Innovator Equity Dual Directional 15 Buffer ETF November
Symbol: DDFN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/10/2025
Latest date: 20/07/2026
Current price: $20.10
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
0.22%
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
2.31%
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
5.02%
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.
Daily returns for period 1M
Daily simple returns from the same adjusted closes used by the performance chart: 22/06/2026 - 20/07/2026.
Average daily return
0.012%
Best day
0.446%
Worst day
-0.354%
Days with data
19
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $20.14 | $20.15 | $20.10 | $20.10 | 21,900 |
| 17/07/2026 | $20.11 | $20.11 | $20.10 | $20.11 | 2,200 |
| 16/07/2026 | $20.16 | $20.18 | $20.14 | $20.15 | 8,800 |
| 15/07/2026 | $20.19 | $20.19 | $20.16 | $20.18 | 4,200 |
| 14/07/2026 | $20.15 | $20.22 | $20.13 | $20.18 | 43,700 |
| 13/07/2026 | $20.17 | $20.18 | $20.12 | $20.12 | 7,600 |
| 10/07/2026 | $20.15 | $20.17 | $20.13 | $20.16 | 85,100 |
| 09/07/2026 | $20.09 | $20.16 | $20.09 | $20.13 | 42,300 |
| 08/07/2026 | $20.05 | $20.11 | $20.04 | $20.11 | 10,300 |
| 07/07/2026 | $20.09 | $20.12 | $20.09 | $20.12 | 3,100 |