Summary
DDFF
Prices · period metrics · 1M
NAV as of 17/07/2026
30/03/2026 → 30/04/2026
Return 0.70% Volatility 6.15% Sharpe 13.80
Official loaded data — not a live quote.

Innovator Equity Dual Directional 15 Buffer ETF February

Symbol: DDFF

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/01/2026

Latest date: 17/07/2026

Current price: $20.00

Expense ratio: 0.79%

Assets under management
$61.8M
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

0.70%

Ann. 88.49% (Sharpe / Sortino numerator)

Volatility

6.15%

Sharpe ratio

13.803

VaR 95%

-0.15%

CVaR 95%: -0.15%
Max drawdown: -0.15%
Sortino ratio: 181.095
Calmar ratio: 577.24

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

2.20%

Ann. 8.38% (Sharpe / Sortino numerator)

Volatility

6.71%

Sharpe ratio

0.711

VaR 95%

-0.68%

CVaR 95%: -0.77%
Max drawdown: -3.72%
Sortino ratio: 1.283
Calmar ratio: 2.25

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

3.63%

Ann. 7.41% (Sharpe / Sortino numerator)

Volatility

5.83%

Sharpe ratio

0.661

VaR 95%

-0.68%

CVaR 95%: -0.76%
Max drawdown: -3.72%
Sortino ratio: 1.057
Calmar ratio: 1.99

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: 17/06/2026 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.035%

Best day

0.403%

18/06/2026
Worst day

-0.35%

07/07/2026
Days with data

20

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $20.00 $20.00 $19.99 $20.00 3,900
16/07/2026 $20.04 $20.04 $20.03 $20.03 1,800
15/07/2026 $20.02 $20.06 $20.01 $20.06 4,100
14/07/2026 $20.01 $20.03 $20.01 $20.03 1,000
13/07/2026 $20.01 $20.01 $19.97 $19.97 20,400
10/07/2026 $20.02 $20.04 $20.02 $20.04 6,800
09/07/2026 $20.00 $20.02 $19.98 $19.99 4,300
08/07/2026 $19.94 $19.98 $19.94 $19.98 1,000
07/07/2026 $20.02 $20.02 $19.94 $19.94 11,500
06/07/2026 $19.99 $20.01 $19.97 $20.01 9,700