Summary
AAPR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 8.12% Volatility 5.40% Sharpe 1.18
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF - 2 Yr to April 2026

Symbol: AAPR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/03/2024

Latest date: 16/07/2026

Current price: $29.55

Expense ratio: 0.79%

Assets under management
$72.4M
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

0.24%

Ann. 9.62% (Sharpe / Sortino numerator)

Volatility

2.20%

Sharpe ratio

2.721

VaR 95%

-0.18%

CVaR 95%: -0.19%
Max drawdown: -0.26%
Sortino ratio: 6.496
Calmar ratio: 36.75

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.

Period total return

0.97%

Ann. 6.53% (Sharpe / Sortino numerator)

Volatility

1.82%

Sharpe ratio

1.597

VaR 95%

-0.18%

CVaR 95%: -0.21%
Max drawdown: -0.28%
Sortino ratio: 2.620
Calmar ratio: 23.34

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. 6.75% (Sharpe / Sortino numerator)

Volatility

2.16%

Sharpe ratio

1.444

VaR 95%

-0.19%

CVaR 95%: -0.28%
Max drawdown: -0.81%
Sortino ratio: 2.097
Calmar ratio: 8.28

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

8.12%

Ann. 10.03% (Sharpe / Sortino numerator)

Volatility

5.40%

Sharpe ratio

1.184

VaR 95%

-0.28%

CVaR 95%: -0.73%
Max drawdown: -2.93%
Sortino ratio: 1.241
Calmar ratio: 3.43

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

15.13%

Ann. 8.06% (Sharpe / Sortino numerator)

Volatility

4.92%

Sharpe ratio

0.900

VaR 95%

-0.40%

CVaR 95%: -0.69%
Max drawdown: -5.99%
Sortino ratio: 1.075
Calmar ratio: 1.34

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.031%

Best day

0.727%

08/04/2026
Worst day

-0.508%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $29.52 $29.55 $29.52 $29.55 500
15/07/2026 $29.57 $29.59 $29.54 $29.58 10,600
14/07/2026 $29.58 $29.58 $29.55 $29.55 5,200
13/07/2026 $29.53 $29.55 $29.46 $29.48 1,100
10/07/2026 $29.55 $29.55 $29.55 $29.55 100
09/07/2026 $29.56 $29.59 $29.55 $29.55 2,200
08/07/2026 $29.52 $29.52 $29.45 $29.50 300
07/07/2026 $29.55 $29.55 $29.50 $29.52 2,700
06/07/2026 $29.57 $29.57 $29.55 $29.55 1,500
02/07/2026 $29.57 $29.57 $29.50 $29.50 100