Innovator Equity Dual Directional 15 Buffer ETF December
Symbol: DDFD
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/11/2025
Latest date: 15/10/2026
Current price: $20.45
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.86%
Ann. 75.43% (Sharpe / Sortino numerator)
Volatility
5.20%
Sharpe ratio
13.813
VaR 95%
-0.15%
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
1.84%
Ann. 9.68% (Sharpe / Sortino numerator)
Volatility
6.37%
Sharpe ratio
0.952
VaR 95%
-0.59%
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
4.86%
Ann. 9.70% (Sharpe / Sortino numerator)
Volatility
5.45%
Sharpe ratio
1.122
VaR 95%
-0.58%
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
7.60%
Ann. 9.09% (Sharpe / Sortino numerator)
Volatility
4.46%
Sharpe ratio
1.179
VaR 95%
-0.44%
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: 02/12/2025 - 15/10/2026.
Average daily return
0.034%
Best day
1.078%
Worst day
-0.935%
Days with data
218
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $20.39 | $20.50 | $20.39 | $20.45 | 4,700 |
| 14/10/2026 | $20.47 | $20.47 | $20.43 | $20.43 | 5,500 |
| 13/10/2026 | $20.48 | $20.48 | $20.46 | $20.46 | 23,400 |
| 12/10/2026 | $20.45 | $20.48 | $20.45 | $20.46 | 8,400 |
| 09/10/2026 | $20.47 | $20.47 | $20.44 | $20.44 | 8,200 |
| 08/10/2026 | $20.43 | $20.45 | $20.42 | $20.43 | 4,700 |
| 07/10/2026 | $20.41 | $20.46 | $20.41 | $20.43 | 23,100 |
| 06/10/2026 | $20.45 | $20.48 | $20.45 | $20.47 | 5,000 |
| 05/10/2026 | $20.43 | $20.43 | $20.42 | $20.43 | 14,200 |
| 02/10/2026 | $20.39 | $20.42 | $20.39 | $20.42 | 7,800 |