Summary
SIXO
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 7.90% Volatility 9.81% Sharpe 0.36
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY 6 MONTH BUFFER10 APR/OCT ETF

Symbol: SIXO

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2021

Latest date: 17/07/2026

Current price: $35.94

Expense ratio: 0.74%

Assets under management
$127.3M
-0.14% 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

0.70%

Ann. -28.08% (Sharpe / Sortino numerator)

Volatility

6.35%

Sharpe ratio

-4.995

VaR 95%

-0.73%

CVaR 95%: -0.79%
Max drawdown: -3.34%
Sortino ratio: -7.192
Calmar ratio: -8.42

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

2.45%

Ann. -8.57% (Sharpe / Sortino numerator)

Volatility

6.97%

Sharpe ratio

-1.749

VaR 95%

-0.73%

CVaR 95%: -0.94%
Max drawdown: -4.13%
Sortino ratio: -2.580
Calmar ratio: -2.07

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

3.87%

Ann. -0.09% (Sharpe / Sortino numerator)

Volatility

6.65%

Sharpe ratio

-0.560

VaR 95%

-0.73%

CVaR 95%: -0.96%
Max drawdown: -4.13%
Sortino ratio: -0.758
Calmar ratio: -0.02

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

7.90%

Ann. 7.12% (Sharpe / Sortino numerator)

Volatility

9.81%

Sharpe ratio

0.356

VaR 95%

-0.73%

CVaR 95%: -1.47%
Max drawdown: -4.91%
Sortino ratio: 0.384
Calmar ratio: 1.45

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

16.57%

Ann. 7.45% (Sharpe / Sortino numerator)

Volatility

8.66%

Sharpe ratio

0.441

VaR 95%

-0.82%

CVaR 95%: -1.32%
Max drawdown: -11.95%
Sortino ratio: 0.507
Calmar ratio: 0.62

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

29.24%

Ann. 9.00% (Sharpe / Sortino numerator)

Volatility

7.74%

Sharpe ratio

0.694

VaR 95%

-0.71%

CVaR 95%: -1.19%
Max drawdown: -11.95%
Sortino ratio: 0.804
Calmar ratio: 0.75

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

0.031%

Best day

1.263%

08/04/2026
Worst day

-1.395%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $35.99 $35.99 $35.93 $35.94 2,900
16/07/2026 $36.04 $36.04 $35.98 $36.02 2,700
15/07/2026 $36.00 $36.06 $36.00 $36.05 9,700
14/07/2026 $36.01 $36.03 $35.99 $36.02 7,000
13/07/2026 $36.00 $36.01 $35.98 $35.98 1,400
10/07/2026 $35.98 $36.03 $35.97 $36.03 1,900
09/07/2026 $35.99 $35.99 $35.93 $35.97 2,500
08/07/2026 $35.92 $35.92 $35.84 $35.91 16,900
07/07/2026 $35.92 $35.96 $35.90 $35.91 14,500
06/07/2026 $35.94 $35.95 $35.91 $35.95 17,100