Summary
SIXF
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 14.10% Volatility 11.01% Sharpe 0.82
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY 6 MONTH BUFFER10 FEB/AUG ETF

Symbol: SIXF

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/01/2024

Latest date: 17/07/2026

Current price: $34.20

Expense ratio: 0.74%

Assets under management
$46.0M
0.00% 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

1.06%

Ann. -21.33% (Sharpe / Sortino numerator)

Volatility

10.80%

Sharpe ratio

-2.312

VaR 95%

-0.97%

CVaR 95%: -1.00%
Max drawdown: -4.27%
Sortino ratio: -4.561
Calmar ratio: -5.00

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

3.66%

Ann. -4.56% (Sharpe / Sortino numerator)

Volatility

8.14%

Sharpe ratio

-1.007

VaR 95%

-0.88%

CVaR 95%: -0.95%
Max drawdown: -4.82%
Sortino ratio: -1.572
Calmar ratio: -0.95

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

7.12%

Ann. 2.88% (Sharpe / Sortino numerator)

Volatility

6.87%

Sharpe ratio

-0.110

VaR 95%

-0.83%

CVaR 95%: -0.94%
Max drawdown: -4.82%
Sortino ratio: -0.155
Calmar ratio: 0.60

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

14.10%

Ann. 12.66% (Sharpe / Sortino numerator)

Volatility

11.01%

Sharpe ratio

0.820

VaR 95%

-0.83%

CVaR 95%: -1.55%
Max drawdown: -5.25%
Sortino ratio: 0.961
Calmar ratio: 2.41

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

27.73%

Ann. 10.42% (Sharpe / Sortino numerator)

Volatility

9.17%

Sharpe ratio

0.741

VaR 95%

-0.83%

CVaR 95%: -1.33%
Max drawdown: -11.25%
Sortino ratio: 0.852
Calmar ratio: 0.93

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

35.86%

Ann. 13.51% (Sharpe / Sortino numerator)

Volatility

8.75%

Sharpe ratio

1.132

VaR 95%

-0.80%

CVaR 95%: -1.25%
Max drawdown: -11.25%
Sortino ratio: 1.319
Calmar ratio: 1.20

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

0.053%

Best day

1.677%

31/03/2026
Worst day

-1.11%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $34.20 $34.20 $34.20 $34.20 100
16/07/2026 $34.33 $34.35 $34.28 $34.30 2,200
15/07/2026 $34.29 $34.36 $34.29 $34.36 800
14/07/2026 $34.31 $34.31 $34.30 $34.31 1,500
13/07/2026 $34.26 $34.26 $34.23 $34.24 900
10/07/2026 $34.32 $34.33 $34.32 $34.33 200
09/07/2026 $34.14 $34.23 $34.14 $34.23 600
08/07/2026 $34.05 $34.15 $34.05 $34.15 900
07/07/2026 $34.19 $34.19 $34.14 $34.19 1,000
06/07/2026 $34.17 $34.22 $34.17 $34.22 1,600