Summary
BJUL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 18.96% 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: 03/06/2026

Current price: $53.96

Expense ratio: 0.79%

Assets under management
$284.5M
0.00% 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

2.06%

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

5.91%

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

7.04%

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

18.96%

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

31.35%

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

59.36%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.07%

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
03/06/2026 $53.96 $53.98 $53.93 $53.96 4,400
02/06/2026 $53.98 $54.01 $53.94 $53.97 12,300
01/06/2026 $53.91 $53.95 $53.90 $53.91 29,600
29/05/2026 $53.94 $53.99 $53.88 $53.93 7,200
28/05/2026 $53.89 $53.90 $53.82 $53.87 25,200
27/05/2026 $53.74 $53.83 $53.74 $53.83 4,600
26/05/2026 $53.75 $53.85 $53.75 $53.80 8,400
22/05/2026 $53.65 $53.74 $53.65 $53.67 4,300
21/05/2026 $53.50 $53.64 $53.50 $53.64 6,300
20/05/2026 $53.42 $53.59 $53.42 $53.57 11,200