Summary
AJUL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 7.81% Volatility 5.61% Sharpe 0.85
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF - 2 Yr to July 2026

Symbol: AJUL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/06/2024

Latest date: 16/07/2026

Current price: $30.13

Expense ratio: 0.79%

Assets under management
$57.1M
-0.09% 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

0.48%

Ann. -6.39% (Sharpe / Sortino numerator)

Volatility

6.30%

Sharpe ratio

-1.591

VaR 95%

-0.59%

CVaR 95%: -0.63%
Max drawdown: -2.06%
Sortino ratio: -3.085
Calmar ratio: -3.11

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

1.75%

Ann. 0.53% (Sharpe / Sortino numerator)

Volatility

4.39%

Sharpe ratio

-0.706

VaR 95%

-0.44%

CVaR 95%: -0.54%
Max drawdown: -2.19%
Sortino ratio: -1.091
Calmar ratio: 0.24

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

3.21%

Ann. 3.26% (Sharpe / Sortino numerator)

Volatility

3.71%

Sharpe ratio

-0.101

VaR 95%

-0.37%

CVaR 95%: -0.50%
Max drawdown: -2.19%
Sortino ratio: -0.148
Calmar ratio: 1.49

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

7.81%

Ann. 8.41% (Sharpe / Sortino numerator)

Volatility

5.61%

Sharpe ratio

0.853

VaR 95%

-0.40%

CVaR 95%: -0.80%
Max drawdown: -2.35%
Sortino ratio: 1.040
Calmar ratio: 3.58

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

14.84%

Ann. 8.08% (Sharpe / Sortino numerator)

Volatility

5.16%

Sharpe ratio

0.870

VaR 95%

-0.43%

CVaR 95%: -0.72%
Max drawdown: -6.06%
Sortino ratio: 1.126
Calmar ratio: 1.33

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

0.03%

Best day

1.091%

31/03/2026
Worst day

-0.647%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $30.16 $30.16 $30.11 $30.13 20,500
15/07/2026 $30.17 $30.17 $30.13 $30.14 2,400
14/07/2026 $30.11 $30.12 $30.09 $30.11 9,300
13/07/2026 $30.04 $30.10 $30.03 $30.03 11,400
10/07/2026 $30.20 $30.20 $30.07 $30.11 36,200
09/07/2026 $30.07 $30.13 $30.05 $30.09 32,700
08/07/2026 $30.01 $30.05 $29.96 $30.03 19,400
07/07/2026 $30.10 $30.10 $30.05 $30.09 66,900
06/07/2026 $30.10 $30.15 $30.07 $30.12 13,300
02/07/2026 $30.09 $30.11 $29.95 $30.02 37,500