Summary
SIXZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.33% Volatility 9.00% Sharpe 0.35
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY 6 MONTH BUFFER10 MAY/NOV ETF

Symbol: SIXZ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/04/2024

Latest date: 20/07/2026

Current price: $31.52

Expense ratio: 0.74%

Assets under management
$62.3M
-0.38% 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

0.32%

Ann. -24.36% (Sharpe / Sortino numerator)

Volatility

8.54%

Sharpe ratio

-3.278

VaR 95%

-0.76%

CVaR 95%: -0.81%
Max drawdown: -3.79%
Sortino ratio: -6.273
Calmar ratio: -6.43

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

3.68%

Ann. -7.84% (Sharpe / Sortino numerator)

Volatility

7.97%

Sharpe ratio

-1.439

VaR 95%

-0.76%

CVaR 95%: -1.01%
Max drawdown: -4.45%
Sortino ratio: -2.221
Calmar ratio: -1.76

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

6.84%

Ann. -0.86% (Sharpe / Sortino numerator)

Volatility

6.95%

Sharpe ratio

-0.647

VaR 95%

-0.75%

CVaR 95%: -0.95%
Max drawdown: -4.45%
Sortino ratio: -0.889
Calmar ratio: -0.19

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

10.33%

Ann. 6.80% (Sharpe / Sortino numerator)

Volatility

9.00%

Sharpe ratio

0.352

VaR 95%

-0.73%

CVaR 95%: -1.28%
Max drawdown: -4.58%
Sortino ratio: 0.402
Calmar ratio: 1.48

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

19.91%

Ann. 11.24% (Sharpe / Sortino numerator)

Volatility

7.96%

Sharpe ratio

0.959

VaR 95%

-0.72%

CVaR 95%: -1.15%
Max drawdown: -10.27%
Sortino ratio: 1.104
Calmar ratio: 1.10

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

0.04%

Best day

1.225%

31/03/2026
Worst day

-1.285%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.64 $31.66 $31.52 $31.52 2,800
17/07/2026 $31.62 $31.62 $31.57 $31.57 600
16/07/2026 $31.75 $31.75 $31.66 $31.69 1,100
15/07/2026 $31.73 $31.76 $31.66 $31.76 3,000
14/07/2026 $31.69 $31.73 $31.65 $31.68 10,300
13/07/2026 $31.70 $31.70 $31.63 $31.66 2,000
10/07/2026 $31.69 $31.73 $31.69 $31.72 2,600
09/07/2026 $31.61 $31.68 $31.60 $31.63 2,800
08/07/2026 $31.53 $31.55 $31.47 $31.55 4,600
07/07/2026 $31.54 $31.64 $31.53 $31.54 64,700