Summary
DDNQ
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 1.03% 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: 03/06/2026

Current price: $20.66

Expense ratio: 0.79%

Assets under management
$24.5M
-0.14% 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

1.03%

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

4.93%

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

5.03%

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: 04/05/2026 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.049%

Best day

0.293%

05/05/2026
Worst day

-0.122%

11/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $20.69 $20.69 $20.66 $20.66 900
02/06/2026 $20.66 $20.69 $20.66 $20.66 600
01/06/2026 $20.68 $20.68 $20.65 $20.65 1,700
29/05/2026 $20.67 $20.68 $20.62 $20.65 3,000
28/05/2026 $20.67 $20.67 $20.60 $20.64 37,900
27/05/2026 $20.66 $20.66 $20.61 $20.63 2,800
26/05/2026 $20.65 $20.65 $20.60 $20.63 1,300
22/05/2026 $20.64 $20.65 $20.61 $20.61 6,300
21/05/2026 $20.62 $20.62 $20.59 $20.59 12,000
20/05/2026 $20.58 $20.61 $20.55 $20.59 5,900