ALLIANZIM U.S. EQUITY BUFFER20 NOV ETF
Symbol: NVBW
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/10/2022
Latest date: 20/07/2026
Current price: $35.66
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
0.36%
Ann. -17.36% (Sharpe / Sortino numerator)
Volatility
8.90%
Sharpe ratio
-2.358
VaR 95%
-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.
Period total return
2.92%
Ann. -4.71% (Sharpe / Sortino numerator)
Volatility
7.16%
Sharpe ratio
-1.164
VaR 95%
-0.75%
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
5.72%
Ann. 0.81% (Sharpe / Sortino numerator)
Volatility
5.95%
Sharpe ratio
-0.475
VaR 95%
-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
9.83%
Ann. 8.78% (Sharpe / Sortino numerator)
Volatility
8.35%
Sharpe ratio
0.616
VaR 95%
-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
19.29%
Ann. 7.03% (Sharpe / Sortino numerator)
Volatility
6.66%
Sharpe ratio
0.511
VaR 95%
-0.61%
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
26.84%
Ann. 8.26% (Sharpe / Sortino numerator)
Volatility
6.54%
Sharpe ratio
0.707
VaR 95%
-0.61%
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
0.038%
Best day
1.371%
Worst day
-1.033%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $35.72 | $35.72 | $35.66 | $35.66 | 1,600 |
| 17/07/2026 | $35.67 | $35.67 | $35.67 | $35.67 | 100 |
| 16/07/2026 | $35.78 | $35.78 | $35.78 | $35.78 | 100 |
| 15/07/2026 | $35.83 | $35.83 | $35.83 | $35.83 | 100 |
| 14/07/2026 | $35.80 | $35.80 | $35.80 | $35.80 | 100 |
| 13/07/2026 | $35.75 | $35.75 | $35.73 | $35.73 | 1,500 |
| 10/07/2026 | $35.82 | $35.82 | $35.82 | $35.82 | 100 |
| 09/07/2026 | $35.71 | $35.76 | $35.71 | $35.75 | 1,000 |
| 08/07/2026 | $35.62 | $35.65 | $35.53 | $35.65 | 800 |
| 07/07/2026 | $35.62 | $35.70 | $35.62 | $35.68 | 3,700 |