Summary
OCTW
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.88% Volatility 8.03% Sharpe 0.73
Official loaded data — not a live quote.

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%

Assets under management
$321.4M
-0.12% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.47%

Ann. -15.05% (Sharpe / Sortino numerator)

Volatility

8.17%

Sharpe ratio

-2.287

VaR 95%

-0.70%

CVaR 95%: -0.76%
Max drawdown: -3.24%
Sortino ratio: -4.347
Calmar ratio: -4.65

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

2.75%

Ann. -3.60% (Sharpe / Sortino numerator)

Volatility

6.42%

Sharpe ratio

-1.126

VaR 95%

-0.70%

CVaR 95%: -0.78%
Max drawdown: -3.66%
Sortino ratio: -1.769
Calmar ratio: -0.98

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%

CVaR 95%: -0.79%
Max drawdown: -3.66%
Sortino ratio: -0.590
Calmar ratio: 0.35

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%

CVaR 95%: -1.16%
Max drawdown: -3.68%
Sortino ratio: 0.862
Calmar ratio: 2.59

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%

CVaR 95%: -0.98%
Max drawdown: -8.38%
Sortino ratio: 0.585
Calmar ratio: 0.84

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%

CVaR 95%: -0.86%
Max drawdown: -8.38%
Sortino ratio: 1.237
Calmar ratio: 1.19

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

0.038%

Best day

1.37%

31/03/2026
Worst day

-1.062%

10/10/2025
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