Innovator Equity Defined Protection ETF - 2 Yr to January 2026
Symbol: AJAN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 29/12/2023
Latest date: 15/10/2026
Current price: $28.73
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.82%
Ann. -12.38% (Sharpe / Sortino numerator)
Volatility
4.58%
Sharpe ratio
-3.492
VaR 95%
-0.50%
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
0.90%
Ann. -2.77% (Sharpe / Sortino numerator)
Volatility
3.20%
Sharpe ratio
-1.998
VaR 95%
-0.36%
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
2.19%
Ann. 1.20% (Sharpe / Sortino numerator)
Volatility
2.44%
Sharpe ratio
-0.995
VaR 95%
-0.22%
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
4.46%
Ann. 5.16% (Sharpe / Sortino numerator)
Volatility
4.42%
Sharpe ratio
0.346
VaR 95%
-0.32%
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
10.22%
Ann. 5.61% (Sharpe / Sortino numerator)
Volatility
3.91%
Sharpe ratio
0.506
VaR 95%
-0.30%
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
17.98%
Ann. 6.65% (Sharpe / Sortino numerator)
Volatility
3.84%
Sharpe ratio
0.786
VaR 95%
-0.29%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.018%
Best day
0.635%
Worst day
-0.538%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $28.68 | $28.73 | $28.68 | $28.73 | 500 |
| 14/10/2026 | $28.79 | $28.79 | $28.67 | $28.70 | 1,300 |
| 13/10/2026 | $28.72 | $28.75 | $28.71 | $28.75 | 5,200 |
| 12/10/2026 | $28.72 | $28.76 | $28.72 | $28.76 | 1,800 |
| 09/10/2026 | $28.75 | $28.75 | $28.75 | $28.75 | 100 |
| 08/10/2026 | $28.68 | $28.74 | $28.57 | $28.74 | 20,300 |
| 07/10/2026 | $28.68 | $28.72 | $28.68 | $28.72 | 1,300 |
| 06/10/2026 | $28.65 | $28.75 | $28.65 | $28.70 | 4,300 |
| 05/10/2026 | $28.65 | $28.68 | $28.65 | $28.65 | 1,200 |
| 02/10/2026 | $28.63 | $28.67 | $28.62 | $28.62 | 9,200 |