Summary
DDFS
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 0.83% Volatility 4.49% Sharpe 11.93
Official loaded data — not a live quote.

Innovator Equity Dual Directional 15 Buffer ETF September

Symbol: DDFS

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/08/2025

Latest date: 03/06/2026

Current price: $21.91

Expense ratio: 0.79%

Assets under management
$52.6M
-0.16% 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

0.83%

Ann. 57.11% (Sharpe / Sortino numerator)

Volatility

4.49%

Sharpe ratio

11.926

VaR 95%

-0.11%

CVaR 95%: -0.11%
Max drawdown: -0.18%
Sortino ratio: 72.413
Calmar ratio: 309.05

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

3.06%

Ann. 8.36% (Sharpe / Sortino numerator)

Volatility

5.07%

Sharpe ratio

0.937

VaR 95%

-0.51%

CVaR 95%: -0.58%
Max drawdown: -2.29%
Sortino ratio: 1.504
Calmar ratio: 3.65

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

4.28%

Ann. 8.24% (Sharpe / Sortino numerator)

Volatility

4.34%

Sharpe ratio

1.066

VaR 95%

-0.44%

CVaR 95%: -0.54%
Max drawdown: -2.29%
Sortino ratio: 1.623
Calmar ratio: 3.59

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

0.039%

Best day

0.207%

06/05/2026
Worst day

-0.159%

03/06/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $21.95 $21.97 $21.90 $21.91 8,400
02/06/2026 $21.97 $21.97 $21.92 $21.95 2,300
01/06/2026 $21.92 $21.99 $21.89 $21.95 61,800
29/05/2026 $21.98 $21.98 $21.95 $21.95 1,700
28/05/2026 $21.93 $21.93 $21.93 $21.93 200
27/05/2026 $21.91 $21.93 $21.88 $21.90 5,500
26/05/2026 $21.95 $21.95 $21.91 $21.91 1,900
22/05/2026 $21.89 $21.93 $21.88 $21.88 1,400
21/05/2026 $21.89 $21.89 $21.86 $21.86 1,100
20/05/2026 $21.88 $21.88 $21.80 $21.85 190,500