Summary
DDFJ
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 0.92% 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: 03/06/2026

Current price: $19.68

Expense ratio: 0.79%

Assets under management
$77.9M
-0.20% 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

0.92%

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

3.58%

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

3.58%

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: 04/05/2026 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.044%

Best day

0.384%

08/05/2026
Worst day

-0.427%

15/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $19.72 $19.75 $19.68 $19.68 8,300
02/06/2026 $19.73 $19.73 $19.69 $19.70 21,800
01/06/2026 $19.73 $19.73 $19.69 $19.69 4,500
29/05/2026 $19.70 $19.75 $19.68 $19.69 49,500
28/05/2026 $19.71 $19.71 $19.68 $19.71 6,600
27/05/2026 $19.68 $19.68 $19.66 $19.67 11,000
26/05/2026 $19.59 $19.70 $19.59 $19.65 10,500
22/05/2026 $19.68 $19.69 $19.64 $19.64 6,800
21/05/2026 $19.60 $19.66 $19.60 $19.62 4,000
20/05/2026 $19.59 $19.63 $19.58 $19.58 8,300