Summary
DDFS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/09/2025 → 22/06/2026
Return 7.56% Volatility 4.00% Sharpe 1.34
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: 20/07/2026

Current price: $22.07

Expense ratio: 0.79%

Assets under management
$48.4M
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

0.43%

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

2.01%

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

4.21%

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.

Period total return

7.56%

Ann. 8.97% (Sharpe / Sortino numerator)

Volatility

4.00%

Sharpe ratio

1.344

VaR 95%

-0.39%

CVaR 95%: -0.53%
Max drawdown: -2.29%
Sortino ratio: 1.980
Calmar ratio: 3.91

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: 02/09/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.033%

Best day

1.13%

31/03/2026
Worst day

-0.744%

10/10/2025
Days with data

220

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $22.05 $22.10 $22.05 $22.07 7,400
17/07/2026 $22.05 $22.05 $22.05 $22.05 100
16/07/2026 $22.08 $22.09 $22.07 $22.09 4,600
15/07/2026 $22.10 $22.10 $22.06 $22.07 4,100
14/07/2026 $22.11 $22.11 $22.04 $22.07 113,500
13/07/2026 $22.06 $22.09 $22.04 $22.07 68,200
10/07/2026 $22.06 $22.09 $22.06 $22.07 6,400
09/07/2026 $22.03 $22.06 $22.03 $22.05 4,500
08/07/2026 $22.01 $22.04 $22.01 $22.04 4,800
07/07/2026 $22.03 $22.07 $22.02 $22.05 4,400