Summary
BJUL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.88% Volatility 12.83% Sharpe 0.88
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - July

Symbol: BJUL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/08/2018

Latest date: 16/07/2026

Current price: $54.51

Expense ratio: 0.79%

Assets under management
$272.7M
-0.33% 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

0.80%

Ann. -22.89% (Sharpe / Sortino numerator)

Volatility

12.81%

Sharpe ratio

-2.069

VaR 95%

-1.12%

CVaR 95%: -1.25%
Max drawdown: -4.94%
Sortino ratio: -3.858
Calmar ratio: -4.63

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

4.37%

Ann. -6.25% (Sharpe / Sortino numerator)

Volatility

9.58%

Sharpe ratio

-1.032

VaR 95%

-1.09%

CVaR 95%: -1.19%
Max drawdown: -5.40%
Sortino ratio: -1.578
Calmar ratio: -1.16

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

6.42%

Ann. 1.10% (Sharpe / Sortino numerator)

Volatility

8.47%

Sharpe ratio

-0.299

VaR 95%

-0.93%

CVaR 95%: -1.19%
Max drawdown: -5.40%
Sortino ratio: -0.417
Calmar ratio: 0.20

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

14.88%

Ann. 14.88% (Sharpe / Sortino numerator)

Volatility

12.83%

Sharpe ratio

0.876

VaR 95%

-1.08%

CVaR 95%: -1.83%
Max drawdown: -5.56%
Sortino ratio: 1.071
Calmar ratio: 2.68

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

27.18%

Ann. 11.65% (Sharpe / Sortino numerator)

Volatility

11.40%

Sharpe ratio

0.703

VaR 95%

-1.10%

CVaR 95%: -1.68%
Max drawdown: -14.06%
Sortino ratio: 0.860
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

52.56%

Ann. 15.30% (Sharpe / Sortino numerator)

Volatility

10.66%

Sharpe ratio

1.094

VaR 95%

-1.04%

CVaR 95%: -1.51%
Max drawdown: -14.06%
Sortino ratio: 1.422
Calmar ratio: 1.09

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

0.056%

Best day

2.075%

31/03/2026
Worst day

-1.627%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $54.69 $54.72 $54.42 $54.51 21,300
15/07/2026 $54.68 $54.76 $54.59 $54.76 12,300
14/07/2026 $54.46 $54.63 $54.45 $54.61 13,700
13/07/2026 $54.61 $54.69 $54.39 $54.45 14,700
10/07/2026 $54.52 $54.71 $54.45 $54.71 19,300
09/07/2026 $54.27 $54.56 $54.27 $54.47 10,800
08/07/2026 $54.15 $54.25 $53.88 $54.23 19,400
07/07/2026 $54.43 $54.43 $54.23 $54.30 29,800
06/07/2026 $54.30 $54.58 $54.30 $54.56 37,200
02/07/2026 $54.37 $54.49 $54.00 $54.12 104,100