Summary
BDEC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 17.77% Volatility 13.41% Sharpe 0.84
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - December

Symbol: BDEC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/11/2019

Latest date: 16/07/2026

Current price: $53.51

Expense ratio: 0.79%

Assets under management
$219.4M
-0.17% 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

0.44%

Ann. -27.94% (Sharpe / Sortino numerator)

Volatility

13.18%

Sharpe ratio

-2.396

VaR 95%

-1.26%

CVaR 95%: -1.29%
Max drawdown: -5.64%
Sortino ratio: -4.809
Calmar ratio: -4.96

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

5.44%

Ann. -9.71% (Sharpe / Sortino numerator)

Volatility

10.44%

Sharpe ratio

-1.278

VaR 95%

-1.20%

CVaR 95%: -1.31%
Max drawdown: -6.52%
Sortino ratio: -2.037
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

6.87%

Ann. 1.19% (Sharpe / Sortino numerator)

Volatility

10.25%

Sharpe ratio

-0.238

VaR 95%

-1.17%

CVaR 95%: -1.43%
Max drawdown: -6.52%
Sortino ratio: -0.336
Calmar ratio: 0.18

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

17.77%

Ann. 14.84% (Sharpe / Sortino numerator)

Volatility

13.41%

Sharpe ratio

0.836

VaR 95%

-1.21%

CVaR 95%: -1.93%
Max drawdown: -6.52%
Sortino ratio: 1.052
Calmar ratio: 2.28

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

26.19%

Ann. 9.39% (Sharpe / Sortino numerator)

Volatility

10.99%

Sharpe ratio

0.524

VaR 95%

-1.01%

CVaR 95%: -1.63%
Max drawdown: -13.95%
Sortino ratio: 0.630
Calmar ratio: 0.67

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

45.60%

Ann. 12.68% (Sharpe / Sortino numerator)

Volatility

10.39%

Sharpe ratio

0.871

VaR 95%

-0.95%

CVaR 95%: -1.48%
Max drawdown: -13.95%
Sortino ratio: 1.124
Calmar ratio: 0.91

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

0.067%

Best day

2.082%

31/03/2026
Worst day

-1.988%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $53.60 $53.60 $53.51 $53.51 800
15/07/2026 $53.64 $53.72 $53.54 $53.70 3,500
14/07/2026 $53.45 $53.58 $53.44 $53.53 7,600
13/07/2026 $53.56 $53.57 $53.37 $53.37 6,300
10/07/2026 $53.45 $53.63 $53.41 $53.61 16,600
09/07/2026 $53.24 $53.47 $53.24 $53.46 6,600
08/07/2026 $53.15 $53.18 $52.91 $53.18 12,700
07/07/2026 $53.33 $53.37 $53.18 $53.29 8,300
06/07/2026 $53.24 $53.45 $53.24 $53.44 2,200
02/07/2026 $53.36 $53.36 $52.90 $53.14 5,600