Summary
DDFN
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 1.47% Volatility 5.88% Sharpe 12.86
Official loaded data — not a live quote.

Innovator Equity Dual Directional 15 Buffer ETF November

Symbol: DDFN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/10/2025

Latest date: 03/06/2026

Current price: $20.02

Expense ratio: 0.79%

Assets under management
$110.1M
-0.10% 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

1.47%

Ann. 79.19% (Sharpe / Sortino numerator)

Volatility

5.88%

Sharpe ratio

12.861

VaR 95%

-0.19%

CVaR 95%: -0.20%
Max drawdown: -0.32%
Sortino ratio: 67.682
Calmar ratio: 251.26

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

3.92%

Ann. 9.83% (Sharpe / Sortino numerator)

Volatility

6.49%

Sharpe ratio

0.958

VaR 95%

-0.68%

CVaR 95%: -0.72%
Max drawdown: -3.40%
Sortino ratio: 1.648
Calmar ratio: 2.89

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

5.06%

Ann. 8.60% (Sharpe / Sortino numerator)

Volatility

5.56%

Sharpe ratio

0.898

VaR 95%

-0.60%

CVaR 95%: -0.70%
Max drawdown: -3.40%
Sortino ratio: 1.405
Calmar ratio: 2.53

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

0.07%

Best day

0.322%

20/05/2026
Worst day

-0.226%

15/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $20.05 $20.07 $20.01 $20.02 9,300
02/06/2026 $20.04 $20.08 $20.04 $20.07 7,800
01/06/2026 $20.02 $20.06 $20.02 $20.05 7,000
29/05/2026 $20.03 $20.07 $20.02 $20.06 4,600
28/05/2026 $19.99 $20.04 $19.99 $20.04 4,200
27/05/2026 $19.97 $20.02 $19.96 $20.00 11,000
26/05/2026 $19.99 $20.00 $19.97 $20.00 13,900
22/05/2026 $19.94 $19.98 $19.93 $19.94 10,800
21/05/2026 $19.89 $19.95 $19.89 $19.93 5,800
20/05/2026 $19.88 $19.94 $19.87 $19.93 14,500