Summary
BNOV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 15.86% 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: 16/07/2026

Current price: $48.05

Expense ratio: 0.79%

Assets under management
$211.5M
-0.15% 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

0.37%

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

5.63%

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

7.02%

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

15.86%

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

27.79%

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

39.34%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

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
16/07/2026 $48.12 $48.21 $47.98 $48.05 12,000
15/07/2026 $48.20 $48.25 $48.17 $48.25 2,800
14/07/2026 $48.17 $48.20 $48.03 $48.15 3,100
13/07/2026 $48.08 $48.13 $47.93 $47.99 2,800
10/07/2026 $48.11 $48.28 $48.03 $48.24 4,300
09/07/2026 $47.97 $48.06 $47.97 $48.06 5,600
08/07/2026 $47.70 $47.78 $47.55 $47.76 23,200
07/07/2026 $47.91 $47.93 $47.75 $47.84 6,300
06/07/2026 $47.92 $48.04 $47.92 $48.04 1,700
02/07/2026 $47.93 $47.96 $47.51 $47.73 14,000