ALLIANZIM U.S. EQUITY BUFFER20 OCT ETF
Symbol: OCTW
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/09/2020
Latest date: 20/07/2026
Current price: $41.03
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
0.47%
Ann. -15.05% (Sharpe / Sortino numerator)
Volatility
8.17%
Sharpe ratio
-2.287
VaR 95%
-0.70%
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
2.75%
Ann. -3.60% (Sharpe / Sortino numerator)
Volatility
6.42%
Sharpe ratio
-1.126
VaR 95%
-0.70%
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
5.39%
Ann. 1.30% (Sharpe / Sortino numerator)
Volatility
5.79%
Sharpe ratio
-0.403
VaR 95%
-0.64%
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
9.88%
Ann. 9.53% (Sharpe / Sortino numerator)
Volatility
8.03%
Sharpe ratio
0.734
VaR 95%
-0.65%
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
18.38%
Ann. 7.01% (Sharpe / Sortino numerator)
Volatility
6.58%
Sharpe ratio
0.514
VaR 95%
-0.62%
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
34.15%
Ann. 9.93% (Sharpe / Sortino numerator)
Volatility
5.84%
Sharpe ratio
1.080
VaR 95%
-0.52%
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
1.37%
Worst day
-1.062%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.08 | $41.12 | $41.02 | $41.03 | 5,400 |
| 17/07/2026 | $41.09 | $41.09 | $41.01 | $41.01 | 8,700 |
| 16/07/2026 | $41.18 | $41.18 | $41.10 | $41.12 | 10,200 |
| 15/07/2026 | $41.13 | $41.18 | $41.10 | $41.16 | 6,100 |
| 14/07/2026 | $41.07 | $41.16 | $41.07 | $41.13 | 153,200 |
| 13/07/2026 | $41.11 | $41.13 | $41.04 | $41.09 | 16,300 |
| 10/07/2026 | $41.08 | $41.17 | $41.08 | $41.17 | 74,900 |
| 09/07/2026 | $40.98 | $41.10 | $40.98 | $41.08 | 58,500 |
| 08/07/2026 | $40.96 | $40.98 | $40.91 | $40.97 | 18,500 |
| 07/07/2026 | $40.99 | $41.03 | $40.96 | $40.99 | 13,100 |