Summary
DDNQ
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return -2.29% Volatility 11.79% Sharpe 12.64
Official loaded data — not a live quote.

Innovator Growth100 Dual Directional 5 Buffer ETF Quarterly

Symbol: DDNQ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2025

Latest date: 20/07/2026

Current price: $20.20

Expense ratio: 0.79%

Assets under management
$25.9M
-0.77% 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

-2.29%

Ann. 152.54% (Sharpe / Sortino numerator)

Volatility

11.79%

Sharpe ratio

12.636

VaR 95%

-0.28%

CVaR 95%: -0.47%
Max drawdown: -0.66%
Sortino ratio: 35.922
Calmar ratio: 231.27

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

-0.54%

Ann. 12.87% (Sharpe / Sortino numerator)

Volatility

12.82%

Sharpe ratio

0.723

VaR 95%

-1.04%

CVaR 95%: -1.57%
Max drawdown: -5.36%
Sortino ratio: 1.130
Calmar ratio: 2.40

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

2.96%

Ann. 12.95% (Sharpe / Sortino numerator)

Volatility

10.46%

Sharpe ratio

0.892

VaR 95%

-1.01%

CVaR 95%: -1.46%
Max drawdown: -5.65%
Sortino ratio: 1.202
Calmar ratio: 2.29

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

-0.12%

Best day

0.932%

06/07/2026
Worst day

-1.249%

07/07/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $20.36 $20.36 $20.20 $20.20 2,900
17/07/2026 $20.05 $20.29 $19.99 $20.18 17,300
16/07/2026 $20.52 $20.52 $20.32 $20.34 14,800
15/07/2026 $20.70 $20.70 $20.45 $20.57 2,800
14/07/2026 $20.57 $20.61 $20.57 $20.57 26,700
13/07/2026 $20.48 $20.52 $20.42 $20.43 11,100
10/07/2026 $20.55 $20.65 $20.55 $20.64 8,500
09/07/2026 $20.55 $20.60 $20.45 $20.57 3,100
08/07/2026 $20.19 $20.39 $20.19 $20.39 46,600
07/07/2026 $20.47 $20.47 $20.25 $20.32 6,200