AllianzIM U.S. Large Cap Buffer20 Jan ETF

Ticker

AZBJ

ISIN

US00888H802

Price

USD 33.51

Change Today

+0.01 / 0.015 %

Price 1 year ago

30.11 / 11.293 %

Morningstar

-

52 Week Low

30.00

52 Week High

33.51

200 Day Moving Average 32.28

32.28

50-day Moving Average

33.26


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.10
Sortino Ratio -0.85
Maximum Drawdown -1.0%
Maximum Drawdown Date 2024-01-04
Calmar Ratio -1.71

1 year

Parameter Value
Return 0.03
Volatility 1.119%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 7.734%
Average Annual Volatility 6.363%
Sharpe Ratio 1.22
Sortino Ratio 1.06
Maximum Drawdown -10.0%
Maximum Drawdown Date 2022-06-16
Calmar Ratio -0.82

Company information

Summary

Under normal market conditions, the fund invests at least 80% of its net assets in instruments with economic characteristics similar to U.S. large cap equity securities. Specifically, the Advisor intends to invest substantially all of the fund's assets in FLexible EXchange Options ("FLEX Options") that reference the S&P 500 Price Index. The fund is non-diversified.

Market

US

Category

Options Trading

Expense Ratio

0.74%

Fund family

AllianzIM

Morningstar
-
Yield
-
Exchange
PCX
Sector Weight
Technology 24.47%
Healthcare 14.55%
Financial services 13.39%
Consumer cyclical 10.67%
Communication services 8.83%
Industrials 8.27%
Consumer defensive 6.95%
Energy 4.77%
Realestate 2.79%
Utilities 2.49%
Basic materials 2.46%
None

Holdings

Symbol Name Allocation
CALL OPTION ON XSP 12/31/2021 244.14 C 7.01%
Call Option On Xsp 12/31/2021 401.56 C 0.95%
Put Option On Xsp 12/31/2021 488.29 P 0.65%
Option on S&P 500 Dec21 0.25%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
DGRW WisdomTree U.S. Quality Dividend Growth Fund IE00BZ56RD9 NGM 0.28% 5 +6.07
FNDX Schwab Fundamental U.S. Large Company Index ETF US808524771 PCX 0.25% 5 +8.30
IHI iShares U.S. Medical Devices ETF US4642888105 PCX 0.39% 5 -2.28
PAVE Global X U.S. Infrastructure Development ETF IE00BLCHJ53 BTS 0.47% 5 +23.28
SCHD Schwab U.S. Dividend Equity ETF US8085247976 PCX 0.06% 5 +7.37

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.