Summary
BJAN
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 17.03% Volatility 12.91% Sharpe 0.85
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - January

Symbol: BJAN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2018

Latest date: 16/07/2026

Current price: $59.18

Expense ratio: 0.79%

Assets under management
$390.0M
-0.12% 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

0.42%

Ann. -26.88% (Sharpe / Sortino numerator)

Volatility

13.31%

Sharpe ratio

-2.292

VaR 95%

-1.15%

CVaR 95%: -1.30%
Max drawdown: -5.40%
Sortino ratio: -4.064
Calmar ratio: -4.97

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

4.89%

Ann. -8.91% (Sharpe / Sortino numerator)

Volatility

10.40%

Sharpe ratio

-1.206

VaR 95%

-1.15%

CVaR 95%: -1.27%
Max drawdown: -6.27%
Sortino ratio: -1.777
Calmar ratio: -1.42

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

6.45%

Ann. 2.64% (Sharpe / Sortino numerator)

Volatility

8.85%

Sharpe ratio

-0.112

VaR 95%

-1.08%

CVaR 95%: -1.26%
Max drawdown: -6.27%
Sortino ratio: -0.149
Calmar ratio: 0.42

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

17.03%

Ann. 14.59% (Sharpe / Sortino numerator)

Volatility

12.91%

Sharpe ratio

0.849

VaR 95%

-1.10%

CVaR 95%: -1.85%
Max drawdown: -6.27%
Sortino ratio: 1.011
Calmar ratio: 2.33

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

29.30%

Ann. 11.44% (Sharpe / Sortino numerator)

Volatility

10.73%

Sharpe ratio

0.728

VaR 95%

-1.06%

CVaR 95%: -1.57%
Max drawdown: -13.81%
Sortino ratio: 0.852
Calmar ratio: 0.83

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

54.94%

Ann. 15.31% (Sharpe / Sortino numerator)

Volatility

10.19%

Sharpe ratio

1.146

VaR 95%

-0.98%

CVaR 95%: -1.45%
Max drawdown: -13.81%
Sortino ratio: 1.449
Calmar ratio: 1.11

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

0.064%

Best day

1.891%

31/03/2026
Worst day

-1.546%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $59.25 $59.35 $59.12 $59.18 6,900
15/07/2026 $59.28 $59.35 $59.21 $59.35 6,500
14/07/2026 $59.13 $59.29 $59.13 $59.25 91,400
13/07/2026 $59.19 $59.19 $59.00 $59.07 8,900
10/07/2026 $59.23 $59.35 $59.09 $59.31 5,200
09/07/2026 $58.93 $59.18 $58.93 $59.14 4,900
08/07/2026 $58.81 $58.91 $58.67 $58.91 3,800
07/07/2026 $59.01 $59.08 $58.87 $59.00 16,200
06/07/2026 $58.98 $59.18 $58.98 $59.15 9,500
02/07/2026 $59.06 $59.07 $58.69 $58.82 8,400