Summary
SEPW
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 10.11% Volatility 8.12% Sharpe 0.87
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER20 SEP ETF

Symbol: SEPW

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/08/2023

Latest date: 17/07/2026

Current price: $33.48

Expense ratio: 0.74%

Assets under management
$105.3M
-0.04% 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

0.78%

Ann. -11.02% (Sharpe / Sortino numerator)

Volatility

7.84%

Sharpe ratio

-1.868

VaR 95%

-0.69%

CVaR 95%: -0.78%
Max drawdown: -2.83%
Sortino ratio: -3.639
Calmar ratio: -3.89

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

2.49%

Ann. -2.15% (Sharpe / Sortino numerator)

Volatility

6.03%

Sharpe ratio

-0.959

VaR 95%

-0.66%

CVaR 95%: -0.77%
Max drawdown: -3.19%
Sortino ratio: -1.460
Calmar ratio: -0.67

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

5.17%

Ann. 2.22% (Sharpe / Sortino numerator)

Volatility

5.56%

Sharpe ratio

-0.253

VaR 95%

-0.64%

CVaR 95%: -0.80%
Max drawdown: -3.19%
Sortino ratio: -0.354
Calmar ratio: 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

10.11%

Ann. 10.69% (Sharpe / Sortino numerator)

Volatility

8.12%

Sharpe ratio

0.870

VaR 95%

-0.68%

CVaR 95%: -1.18%
Max drawdown: -3.79%
Sortino ratio: 1.007
Calmar ratio: 2.83

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

19.82%

Ann. 8.24% (Sharpe / Sortino numerator)

Volatility

6.87%

Sharpe ratio

0.672

VaR 95%

-0.63%

CVaR 95%: -1.03%
Max drawdown: -8.43%
Sortino ratio: 0.774
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

33.46%

Ann. 10.79% (Sharpe / Sortino numerator)

Volatility

6.59%

Sharpe ratio

1.093

VaR 95%

-0.62%

CVaR 95%: -0.96%
Max drawdown: -8.43%
Sortino ratio: 1.323
Calmar ratio: 1.28

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.039%

Best day

1.273%

31/03/2026
Worst day

-1.044%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $33.50 $33.50 $33.46 $33.48 2,800
16/07/2026 $33.48 $33.55 $33.48 $33.52 3,800
15/07/2026 $33.55 $33.55 $33.52 $33.54 7,800
14/07/2026 $33.52 $33.55 $33.52 $33.52 5,500
13/07/2026 $33.51 $33.52 $33.48 $33.49 4,000
10/07/2026 $33.50 $33.54 $33.50 $33.53 5,700
09/07/2026 $33.46 $33.50 $33.45 $33.50 900
08/07/2026 $33.42 $33.45 $33.39 $33.45 3,800
07/07/2026 $33.47 $33.49 $33.43 $33.45 4,900
06/07/2026 $33.45 $33.49 $33.45 $33.49 9,700