Summary
SEPT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.28% Volatility 12.33% Sharpe 0.93
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER10 SEP ETF

Symbol: SEPT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/08/2023

Latest date: 20/07/2026

Current price: $37.63

Expense ratio: 0.74%

Assets under management
$32.8M
-0.07% 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

0.68%

Ann. -23.83% (Sharpe / Sortino numerator)

Volatility

12.41%

Sharpe ratio

-2.213

VaR 95%

-1.21%

CVaR 95%: -1.29%
Max drawdown: -4.75%
Sortino ratio: -4.081
Calmar ratio: -5.02

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

3.81%

Ann. -6.61% (Sharpe / Sortino numerator)

Volatility

9.52%

Sharpe ratio

-1.075

VaR 95%

-1.03%

CVaR 95%: -1.21%
Max drawdown: -5.39%
Sortino ratio: -1.631
Calmar ratio: -1.23

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

7.50%

Ann. 0.59% (Sharpe / Sortino numerator)

Volatility

8.49%

Sharpe ratio

-0.359

VaR 95%

-0.95%

CVaR 95%: -1.19%
Max drawdown: -5.39%
Sortino ratio: -0.498
Calmar ratio: 0.11

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

15.28%

Ann. 15.07% (Sharpe / Sortino numerator)

Volatility

12.33%

Sharpe ratio

0.928

VaR 95%

-1.00%

CVaR 95%: -1.79%
Max drawdown: -5.51%
Sortino ratio: 1.119
Calmar ratio: 2.73

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

28.45%

Ann. 11.29% (Sharpe / Sortino numerator)

Volatility

10.50%

Sharpe ratio

0.730

VaR 95%

-0.96%

CVaR 95%: -1.55%
Max drawdown: -12.83%
Sortino ratio: 0.876
Calmar ratio: 0.88

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

50.21%

Ann. 15.63% (Sharpe / Sortino numerator)

Volatility

10.06%

Sharpe ratio

1.197

VaR 95%

-0.94%

CVaR 95%: -1.43%
Max drawdown: -12.83%
Sortino ratio: 1.499
Calmar ratio: 1.22

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

0.058%

Best day

1.962%

31/03/2026
Worst day

-1.587%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $37.66 $37.67 $37.63 $37.63 2,500
17/07/2026 $37.62 $37.62 $37.62 $37.62 100
16/07/2026 $37.74 $37.74 $37.74 $37.74 100
15/07/2026 $37.78 $37.78 $37.78 $37.78 800
14/07/2026 $37.66 $37.76 $37.66 $37.76 2,500
13/07/2026 $37.68 $37.68 $37.68 $37.68 100
10/07/2026 $37.76 $37.80 $37.74 $37.80 800
09/07/2026 $37.70 $37.70 $37.70 $37.70 100
08/07/2026 $37.53 $37.61 $37.53 $37.61 600
07/07/2026 $37.67 $37.67 $37.57 $37.62 5,000