Summary
SIXP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.46% Volatility 11.00% Sharpe 0.91
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY 6 MONTH BUFFER10 MAR/SEP ETF

Symbol: SIXP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/02/2024

Latest date: 20/07/2026

Current price: $33.85

Expense ratio: 0.74%

Assets under management
$43.0M
-0.12% 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

0.52%

Ann. -20.66% (Sharpe / Sortino numerator)

Volatility

11.35%

Sharpe ratio

-2.139

VaR 95%

-0.99%

CVaR 95%: -1.03%
Max drawdown: -4.18%
Sortino ratio: -4.248
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

3.39%

Ann. -1.69% (Sharpe / Sortino numerator)

Volatility

8.57%

Sharpe ratio

-0.621

VaR 95%

-0.96%

CVaR 95%: -1.00%
Max drawdown: -4.48%
Sortino ratio: -0.979
Calmar ratio: -0.38

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

7.45%

Ann. 3.95% (Sharpe / Sortino numerator)

Volatility

7.26%

Sharpe ratio

0.045

VaR 95%

-0.84%

CVaR 95%: -0.98%
Max drawdown: -4.48%
Sortino ratio: 0.063
Calmar ratio: 0.88

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

14.46%

Ann. 13.67% (Sharpe / Sortino numerator)

Volatility

11.00%

Sharpe ratio

0.913

VaR 95%

-0.83%

CVaR 95%: -1.57%
Max drawdown: -5.32%
Sortino ratio: 1.042
Calmar ratio: 2.57

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

27.72%

Ann. 11.40% (Sharpe / Sortino numerator)

Volatility

9.31%

Sharpe ratio

0.834

VaR 95%

-0.83%

CVaR 95%: -1.36%
Max drawdown: -11.28%
Sortino ratio: 0.962
Calmar ratio: 1.01

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

0.055%

Best day

1.731%

31/03/2026
Worst day

-1.147%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.88 $33.93 $33.85 $33.85 3,900
17/07/2026 $33.84 $33.84 $33.84 $33.84 100
16/07/2026 $33.89 $33.94 $33.89 $33.94 200
15/07/2026 $33.95 $33.98 $33.95 $33.98 200
14/07/2026 $33.93 $33.93 $33.92 $33.92 400
13/07/2026 $33.88 $33.88 $33.88 $33.88 100
10/07/2026 $33.92 $33.95 $33.92 $33.95 200
09/07/2026 $33.93 $33.93 $33.90 $33.90 300
08/07/2026 $33.79 $33.80 $33.79 $33.80 100
07/07/2026 $33.84 $33.84 $33.82 $33.82 300