Summary
DDTD
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return 0.49% Volatility 9.03% Sharpe 15.94
Official loaded data — not a live quote.

Innovator Equity Dual Directional 10 Buffer ETF December

Symbol: DDTD

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/11/2025

Latest date: 20/07/2026

Current price: $20.36

Expense ratio: 0.79%

Assets under management
$28.4M
-0.12% 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

0.49%

Ann. 147.51% (Sharpe / Sortino numerator)

Volatility

9.03%

Sharpe ratio

15.943

VaR 95%

-0.33%

CVaR 95%: -0.36%
Max drawdown: -0.46%
Sortino ratio: 70.272
Calmar ratio: 322.96

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

3.43%

Ann. 12.45% (Sharpe / Sortino numerator)

Volatility

9.75%

Sharpe ratio

0.907

VaR 95%

-0.96%

CVaR 95%: -1.05%
Max drawdown: -5.30%
Sortino ratio: 1.620
Calmar ratio: 2.35

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

6.77%

Ann. 13.02% (Sharpe / Sortino numerator)

Volatility

8.21%

Sharpe ratio

1.148

VaR 95%

-0.92%

CVaR 95%: -1.06%
Max drawdown: -5.30%
Sortino ratio: 1.774
Calmar ratio: 2.46

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

0.026%

Best day

0.579%

30/06/2026
Worst day

-0.449%

23/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $20.38 $20.44 $20.35 $20.36 2,400
17/07/2026 $20.36 $20.36 $20.36 $20.36 100
16/07/2026 $20.42 $20.43 $20.42 $20.43 200
15/07/2026 $20.54 $20.54 $20.49 $20.49 1,100
14/07/2026 $20.43 $20.49 $20.41 $20.45 1,900
13/07/2026 $20.41 $20.41 $20.34 $20.40 1,000
10/07/2026 $20.44 $20.49 $20.41 $20.46 13,800
09/07/2026 $20.35 $20.44 $20.35 $20.41 13,800
08/07/2026 $20.27 $20.32 $20.27 $20.32 600
07/07/2026 $20.35 $20.39 $20.31 $20.36 22,300