Summary
SIXJ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.90% Volatility 10.31% Sharpe 0.85
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY 6 MONTH BUFFER10 JAN/JUL ETF

Symbol: SIXJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2021

Latest date: 20/07/2026

Current price: $36.45

Expense ratio: 0.74%

Assets under management
$147.9M
-0.50% 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

0.17%

Ann. -20.23% (Sharpe / Sortino numerator)

Volatility

10.64%

Sharpe ratio

-2.243

VaR 95%

-0.97%

CVaR 95%: -0.98%
Max drawdown: -4.10%
Sortino ratio: -4.312
Calmar ratio: -4.94

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

3.37%

Ann. -5.51% (Sharpe / Sortino numerator)

Volatility

8.06%

Sharpe ratio

-1.134

VaR 95%

-0.94%

CVaR 95%: -1.00%
Max drawdown: -4.53%
Sortino ratio: -1.698
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.

Period total return

6.72%

Ann. 2.74% (Sharpe / Sortino numerator)

Volatility

6.53%

Sharpe ratio

-0.137

VaR 95%

-0.85%

CVaR 95%: -0.96%
Max drawdown: -4.53%
Sortino ratio: -0.178
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

12.90%

Ann. 12.38% (Sharpe / Sortino numerator)

Volatility

10.31%

Sharpe ratio

0.849

VaR 95%

-0.84%

CVaR 95%: -1.47%
Max drawdown: -5.22%
Sortino ratio: 0.992
Calmar ratio: 2.37

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

26.95%

Ann. 10.49% (Sharpe / Sortino numerator)

Volatility

8.67%

Sharpe ratio

0.792

VaR 95%

-0.80%

CVaR 95%: -1.25%
Max drawdown: -10.89%
Sortino ratio: 0.927
Calmar ratio: 0.96

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

44.87%

Ann. 12.66% (Sharpe / Sortino numerator)

Volatility

8.30%

Sharpe ratio

1.088

VaR 95%

-0.75%

CVaR 95%: -1.19%
Max drawdown: -10.89%
Sortino ratio: 1.342
Calmar ratio: 1.16

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

0.049%

Best day

1.638%

31/03/2026
Worst day

-1.072%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $36.63 $36.63 $36.45 $36.45 4,400
17/07/2026 $36.48 $36.56 $36.46 $36.48 8,700
16/07/2026 $36.72 $36.74 $36.60 $36.64 8,500
15/07/2026 $36.71 $36.77 $36.64 $36.75 5,400
14/07/2026 $36.65 $36.70 $36.62 $36.68 13,700
13/07/2026 $36.71 $36.71 $36.55 $36.58 4,900
10/07/2026 $36.70 $36.76 $36.69 $36.72 11,300
09/07/2026 $36.55 $36.65 $36.55 $36.62 3,900
08/07/2026 $36.42 $36.50 $36.34 $36.48 68,100
07/07/2026 $36.56 $36.60 $36.48 $36.52 20,300