Summary
BALT
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 6.95% Volatility 4.48% Sharpe 0.68
Official loaded data — not a live quote.

Innovator Defined Wealth Shield ETF

Symbol: BALT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/06/2021

Latest date: 03/06/2026

Current price: $34.15

Expense ratio: 0.69%

Assets under management
$2.4B
-0.06% 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

0.53%

Ann. -7.82% (Sharpe / Sortino numerator)

Volatility

2.11%

Sharpe ratio

-5.424

VaR 95%

-0.23%

CVaR 95%: -0.28%
Max drawdown: -0.99%
Sortino ratio: -8.740
Calmar ratio: -7.88

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

1.28%

Ann. -0.24% (Sharpe / Sortino numerator)

Volatility

2.37%

Sharpe ratio

-1.632

VaR 95%

-0.32%

CVaR 95%: -0.33%
Max drawdown: -1.15%
Sortino ratio: -2.308
Calmar ratio: -0.21

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

2.81%

Ann. 4.22% (Sharpe / Sortino numerator)

Volatility

2.61%

Sharpe ratio

0.226

VaR 95%

-0.32%

CVaR 95%: -0.35%
Max drawdown: -1.15%
Sortino ratio: 0.344
Calmar ratio: 3.66

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

6.95%

Ann. 6.69% (Sharpe / Sortino numerator)

Volatility

4.48%

Sharpe ratio

0.685

VaR 95%

-0.32%

CVaR 95%: -0.59%
Max drawdown: -2.52%
Sortino ratio: 0.773
Calmar ratio: 2.65

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

15.76%

Ann. 7.15% (Sharpe / Sortino numerator)

Volatility

3.90%

Sharpe ratio

0.904

VaR 95%

-0.33%

CVaR 95%: -0.53%
Max drawdown: -4.89%
Sortino ratio: 1.067
Calmar ratio: 1.46

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

23.58%

Ann. 7.20% (Sharpe / Sortino numerator)

Volatility

3.52%

Sharpe ratio

1.015

VaR 95%

-0.29%

CVaR 95%: -0.47%
Max drawdown: -4.89%
Sortino ratio: 1.230
Calmar ratio: 1.47

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

0.447%

08/04/2026
Worst day

-0.396%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $34.17 $34.18 $34.14 $34.15 460,100
02/06/2026 $34.18 $34.20 $34.14 $34.17 260,900
01/06/2026 $34.16 $34.20 $34.13 $34.16 327,300
29/05/2026 $34.17 $34.17 $34.13 $34.15 372,500
28/05/2026 $34.11 $34.17 $34.11 $34.14 267,600
27/05/2026 $34.10 $34.15 $34.10 $34.13 299,800
26/05/2026 $34.09 $34.14 $34.09 $34.09 195,800
22/05/2026 $34.10 $34.22 $34.07 $34.09 530,600
21/05/2026 $34.12 $34.12 $34.07 $34.12 231,700
20/05/2026 $34.11 $34.11 $34.05 $34.09 245,700