Summary
BJUN
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 11.14% Volatility 12.15% Sharpe 0.85
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - June

Symbol: BJUN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/05/2019

Latest date: 16/07/2026

Current price: $48.87

Expense ratio: 0.79%

Assets under management
$297.9M
-0.11% 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

0.23%

Ann. -14.42% (Sharpe / Sortino numerator)

Volatility

11.81%

Sharpe ratio

-1.527

VaR 95%

-1.03%

CVaR 95%: -1.15%
Max drawdown: -3.92%
Sortino ratio: -2.821
Calmar ratio: -3.68

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

1.47%

Ann. -2.48% (Sharpe / Sortino numerator)

Volatility

8.30%

Sharpe ratio

-0.737

VaR 95%

-0.93%

CVaR 95%: -1.06%
Max drawdown: -4.36%
Sortino ratio: -1.103
Calmar ratio: -0.57

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

3.73%

Ann. 3.33% (Sharpe / Sortino numerator)

Volatility

7.25%

Sharpe ratio

-0.042

VaR 95%

-0.76%

CVaR 95%: -1.02%
Max drawdown: -4.36%
Sortino ratio: -0.058
Calmar ratio: 0.76

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

11.14%

Ann. 13.98% (Sharpe / Sortino numerator)

Volatility

12.15%

Sharpe ratio

0.852

VaR 95%

-0.83%

CVaR 95%: -1.75%
Max drawdown: -5.05%
Sortino ratio: 0.994
Calmar ratio: 2.77

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

22.55%

Ann. 11.42% (Sharpe / Sortino numerator)

Volatility

10.49%

Sharpe ratio

0.742

VaR 95%

-0.89%

CVaR 95%: -1.57%
Max drawdown: -12.69%
Sortino ratio: 0.870
Calmar ratio: 0.90

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

44.06%

Ann. 13.36% (Sharpe / Sortino numerator)

Volatility

9.54%

Sharpe ratio

1.019

VaR 95%

-0.79%

CVaR 95%: -1.38%
Max drawdown: -12.69%
Sortino ratio: 1.254
Calmar ratio: 1.05

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

0.043%

Best day

1.989%

31/03/2026
Worst day

-1.898%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $48.92 $49.02 $48.75 $48.87 3,300
15/07/2026 $48.95 $49.11 $48.82 $49.04 5,700
14/07/2026 $48.92 $49.01 $48.78 $48.95 103,800
13/07/2026 $48.93 $48.93 $48.69 $48.78 23,300
10/07/2026 $48.98 $49.11 $48.86 $49.05 4,100
09/07/2026 $48.78 $48.88 $48.78 $48.84 7,100
08/07/2026 $48.55 $48.64 $48.39 $48.60 7,300
07/07/2026 $48.71 $48.71 $48.62 $48.69 4,700
06/07/2026 $48.66 $48.92 $48.63 $48.79 19,900
02/07/2026 $48.72 $48.85 $48.38 $48.54 10,100