Summary
OCTU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.46% Volatility 10.80% Sharpe 0.78
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER15 UNCAPPED OCT ETF

Symbol: OCTU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2024

Latest date: 20/07/2026

Current price: $30.16

Expense ratio: 0.74%

Assets under management
$60.7M
-0.75% 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

-0.61%

Ann. -24.75% (Sharpe / Sortino numerator)

Volatility

10.57%

Sharpe ratio

-2.685

VaR 95%

-1.00%

CVaR 95%: -1.02%
Max drawdown: -4.53%
Sortino ratio: -5.311
Calmar ratio: -5.46

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.

Period total return

3.46%

Ann. -9.54% (Sharpe / Sortino numerator)

Volatility

9.19%

Sharpe ratio

-1.433

VaR 95%

-1.00%

CVaR 95%: -1.09%
Max drawdown: -5.92%
Sortino ratio: -2.285
Calmar ratio: -1.61

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

6.49%

Ann. -2.47% (Sharpe / Sortino numerator)

Volatility

9.20%

Sharpe ratio

-0.662

VaR 95%

-1.00%

CVaR 95%: -1.23%
Max drawdown: -5.92%
Sortino ratio: -0.946
Calmar ratio: -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

13.46%

Ann. 12.02% (Sharpe / Sortino numerator)

Volatility

10.80%

Sharpe ratio

0.777

VaR 95%

-0.97%

CVaR 95%: -1.48%
Max drawdown: -5.92%
Sortino ratio: 1.078
Calmar ratio: 2.03

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

21.31%

Ann. 12.82% (Sharpe / Sortino numerator)

Volatility

10.56%

Sharpe ratio

0.873

VaR 95%

-1.01%

CVaR 95%: -1.43%
Max drawdown: -11.24%
Sortino ratio: 1.248
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.

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

0.052%

Best day

1.926%

29/06/2026
Worst day

-2.154%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.39 $30.39 $30.16 $30.16 2,400
17/07/2026 $30.32 $30.32 $30.21 $30.24 600
16/07/2026 $30.58 $30.58 $30.44 $30.48 4,100
15/07/2026 $30.61 $30.63 $30.59 $30.63 5,600
14/07/2026 $30.50 $30.61 $30.50 $30.59 5,000
13/07/2026 $30.34 $30.54 $30.34 $30.43 2,400
10/07/2026 $30.64 $30.64 $30.64 $30.64 100
09/07/2026 $30.42 $30.50 $30.41 $30.50 5,300
08/07/2026 $30.25 $30.30 $30.08 $30.30 4,400
07/07/2026 $30.42 $30.48 $30.36 $30.38 4,700