Summary
MAYU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 22.67% 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: 03/06/2026

Current price: $34.45

Expense ratio: 0.74%

Assets under management
$29.8M
-0.42% 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

4.16%

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

10.07%

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

8.87%

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

22.67%

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

32.97%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

2.501%

31/03/2026
Worst day

-2.347%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $34.59 $34.59 $34.45 $34.45 4,600
02/06/2026 $34.55 $34.65 $34.47 $34.62 5,700
01/06/2026 $34.55 $34.64 $34.50 $34.56 3,600
29/05/2026 $34.58 $34.58 $34.48 $34.52 2,600
28/05/2026 $34.27 $34.49 $34.27 $34.46 144,100
27/05/2026 $34.28 $34.32 $34.25 $34.27 4,400
26/05/2026 $34.32 $34.35 $34.24 $34.24 21,500
22/05/2026 $34.17 $34.18 $34.05 $34.05 12,500
21/05/2026 $33.81 $33.95 $33.81 $33.94 11,200
20/05/2026 $33.77 $33.91 $33.77 $33.90 6,600