ALLIANZIM U.S. EQUITY BUFFER20 MAY ETF
Symbol: MAYW
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/04/2023
Latest date: 20/07/2026
Current price: $34.80
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. 1.83% (Sharpe / Sortino numerator)
Volatility
5.17%
Sharpe ratio
-0.348
VaR 95%
-0.42%
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
1.81%
Ann. 3.87% (Sharpe / Sortino numerator)
Volatility
3.62%
Sharpe ratio
0.066
VaR 95%
-0.37%
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
3.69%
Ann. 5.54% (Sharpe / Sortino numerator)
Volatility
3.16%
Sharpe ratio
0.605
VaR 95%
-0.34%
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
7.72%
Ann. 10.04% (Sharpe / Sortino numerator)
Volatility
9.18%
Sharpe ratio
0.698
VaR 95%
-0.37%
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
18.50%
Ann. 10.23% (Sharpe / Sortino numerator)
Volatility
7.36%
Sharpe ratio
0.896
VaR 95%
-0.42%
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
33.59%
Ann. 11.01% (Sharpe / Sortino numerator)
Volatility
6.59%
Sharpe ratio
1.123
VaR 95%
-0.46%
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
0.03%
Best day
0.866%
Worst day
-0.861%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $34.86 | $34.93 | $34.70 | $34.80 | 14,700 |
| 17/07/2026 | $34.60 | $34.92 | $34.60 | $34.82 | 16,500 |
| 16/07/2026 | $35.01 | $35.08 | $34.90 | $34.94 | 19,700 |
| 15/07/2026 | $34.99 | $35.03 | $34.94 | $35.03 | 16,900 |
| 14/07/2026 | $34.89 | $35.01 | $34.77 | $34.94 | 27,400 |
| 13/07/2026 | $34.98 | $35.02 | $34.86 | $34.87 | 20,800 |
| 10/07/2026 | $34.95 | $35.02 | $34.94 | $34.97 | 34,900 |
| 09/07/2026 | $34.86 | $34.94 | $34.85 | $34.89 | 30,000 |
| 08/07/2026 | $34.73 | $34.88 | $34.70 | $34.80 | 20,400 |
| 07/07/2026 | $34.85 | $34.90 | $34.78 | $34.82 | 23,800 |