Summary
DDFM
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return 0.51% Volatility 6.07% Sharpe 12.66
Official loaded data — not a live quote.

Innovator Equity Dual Directional 15 Buffer ETF March

Symbol: DDFM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 27/02/2026

Latest date: 20/07/2026

Current price: $19.79

Expense ratio: 0.79%

Assets under management
$46.9M
-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

0.51%

Ann. 80.46% (Sharpe / Sortino numerator)

Volatility

6.07%

Sharpe ratio

12.663

VaR 95%

-0.15%

CVaR 95%: -0.18%
Max drawdown: -0.21%
Sortino ratio: 95.817
Calmar ratio: 380.76

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.

Period total return

1.96%

Ann. 14.21% (Sharpe / Sortino numerator)

Volatility

6.70%

Sharpe ratio

1.582

VaR 95%

-0.68%

CVaR 95%: -0.73%
Max drawdown: -3.09%
Sortino ratio: 2.709
Calmar ratio: 4.60

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: 22/06/2026 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

0.203%

30/06/2026
Worst day

-0.305%

23/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $19.80 $19.80 $19.79 $19.79 400
17/07/2026 $19.81 $19.81 $19.77 $19.79 1,200
16/07/2026 $19.85 $19.88 $19.80 $19.83 10,700
15/07/2026 $19.81 $19.87 $19.81 $19.81 3,200
14/07/2026 $19.87 $19.88 $19.80 $19.80 17,400
13/07/2026 $19.80 $19.81 $19.79 $19.81 1,100
10/07/2026 $19.84 $19.86 $19.84 $19.86 500
09/07/2026 $19.82 $19.82 $19.82 $19.82 100
08/07/2026 $19.77 $19.78 $19.73 $19.78 900
07/07/2026 $19.79 $19.79 $19.77 $19.78 1,000