Summary
BSTP
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 12.64% Volatility 12.91% Sharpe 0.60
Official loaded data — not a live quote.

Innovator Buffer Step-Up Strategy ETF

Symbol: BSTP

Exchange: NYSE

Sector: Technology

Category: Defined Outcome

Inception date: 07/03/2022

Latest date: 17/07/2026

Current price: $39.29

Expense ratio: 0.89%

Assets under management
$59.9M
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

0.72%

Ann. -26.96% (Sharpe / Sortino numerator)

Volatility

13.23%

Sharpe ratio

-2.313

VaR 95%

-1.21%

CVaR 95%: -1.24%
Max drawdown: -5.43%
Sortino ratio: -4.412
Calmar ratio: -4.97

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

3.24%

Ann. -9.08% (Sharpe / Sortino numerator)

Volatility

10.47%

Sharpe ratio

-1.214

VaR 95%

-1.18%

CVaR 95%: -1.27%
Max drawdown: -6.24%
Sortino ratio: -1.900
Calmar ratio: -1.46

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

6.25%

Ann. -0.83% (Sharpe / Sortino numerator)

Volatility

9.48%

Sharpe ratio

-0.470

VaR 95%

-1.09%

CVaR 95%: -1.30%
Max drawdown: -6.24%
Sortino ratio: -0.668
Calmar ratio: -0.13

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

12.64%

Ann. 11.33% (Sharpe / Sortino numerator)

Volatility

12.91%

Sharpe ratio

0.597

VaR 95%

-1.08%

CVaR 95%: -1.91%
Max drawdown: -6.24%
Sortino ratio: 0.704
Calmar ratio: 1.82

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

23.53%

Ann. 9.86% (Sharpe / Sortino numerator)

Volatility

11.30%

Sharpe ratio

0.551

VaR 95%

-1.08%

CVaR 95%: -1.68%
Max drawdown: -13.69%
Sortino ratio: 0.667
Calmar ratio: 0.72

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

43.34%

Ann. 12.69% (Sharpe / Sortino numerator)

Volatility

10.34%

Sharpe ratio

0.876

VaR 95%

-1.03%

CVaR 95%: -1.50%
Max drawdown: -13.69%
Sortino ratio: 1.112
Calmar ratio: 0.93

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.049%

Best day

2.023%

31/03/2026
Worst day

-1.774%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $39.28 $39.38 $39.27 $39.29 3,700
16/07/2026 $39.55 $39.55 $39.49 $39.49 4,200
15/07/2026 $39.65 $39.65 $39.58 $39.62 2,000
14/07/2026 $39.49 $39.52 $39.47 $39.50 2,900
13/07/2026 $39.41 $39.41 $39.40 $39.40 300
10/07/2026 $39.57 $39.59 $39.53 $39.59 2,700
09/07/2026 $39.35 $39.51 $39.35 $39.48 2,500
08/07/2026 $39.18 $39.30 $39.18 $39.30 1,500
07/07/2026 $39.38 $39.45 $39.24 $39.33 4,000
06/07/2026 $39.47 $39.53 $39.38 $39.46 18,900