Summary
AOCT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 7.60% Volatility 3.96% Sharpe 0.73
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF - 2 Yr to October 2026

Symbol: AOCT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2024

Latest date: 02/06/2026

Current price: $27.25

Expense ratio: 0.79%

Assets under management
$69.7M
0.04% 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

0.79%

Ann. -6.18% (Sharpe / Sortino numerator)

Volatility

4.50%

Sharpe ratio

-2.181

VaR 95%

-0.39%

CVaR 95%: -0.46%
Max drawdown: -1.53%
Sortino ratio: -4.046
Calmar ratio: -4.05

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

2.10%

Ann. -0.38% (Sharpe / Sortino numerator)

Volatility

3.42%

Sharpe ratio

-1.173

VaR 95%

-0.35%

CVaR 95%: -0.46%
Max drawdown: -1.65%
Sortino ratio: -1.728
Calmar ratio: -0.23

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

3.16%

Ann. 2.00% (Sharpe / Sortino numerator)

Volatility

2.85%

Sharpe ratio

-0.571

VaR 95%

-0.30%

CVaR 95%: -0.40%
Max drawdown: -1.65%
Sortino ratio: -0.820
Calmar ratio: 1.21

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

7.60%

Ann. 6.51% (Sharpe / Sortino numerator)

Volatility

3.96%

Sharpe ratio

0.726

VaR 95%

-0.33%

CVaR 95%: -0.55%
Max drawdown: -1.65%
Sortino ratio: 0.962
Calmar ratio: 3.93

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

9.57%

Ann. 5.57% (Sharpe / Sortino numerator)

Volatility

4.02%

Sharpe ratio

0.489

VaR 95%

-0.35%

CVaR 95%: -0.56%
Max drawdown: -3.71%
Sortino ratio: 0.681
Calmar ratio: 1.50

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.029%

Best day

0.677%

31/03/2026
Worst day

-0.544%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $27.24 $27.25 $27.24 $27.25 2,600
01/06/2026 $27.24 $27.25 $27.24 $27.24 1,500
29/05/2026 $27.25 $27.25 $27.24 $27.24 3,300
28/05/2026 $27.18 $27.23 $27.18 $27.21 900
27/05/2026 $27.20 $27.22 $27.18 $27.22 15,700
26/05/2026 $27.21 $27.21 $27.18 $27.20 6,600
22/05/2026 $27.19 $27.20 $27.17 $27.20 7,300
21/05/2026 $27.15 $27.17 $27.15 $27.17 28,800
20/05/2026 $27.14 $27.16 $27.14 $27.16 26,400
19/05/2026 $27.11 $27.14 $27.11 $27.14 125,200