Summary
DDFD
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 1.38% Volatility 5.20% Sharpe 13.81
Official loaded data — not a live quote.

Innovator Equity Dual Directional 15 Buffer ETF December

Symbol: DDFD

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/11/2025

Latest date: 03/06/2026

Current price: $19.90

Expense ratio: 0.79%

Assets under management
$118.4M
-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

1.38%

Ann. 75.43% (Sharpe / Sortino numerator)

Volatility

5.20%

Sharpe ratio

13.813

VaR 95%

-0.15%

CVaR 95%: -0.16%
Max drawdown: -0.19%
Sortino ratio: 79.043
Calmar ratio: 399.31

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

3.59%

Ann. 9.68% (Sharpe / Sortino numerator)

Volatility

6.37%

Sharpe ratio

0.952

VaR 95%

-0.59%

CVaR 95%: -0.75%
Max drawdown: -3.10%
Sortino ratio: 1.532
Calmar ratio: 3.12

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.

Period total return

4.57%

Ann. 9.70% (Sharpe / Sortino numerator)

Volatility

5.45%

Sharpe ratio

1.122

VaR 95%

-0.58%

CVaR 95%: -0.76%
Max drawdown: -3.10%
Sortino ratio: 1.583
Calmar ratio: 3.13

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.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 04/05/2026 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.065%

Best day

0.34%

06/05/2026
Worst day

-0.277%

15/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $19.93 $19.93 $19.88 $19.90 52,800
02/06/2026 $19.93 $19.94 $19.91 $19.93 204,900
01/06/2026 $19.89 $19.95 $19.89 $19.92 11,500
29/05/2026 $19.91 $19.92 $19.91 $19.92 15,300
28/05/2026 $19.88 $19.91 $19.88 $19.91 32,400
27/05/2026 $19.85 $19.88 $19.85 $19.88 5,800
26/05/2026 $19.87 $19.88 $19.86 $19.88 5,600
22/05/2026 $19.85 $19.88 $19.84 $19.86 2,500
21/05/2026 $19.81 $19.86 $19.78 $19.84 27,100
20/05/2026 $19.80 $19.82 $19.80 $19.82 300