Summary
OCTU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.19% 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: 03/06/2026

Current price: $30.73

Expense ratio: 0.74%

Assets under management
$70.1M
-0.11% 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

4.27%

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

8.58%

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

7.66%

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

20.19%

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

23.60%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

Best day

1.642%

31/03/2026
Worst day

-1.897%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.76 $30.76 $30.73 $30.73 700
02/06/2026 $30.83 $30.89 $30.83 $30.86 13,800
01/06/2026 $30.75 $30.90 $30.75 $30.82 4,700
29/05/2026 $30.77 $30.79 $30.74 $30.79 1,500
28/05/2026 $30.65 $30.69 $30.62 $30.69 2,900
27/05/2026 $30.57 $30.57 $30.51 $30.57 58,700
26/05/2026 $30.60 $30.60 $30.54 $30.58 1,700
22/05/2026 $30.45 $30.45 $30.37 $30.37 1,700
21/05/2026 $30.18 $30.28 $30.13 $30.27 2,000
20/05/2026 $30.01 $30.26 $30.01 $30.26 1,500