Summary
DDTF
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return 0.30% Volatility 8.89% Sharpe 15.74
Official loaded data — not a live quote.

Innovator Equity Dual Directional 10 Buffer ETF February

Symbol: DDTF

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/01/2026

Latest date: 20/07/2026

Current price: $20.25

Expense ratio: 0.79%

Assets under management
$19.7M
0.00% 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

0.30%

Ann. 143.60% (Sharpe / Sortino numerator)

Volatility

8.89%

Sharpe ratio

15.739

VaR 95%

-0.20%

CVaR 95%: -0.28%
Max drawdown: -0.36%
Sortino ratio: 83.668
Calmar ratio: 403.51

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

2.95%

Ann. 11.89% (Sharpe / Sortino numerator)

Volatility

9.94%

Sharpe ratio

0.832

VaR 95%

-1.03%

CVaR 95%: -1.08%
Max drawdown: -5.42%
Sortino ratio: 1.396
Calmar ratio: 2.19

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

4.65%

Ann. 9.61% (Sharpe / Sortino numerator)

Volatility

8.74%

Sharpe ratio

0.692

VaR 95%

-1.03%

CVaR 95%: -1.12%
Max drawdown: -5.42%
Sortino ratio: 1.053
Calmar ratio: 1.77

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

0.016%

Best day

1.053%

29/06/2026
Worst day

-0.598%

26/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $20.25 $20.25 $20.22 $20.25 1,400
17/07/2026 $20.30 $20.30 $20.23 $20.23 1,100
16/07/2026 $20.34 $20.34 $20.34 $20.34 100
15/07/2026 $20.40 $20.40 $20.38 $20.38 5,300
14/07/2026 $20.35 $20.35 $20.35 $20.35 100
13/07/2026 $20.30 $20.30 $20.27 $20.27 900
10/07/2026 $20.36 $20.36 $20.36 $20.36 100
09/07/2026 $20.29 $20.33 $20.29 $20.33 2,300
08/07/2026 $20.18 $20.26 $20.15 $20.26 3,100
07/07/2026 $20.37 $20.37 $20.27 $20.27 2,300