Summary
DDFM
Prices · period metrics · 1M
NAV as of 15/10/2026
30/03/2026 → 30/04/2026
Return 0.80% 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: 15/10/2026

Current price: $20.21

Expense ratio: 0.79%

Assets under management
$44.8M
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

0.80%

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

2.02%

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.

Period total return

4.44%

Ann. 8.89% (Sharpe / Sortino numerator)

Volatility

5.38%

Sharpe ratio

0.974

VaR 95%

-0.64%

CVaR 95%: -0.71%
Max drawdown: -3.09%
Sortino ratio: 1.482
Calmar ratio: 2.88

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: 15/09/2026 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.036%

Best day

0.348%

21/09/2026
Worst day

-0.247%

14/10/2026
Days with data

22

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $20.21 $20.24 $20.21 $20.21 5,600
14/10/2026 $20.27 $20.27 $20.16 $20.19 3,500
13/10/2026 $20.24 $20.26 $20.20 $20.24 1,200
12/10/2026 $20.21 $20.25 $20.21 $20.23 6,600
09/10/2026 $20.21 $20.23 $20.20 $20.22 4,200
08/10/2026 $20.19 $20.22 $20.18 $20.19 1,400
07/10/2026 $20.22 $20.22 $20.16 $20.21 5,600
06/10/2026 $20.17 $20.28 $20.17 $20.21 8,600
05/10/2026 $20.19 $20.19 $20.19 $20.19 100
02/10/2026 $20.13 $20.17 $20.13 $20.17 1,000