Summary
BNOV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.51% Volatility 13.25% Sharpe 0.66
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - November

Symbol: BNOV

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/10/2019

Latest date: 03/06/2026

Current price: $47.88

Expense ratio: 0.79%

Assets under management
$232.9M
-0.24% 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

3.49%

Ann. -28.64% (Sharpe / Sortino numerator)

Volatility

13.40%

Sharpe ratio

-2.408

VaR 95%

-1.31%

CVaR 95%: -1.35%
Max drawdown: -5.62%
Sortino ratio: -4.471
Calmar ratio: -5.09

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.

Period total return

7.90%

Ann. -10.15% (Sharpe / Sortino numerator)

Volatility

10.64%

Sharpe ratio

-1.295

VaR 95%

-1.15%

CVaR 95%: -1.34%
Max drawdown: -6.57%
Sortino ratio: -1.955
Calmar ratio: -1.54

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

8.02%

Ann. -1.20% (Sharpe / Sortino numerator)

Volatility

9.59%

Sharpe ratio

-0.503

VaR 95%

-1.15%

CVaR 95%: -1.35%
Max drawdown: -6.57%
Sortino ratio: -0.686
Calmar ratio: -0.18

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

19.51%

Ann. 12.38% (Sharpe / Sortino numerator)

Volatility

13.25%

Sharpe ratio

0.660

VaR 95%

-1.15%

CVaR 95%: -1.94%
Max drawdown: -6.57%
Sortino ratio: 0.787
Calmar ratio: 1.88

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

29.29%

Ann. 9.15% (Sharpe / Sortino numerator)

Volatility

10.60%

Sharpe ratio

0.521

VaR 95%

-1.00%

CVaR 95%: -1.61%
Max drawdown: -13.70%
Sortino ratio: 0.590
Calmar ratio: 0.67

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

46.31%

Ann. 11.11% (Sharpe / Sortino numerator)

Volatility

10.13%

Sharpe ratio

0.738

VaR 95%

-1.00%

CVaR 95%: -1.51%
Max drawdown: -13.70%
Sortino ratio: 0.893
Calmar ratio: 0.81

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

0.072%

Best day

2.108%

31/03/2026
Worst day

-1.615%

04/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $47.99 $47.99 $47.87 $47.88 13,900
02/06/2026 $47.99 $48.04 $47.99 $48.04 900
01/06/2026 $47.96 $48.05 $47.93 $48.05 2,600
29/05/2026 $47.95 $47.96 $47.87 $47.95 10,400
28/05/2026 $47.70 $47.85 $47.70 $47.85 3,200
27/05/2026 $47.61 $47.70 $47.60 $47.68 2,600
26/05/2026 $47.63 $47.70 $47.58 $47.67 8,300
22/05/2026 $47.51 $47.54 $47.44 $47.45 3,100
21/05/2026 $47.16 $47.37 $47.14 $47.34 2,700
20/05/2026 $47.02 $47.33 $47.02 $47.26 6,000