Summary
DDFF
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 1.37% 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: 03/06/2026

Current price: $19.91

Expense ratio: 0.79%

Assets under management
$68.8M
-0.10% 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

1.37%

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

3.70%

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.

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

0.354%

14/05/2026
Worst day

-0.152%

12/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $19.93 $19.93 $19.90 $19.91 32,100
02/06/2026 $19.94 $19.96 $19.91 $19.92 3,600
01/06/2026 $19.88 $19.95 $19.88 $19.95 6,800
29/05/2026 $19.92 $19.94 $19.91 $19.94 9,200
28/05/2026 $19.91 $19.95 $19.89 $19.92 1,100
27/05/2026 $19.88 $19.90 $19.85 $19.88 4,900
26/05/2026 $19.92 $19.92 $19.87 $19.89 2,100
22/05/2026 $19.77 $19.88 $19.77 $19.84 6,200
21/05/2026 $19.80 $19.86 $19.79 $19.83 1,600
20/05/2026 $19.81 $19.81 $19.73 $19.78 22,900