR 95%: -1.75%
Max drawdown: -9.14%
Sortino ratio: -1.070
Calmar ratio: -0.65

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

15.42%

Ann. 10.37% (Sharpe / Sortino numerator)

Volatility

13.85%

Sharpe ratio

0.487

VaR 95%

-1.38%

CVaR 95%: -2.06%
Max drawdown: -9.14%
Sortino ratio: 0.619
Calmar ratio: 1.14

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

24.83%

Ann. 15.41% (Sharpe / Sortino numerator)

Volatility

13.32%

Sharpe ratio

0.886

VaR 95%

-1.41%

CVaR 95%: -1.95%
Max drawdown: -15.37%
Sortino ratio: 1.159
Calmar ratio: 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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

2.501%

31/03/2026
Worst day

-2.347%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.03 $34.03 $33.87 $33.87 1,500
17/07/2026 $33.90 $34.09 $33.90 $34.00 5,800
16/07/2026 $34.27 $34.35 $34.22 $34.23 6,500
15/07/2026 $34.36 $34.38 $34.23 $34.37 7,800
14/07/2026 $34.26 $34.32 $34.26 $34.30 2,300
13/07/2026 $34.31 $34.31 $34.19 $34.19 900
10/07/2026 $34.29 $34.40 $34.29 $34.40 2,800
09/07/2026 $34.25 $34.25 $34.25 $34.25 100
08/07/2026 $33.91 $34.05 $33.87 $34.05 16,800
07/07/2026 $34.19 $34.19 $34.13 $34.13 1,800