Summary
BAPR
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.12% Volatility 11.84% Sharpe 0.99
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - April

Symbol: BAPR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/03/2019

Latest date: 03/06/2026

Current price: $53.17

Expense ratio: 0.79%

Assets under management
$395.9M
-0.05% 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

2.21%

Ann. 20.42% (Sharpe / Sortino numerator)

Volatility

11.63%

Sharpe ratio

1.444

VaR 95%

-0.73%

CVaR 95%: -0.99%
Max drawdown: -1.89%
Sortino ratio: 2.970
Calmar ratio: 10.78

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

9.85%

Ann. 11.59% (Sharpe / Sortino numerator)

Volatility

7.48%

Sharpe ratio

1.064

VaR 95%

-0.59%

CVaR 95%: -0.80%
Max drawdown: -1.93%
Sortino ratio: 1.766
Calmar ratio: 6.00

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

11.74%

Ann. 10.98% (Sharpe / Sortino numerator)

Volatility

6.13%

Sharpe ratio

1.198

VaR 95%

-0.54%

CVaR 95%: -0.74%
Max drawdown: -1.93%
Sortino ratio: 1.812
Calmar ratio: 5.68

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

20.12%

Ann. 15.41% (Sharpe / Sortino numerator)

Volatility

11.84%

Sharpe ratio

0.995

VaR 95%

-0.63%

CVaR 95%: -1.65%
Max drawdown: -6.04%
Sortino ratio: 1.087
Calmar ratio: 2.55

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

31.47%

Ann. 11.43% (Sharpe / Sortino numerator)

Volatility

11.22%

Sharpe ratio

0.695

VaR 95%

-1.06%

CVaR 95%: -1.72%
Max drawdown: -15.58%
Sortino ratio: 0.800
Calmar ratio: 0.73

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

53.39%

Ann. 13.78% (Sharpe / Sortino numerator)

Volatility

10.19%

Sharpe ratio

0.996

VaR 95%

-0.91%

CVaR 95%: -1.51%
Max drawdown: -15.58%
Sortino ratio: 1.206
Calmar ratio: 0.88

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.

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

0.074%

Best day

2.576%

31/03/2026
Worst day

-1.222%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $53.19 $53.22 $53.11 $53.17 2,700
02/06/2026 $53.29 $53.34 $53.25 $53.29 7,100
01/06/2026 $53.23 $53.31 $53.19 $53.26 3,500
29/05/2026 $53.20 $53.29 $53.19 $53.24 4,900
28/05/2026 $53.03 $53.20 $53.03 $53.15 14,000
27/05/2026 $52.93 $53.09 $52.93 $52.98 5,700
26/05/2026 $52.96 $53.08 $52.94 $52.96 26,300
22/05/2026 $52.91 $52.92 $52.83 $52.83 4,900
21/05/2026 $52.61 $52.81 $52.60 $52.76 7,100
20/05/2026 $52.62 $52.73 $52.54 $52.69 13,300