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: 16/07/2026
Current price: $28.45
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
0.06%
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
1.34%
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
1.79%
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
5.16%
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
11.35%
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
16.86%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.02%
Best day
0.635%
Worst day
-0.538%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $28.43 | $28.46 | $28.43 | $28.45 | 4,800 |
| 15/07/2026 | $28.46 | $28.47 | $28.46 | $28.47 | 1,900 |
| 14/07/2026 | $28.52 | $28.52 | $28.48 | $28.48 | 300 |
| 13/07/2026 | $28.43 | $28.43 | $28.43 | $28.43 | 100 |
| 10/07/2026 | $28.40 | $28.45 | $28.40 | $28.45 | 900 |
| 09/07/2026 | $28.37 | $28.43 | $28.37 | $28.43 | 11,200 |
| 08/07/2026 | $28.37 | $28.37 | $28.37 | $28.37 | 100 |
| 07/07/2026 | $28.39 | $28.39 | $28.39 | $28.39 | 100 |
| 06/07/2026 | $28.38 | $28.43 | $28.38 | $28.42 | 2,100 |
| 02/07/2026 | $28.35 | $28.40 | $28.33 | $28.40 | 4,900 |