Summary
DDSQ
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 1.06% Volatility 21.11% Sharpe 10.84
Official loaded data — not a live quote.

Innovator Equity Dual Directional 5 Buffer ETF Quarterly

Symbol: DDSQ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2025

Latest date: 03/06/2026

Current price: $20.96

Expense ratio: 0.79%

Assets under management
$53.9M
-0.31% 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

1.06%

Ann. 232.35% (Sharpe / Sortino numerator)

Volatility

21.11%

Sharpe ratio

10.835

VaR 95%

-0.10%

CVaR 95%: -0.13%
Max drawdown: -0.26%
Sortino ratio: 297.046
Calmar ratio: 889.36

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

8.74%

Ann. 35.02% (Sharpe / Sortino numerator)

Volatility

14.64%

Sharpe ratio

2.145

VaR 95%

-0.75%

CVaR 95%: -1.01%
Max drawdown: -3.69%
Sortino ratio: 5.522
Calmar ratio: 9.49

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

9.54%

Ann. 25.71% (Sharpe / Sortino numerator)

Volatility

11.78%

Sharpe ratio

1.874

VaR 95%

-0.75%

CVaR 95%: -0.98%
Max drawdown: -3.69%
Sortino ratio: 4.175
Calmar ratio: 6.97

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

0.05%

Best day

0.432%

14/05/2026
Worst day

-0.225%

15/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $21.03 $21.03 $20.93 $20.96 17,500
02/06/2026 $20.96 $20.99 $20.93 $20.96 14,700
01/06/2026 $20.96 $21.00 $20.93 $20.96 6,800
29/05/2026 $20.99 $21.00 $20.92 $20.99 8,200
28/05/2026 $20.97 $20.98 $20.90 $20.95 96,700
27/05/2026 $20.93 $20.96 $20.90 $20.94 26,400
26/05/2026 $20.96 $20.96 $20.92 $20.95 9,400
22/05/2026 $20.94 $20.94 $20.89 $20.91 17,900
21/05/2026 $20.93 $20.93 $20.86 $20.92 11,400
20/05/2026 $20.92 $20.92 $20.87 $20.89 12,000