Innovator Equity Dual Directional 15 Buffer ETF November
Symbol: DDFN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/10/2025
Latest date: 15/10/2026
Current price: $20.65
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.33%
Ann. 79.19% (Sharpe / Sortino numerator)
Volatility
5.88%
Sharpe ratio
12.861
VaR 95%
-0.19%
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
2.33%
Ann. 9.83% (Sharpe / Sortino numerator)
Volatility
6.49%
Sharpe ratio
0.958
VaR 95%
-0.68%
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
5.31%
Ann. 8.60% (Sharpe / Sortino numerator)
Volatility
5.56%
Sharpe ratio
0.898
VaR 95%
-0.60%
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
8.41%
Ann. 8.80% (Sharpe / Sortino numerator)
Volatility
4.94%
Sharpe ratio
1.042
VaR 95%
-0.54%
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 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/11/2025 - 15/10/2026.
Average daily return
0.034%
Best day
1.279%
Worst day
-0.812%
Days with data
238
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $20.67 | $20.67 | $20.65 | $20.65 | 2,400 |
| 14/10/2026 | $20.65 | $20.65 | $20.61 | $20.63 | 6,300 |
| 13/10/2026 | $20.68 | $20.68 | $20.66 | $20.66 | 4,500 |
| 12/10/2026 | $20.64 | $20.66 | $20.64 | $20.66 | 6,900 |
| 09/10/2026 | $20.66 | $20.66 | $20.64 | $20.64 | 6,100 |
| 08/10/2026 | $20.63 | $20.63 | $20.57 | $20.58 | 6,200 |
| 07/10/2026 | $20.55 | $20.65 | $20.55 | $20.62 | 19,300 |
| 06/10/2026 | $20.60 | $20.64 | $20.60 | $20.62 | 2,500 |
| 05/10/2026 | $20.57 | $20.61 | $20.56 | $20.57 | 7,200 |
| 02/10/2026 | $20.57 | $20.58 | $20.53 | $20.57 | 4,400 |