Summary
DDFJ
Prices · period metrics · 1M
NAV as of 17/07/2026
30/03/2026 → 30/04/2026
Return 0.61% Volatility 5.95% Sharpe 10.65
Official loaded data — not a live quote.

Innovator Equity Dual Directional 15 Buffer ETF January

Symbol: DDFJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2025

Latest date: 17/07/2026

Current price: $19.80

Expense ratio: 0.79%

Assets under management
$73.6M
-0.05% 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

0.61%

Ann. 66.99% (Sharpe / Sortino numerator)

Volatility

5.95%

Sharpe ratio

10.649

VaR 95%

-0.32%

CVaR 95%: -0.44%
Max drawdown: -0.57%
Sortino ratio: 24.184
Calmar ratio: 118.38

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

2.08%

Ann. 7.66% (Sharpe / Sortino numerator)

Volatility

6.93%

Sharpe ratio

0.585

VaR 95%

-0.80%

CVaR 95%: -0.89%
Max drawdown: -3.34%
Sortino ratio: 0.883
Calmar ratio: 2.30

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

4.27%

Ann. 9.22% (Sharpe / Sortino numerator)

Volatility

5.86%

Sharpe ratio

0.956

VaR 95%

-0.75%

CVaR 95%: -0.86%
Max drawdown: -3.34%
Sortino ratio: 1.294
Calmar ratio: 2.76

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

0.031%

Best day

0.33%

02/07/2026
Worst day

-0.658%

23/06/2026
Days with data

20

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $19.80 $19.83 $19.76 $19.80 11,200
16/07/2026 $19.85 $19.88 $19.83 $19.83 12,700
15/07/2026 $19.88 $19.88 $19.82 $19.85 29,300
14/07/2026 $19.85 $19.85 $19.80 $19.80 12,000
13/07/2026 $19.82 $19.83 $19.81 $19.81 1,500
10/07/2026 $19.82 $19.85 $19.82 $19.84 11,800
09/07/2026 $19.76 $19.83 $19.76 $19.82 2,000
08/07/2026 $19.75 $19.77 $19.75 $19.77 400
07/07/2026 $19.80 $19.83 $19.75 $19.78 6,100
06/07/2026 $19.75 $19.80 $19.75 $19.76 8,000