Innovator U.S. Equity Buffer ETF - January
Symbol: BJAN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/12/2018
Latest date: 15/10/2026
Current price: $61.04
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.74%
Ann. -26.88% (Sharpe / Sortino numerator)
Volatility
13.31%
Sharpe ratio
-2.292
VaR 95%
-1.15%
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
2.85%
Ann. -8.91% (Sharpe / Sortino numerator)
Volatility
10.40%
Sharpe ratio
-1.206
VaR 95%
-1.15%
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
8.46%
Ann. 2.64% (Sharpe / Sortino numerator)
Volatility
8.85%
Sharpe ratio
-0.112
VaR 95%
-1.08%
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
15.33%
Ann. 14.59% (Sharpe / Sortino numerator)
Volatility
12.91%
Sharpe ratio
0.849
VaR 95%
-1.10%
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
30.45%
Ann. 11.44% (Sharpe / Sortino numerator)
Volatility
10.73%
Sharpe ratio
0.728
VaR 95%
-1.06%
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
62.83%
Ann. 15.31% (Sharpe / Sortino numerator)
Volatility
10.19%
Sharpe ratio
1.146
VaR 95%
-0.98%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.058%
Best day
1.891%
Worst day
-1.43%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $60.81 | $61.06 | $60.81 | $61.04 | 5,000 |
| 14/10/2026 | $61.08 | $61.08 | $60.81 | $60.92 | 2,100 |
| 13/10/2026 | $61.33 | $61.36 | $61.25 | $61.31 | 7,800 |
| 12/10/2026 | $61.26 | $61.33 | $61.26 | $61.27 | 6,100 |
| 09/10/2026 | $61.17 | $61.30 | $61.17 | $61.30 | 1,600 |
| 08/10/2026 | $61.13 | $61.17 | $61.00 | $61.07 | 2,500 |
| 07/10/2026 | $61.02 | $61.25 | $61.02 | $61.21 | 2,300 |
| 06/10/2026 | $61.22 | $61.30 | $61.21 | $61.30 | 6,600 |
| 05/10/2026 | $61.00 | $61.13 | $61.00 | $61.07 | 3,100 |
| 02/10/2026 | $60.88 | $60.91 | $60.78 | $60.81 | 3,400 |