AllianzIM U.S. Large Cap Buffer20 Apr ETF

10-Year Study

APRW.US · · US · ETF

Executive Summary: AllianzIM U.S. Large Cap Buffer20 Apr ETF has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 8.0% and an annualized volatility of 4.9%.

1Y CAGR
+11.8%
3Y CAGR
+10.2%
5Y CAGR
+6.8%
10Y CAGR
+7.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
8.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +12.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -2.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.50.40.62.7————————4.3%
20251.50.1-3.8-0.32.51.70.80.90.90.50.60.86.2%
20241.10.80.7-1.62.52.00.71.61.2-0.22.5-0.511.3%
20231.80.40.60.80.52.61.1-0.1-1.4-0.84.71.612.4%
2022-0.4-0.21.3-3.90.6-3.84.0-1.4-3.53.62.1-0.9-2.9%
2021-0.20.60.51.20.40.60.50.6-0.61.4-0.41.05.6%
2020——————1.61.3-0.3-0.62.40.44.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 4.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.2% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-0110161.741949745781
2020-08-0110293.231482163765
2020-09-0110261.750955878137
2020-10-0110203.211095555063
2020-11-0110443.879514323844
2020-12-0110486.41302122991
2021-01-0110465.125799294246
2021-02-0110524.484398922537
2021-03-0110578.111823414307
2021-04-0110702.969567460023
2021-05-0110745.953380983961
2021-06-0110809.405677138342
2021-07-0110866.717428503589
2021-08-0110928.122876394926
2021-09-0110858.530035451411
2021-10-0111005.90311039062
2021-11-0110962.509927214074
2021-12-0111071.402254808047
2022-01-0111022.277896494976
2022-02-0110996.487608380614
2022-03-0111140.99509575156
2022-04-0110705.425785375677
2022-05-0110770.106190487886
2022-06-0110361.145907531582
2022-07-0110779.112322845282
2022-08-0110623.142485201286
2022-09-0110254.300428200655
2022-10-0110625.189333464332
2022-11-0110850.342642399233
2022-12-0110750.04707751005
2023-01-0110945.275464839238
2023-02-0110991.575172549308
2023-03-0111062.805492103258
2023-04-0111152.86681567722
2023-05-0111207.722349126814
2023-06-0111503.28723831045
2023-07-0111630.191830619213
2023-08-0111622.004437567033
2023-09-0111457.84720687086
2023-10-0111362.464077812983
2023-11-0111893.007147594135
2023-12-0112080.498448489017
2024-01-0112209.040519408216
2024-02-0112305.651757423917
2024-03-0112387.525687945701
2024-04-0112186.934558167333
2024-05-0112496.008645887063
2024-06-0112741.221067799801
2024-07-0112829.644912763328
2024-08-0113038.423435593873
2024-09-0113199.919763548089
2024-10-0113178.018487133511
2024-11-0113507.151687831076
2024-12-0113439.605695150605
2025-01-0113646.337369718107
2025-02-0113661.893416517245
2025-03-0113136.672152220013
2025-04-0113102.285101400863
2025-05-0113427.324605572338
2025-06-0113657.799719991157
2025-07-0113770.376374458607
2025-08-0113894.006009546498
2025-09-0114012.723208803083
2025-10-0114076.175504957464
2025-11-0114156.411956868813
2025-12-0114270.626089946698
2026-01-0114336.125234364128
2026-02-0114397.530682255463
2026-03-0114481.45146104029
2026-04-0114878.540024070935
Annual Return Matrix
YearAnnual Return
20210.055785446595877586
2022-0.02902569791088927
20230.12376237623762365
20240.11250423585225344
20250.061833688699360456
20260.04259896729776247
Total Factor Risk
0.04927358011553368
VTI.US Exposure
0.5118160042588341
VEA.US Exposure
-0.024585145596657452
VWO.US Exposure
0.003725673164125917
QQQ.US Exposure
0.21866509695618766
VTV.US Exposure
0.08895101694936013
IJR.US Exposure
-0.05486917557747898
QUAL.US Exposure
-0.1277068308795519
SHV.US Exposure
0.13497571644057035
TLT.US Exposure
-0.006327668847680926
LQD.US Exposure
-0.019986756585669
HYG.US Exposure
0.07838267228529394
GLD.US Exposure
-0.005907252493645356
USO.US Exposure
-0.0008273300124630619
VNQ.US Exposure
-0.018026939379406567
BTC-USD.CC Exposure
-0.00013154220485403853
CPER.US Exposure
0.009019418890916505
VIX.INDX Exposure
0.022686782435122566
UUP.US Exposure
0.019522652711442268
TIP.US Exposure
0.060744332637627255
Idiosyncratic Exposure
0.10987927484792664
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
4.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AllianzIM U.S. Large Cap Buffer20 Apr ETF a high-risk investment?

AllianzIM U.S. Large Cap Buffer20 Apr ETF (APRW.US) has an annualized volatility of 4.9% and experienced a maximum drawdown of 8.0% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of APRW.US?

Over the past 10 years, APRW.US has generated a Compound Annual Growth Rate (CAGR) of 7.1%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on AllianzIM U.S. Large Cap Buffer20 Apr ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest