Summary
NVBT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.81% Volatility 12.58% Sharpe 0.67
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER10 NOV ETF

Symbol: NVBT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/10/2022

Latest date: 20/07/2026

Current price: $39.52

Expense ratio: 0.74%

Assets under management
$30.7M
-0.23% 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

0.08%

Ann. -27.73% (Sharpe / Sortino numerator)

Volatility

13.06%

Sharpe ratio

-2.401

VaR 95%

-1.14%

CVaR 95%: -1.21%
Max drawdown: -5.37%
Sortino ratio: -4.638
Calmar ratio: -5.17

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

3.96%

Ann. -9.26% (Sharpe / Sortino numerator)

Volatility

10.50%

Sharpe ratio

-1.228

VaR 95%

-1.12%

CVaR 95%: -1.26%
Max drawdown: -6.20%
Sortino ratio: -1.940
Calmar ratio: -1.49

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

7.75%

Ann. -0.96% (Sharpe / Sortino numerator)

Volatility

9.02%

Sharpe ratio

-0.509

VaR 95%

-1.04%

CVaR 95%: -1.19%
Max drawdown: -6.20%
Sortino ratio: -0.733
Calmar ratio: -0.16

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

13.81%

Ann. 12.05% (Sharpe / Sortino numerator)

Volatility

12.58%

Sharpe ratio

0.669

VaR 95%

-1.05%

CVaR 95%: -1.79%
Max drawdown: -6.20%
Sortino ratio: 0.794
Calmar ratio: 1.94

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

26.22%

Ann. 8.93% (Sharpe / Sortino numerator)

Volatility

10.10%

Sharpe ratio

0.524

VaR 95%

-0.98%

CVaR 95%: -1.51%
Max drawdown: -12.90%
Sortino ratio: 0.583
Calmar ratio: 0.69

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

36.22%

Ann. 10.69% (Sharpe / Sortino numerator)

Volatility

9.69%

Sharpe ratio

0.729

VaR 95%

-0.96%

CVaR 95%: -1.44%
Max drawdown: -12.90%
Sortino ratio: 0.875
Calmar ratio: 0.83

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

0.053%

Best day

2.125%

31/03/2026
Worst day

-1.491%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $39.61 $39.61 $39.52 $39.52 400
17/07/2026 $39.59 $39.59 $39.59 $39.59 100
16/07/2026 $39.77 $39.91 $39.73 $39.81 4,400
15/07/2026 $39.81 $39.94 $39.81 $39.94 700
14/07/2026 $39.87 $39.87 $39.87 $39.87 100
13/07/2026 $39.84 $39.84 $39.76 $39.76 1,600
10/07/2026 $39.80 $39.90 $39.80 $39.90 400
09/07/2026 $39.76 $39.80 $39.76 $39.80 2,500
08/07/2026 $39.38 $39.56 $39.38 $39.56 2,800
07/07/2026 $39.64 $39.64 $39.64 $39.64 100