Summary
DDFO
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return 0.35% Volatility 5.36% Sharpe 11.54
Official loaded data — not a live quote.

Innovator Equity Dual Directional 15 Buffer ETF October

Symbol: DDFO

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2025

Latest date: 20/07/2026

Current price: $22.54

Expense ratio: 0.79%

Assets under management
$99.5M
-0.07% 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

0.35%

Ann. 65.47% (Sharpe / Sortino numerator)

Volatility

5.36%

Sharpe ratio

11.538

VaR 95%

-0.19%

CVaR 95%: -0.19%
Max drawdown: -0.23%
Sortino ratio: 51.288
Calmar ratio: 288.99

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

2.19%

Ann. 8.54% (Sharpe / Sortino numerator)

Volatility

5.64%

Sharpe ratio

0.875

VaR 95%

-0.49%

CVaR 95%: -0.58%
Max drawdown: -2.79%
Sortino ratio: 1.705
Calmar ratio: 3.06

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

4.76%

Ann. 7.07% (Sharpe / Sortino numerator)

Volatility

4.88%

Sharpe ratio

0.710

VaR 95%

-0.47%

CVaR 95%: -0.57%
Max drawdown: -2.79%
Sortino ratio: 1.241
Calmar ratio: 2.54

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 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

0.019%

Best day

0.367%

29/06/2026
Worst day

-0.423%

23/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $22.56 $22.60 $22.53 $22.54 15,000
17/07/2026 $22.55 $22.56 $22.52 $22.55 10,700
16/07/2026 $22.58 $22.62 $22.57 $22.57 16,100
15/07/2026 $22.58 $22.63 $22.58 $22.60 9,800
14/07/2026 $22.57 $22.60 $22.55 $22.57 7,800
13/07/2026 $22.59 $22.59 $22.53 $22.57 4,300
10/07/2026 $22.57 $22.60 $22.54 $22.58 7,000
09/07/2026 $22.50 $22.57 $22.50 $22.55 9,100
08/07/2026 $22.47 $22.56 $22.47 $22.52 11,300
07/07/2026 $22.57 $22.57 $22.50 $22.53 3,600