Summary
SIXD
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.45% Volatility 10.47% Sharpe 0.42
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY 6 MONTH BUFFER10 JUN/DEC ETF

Symbol: SIXD

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/05/2024

Latest date: 20/07/2026

Current price: $30.82

Expense ratio: 0.74%

Assets under management
$381.2M
-0.47% 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

0.19%

Ann. -23.92% (Sharpe / Sortino numerator)

Volatility

9.82%

Sharpe ratio

-2.804

VaR 95%

-0.92%

CVaR 95%: -0.94%
Max drawdown: -4.11%
Sortino ratio: -5.067
Calmar ratio: -5.82

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

3.53%

Ann. -6.87% (Sharpe / Sortino numerator)

Volatility

8.28%

Sharpe ratio

-1.268

VaR 95%

-0.91%

CVaR 95%: -1.00%
Max drawdown: -4.69%
Sortino ratio: -1.900
Calmar ratio: -1.46

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

6.95%

Ann. 0.33% (Sharpe / Sortino numerator)

Volatility

6.38%

Sharpe ratio

-0.518

VaR 95%

-0.73%

CVaR 95%: -0.93%
Max drawdown: -4.69%
Sortino ratio: -0.659
Calmar ratio: 0.07

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

11.45%

Ann. 7.99% (Sharpe / Sortino numerator)

Volatility

10.47%

Sharpe ratio

0.417

VaR 95%

-0.73%

CVaR 95%: -1.50%
Max drawdown: -5.33%
Sortino ratio: 0.473
Calmar ratio: 1.50

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

19.88%

Ann. 10.76% (Sharpe / Sortino numerator)

Volatility

9.06%

Sharpe ratio

0.791

VaR 95%

-0.78%

CVaR 95%: -1.29%
Max drawdown: -10.91%
Sortino ratio: 0.933
Calmar ratio: 0.99

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

0.044%

Best day

1.34%

31/03/2026
Worst day

-1.286%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.96 $30.96 $30.77 $30.82 63,200
17/07/2026 $30.72 $30.91 $30.72 $30.83 33,100
16/07/2026 $31.03 $31.07 $30.94 $31.00 36,900
15/07/2026 $31.00 $31.09 $30.98 $31.09 22,200
14/07/2026 $30.95 $31.07 $30.93 $31.06 38,100
13/07/2026 $31.06 $31.06 $30.87 $30.92 35,800
10/07/2026 $31.00 $31.08 $30.93 $31.05 26,400
09/07/2026 $30.88 $30.99 $30.88 $30.96 62,100
08/07/2026 $30.70 $30.84 $30.70 $30.80 34,700
07/07/2026 $30.86 $30.91 $30.79 $30.86 112,700