Summary
BUFF
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 11.43% Volatility 9.79% Sharpe 0.83
Official loaded data — not a live quote.

Innovator Laddered Allocation Power Buffer ETF

Symbol: BUFF

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 20/10/2016

Latest date: 17/07/2026

Current price: $52.74

Expense ratio: 0.89%

Assets under management
$878.4M
-0.13% 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

0.74%

Ann. -13.47% (Sharpe / Sortino numerator)

Volatility

8.77%

Sharpe ratio

-1.949

VaR 95%

-0.76%

CVaR 95%: -0.80%
Max drawdown: -3.24%
Sortino ratio: -3.887
Calmar ratio: -4.16

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

2.53%

Ann. -2.58% (Sharpe / Sortino numerator)

Volatility

6.34%

Sharpe ratio

-0.979

VaR 95%

-0.68%

CVaR 95%: -0.74%
Max drawdown: -3.58%
Sortino ratio: -1.583
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

5.73%

Ann. 2.99% (Sharpe / Sortino numerator)

Volatility

5.77%

Sharpe ratio

-0.111

VaR 95%

-0.64%

CVaR 95%: -0.79%
Max drawdown: -3.58%
Sortino ratio: -0.164
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

11.43%

Ann. 11.72% (Sharpe / Sortino numerator)

Volatility

9.79%

Sharpe ratio

0.826

VaR 95%

-0.69%

CVaR 95%: -1.41%
Max drawdown: -4.42%
Sortino ratio: 0.948
Calmar ratio: 2.65

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

21.91%

Ann. 9.27% (Sharpe / Sortino numerator)

Volatility

8.22%

Sharpe ratio

0.686

VaR 95%

-0.67%

CVaR 95%: -1.20%
Max drawdown: -10.24%
Sortino ratio: 0.809
Calmar ratio: 0.91

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

37.85%

Ann. 11.45% (Sharpe / Sortino numerator)

Volatility

7.68%

Sharpe ratio

1.019

VaR 95%

-0.67%

CVaR 95%: -1.07%
Max drawdown: -10.24%
Sortino ratio: 1.285
Calmar ratio: 1.12

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

0.044%

Best day

1.458%

31/03/2026
Worst day

-1.041%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $52.81 $52.83 $52.62 $52.74 61,100
16/07/2026 $52.88 $53.01 $52.80 $52.95 76,400
15/07/2026 $53.17 $53.17 $52.89 $53.06 78,700
14/07/2026 $52.89 $52.96 $52.80 $52.96 55,000
13/07/2026 $53.01 $53.01 $52.77 $52.82 64,600
10/07/2026 $52.84 $53.02 $52.81 $52.99 67,600
09/07/2026 $52.87 $52.90 $52.72 $52.88 54,400
08/07/2026 $52.80 $52.80 $52.53 $52.72 98,700
07/07/2026 $52.80 $52.88 $52.64 $52.77 116,200
06/07/2026 $52.80 $52.86 $52.71 $52.86 49,800