Summary
DDTJ
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 2.19% Volatility 8.97% Sharpe 14.89
Official loaded data — not a live quote.

Innovator Equity Dual Directional 10 Buffer ETF January

Symbol: DDTJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2025

Latest date: 03/06/2026

Current price: $20.05

Expense ratio: 0.79%

Assets under management
$23.1M
-0.05% 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

2.19%

Ann. 137.20% (Sharpe / Sortino numerator)

Volatility

8.97%

Sharpe ratio

14.886

VaR 95%

-0.30%

CVaR 95%: -0.30%
Max drawdown: -0.46%
Sortino ratio: 91.669
Calmar ratio: 297.57

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

5.61%

Ann. 11.80% (Sharpe / Sortino numerator)

Volatility

9.55%

Sharpe ratio

0.858

VaR 95%

-0.86%

CVaR 95%: -1.06%
Max drawdown: -5.03%
Sortino ratio: 1.627
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

5.50%

Ann. 13.72% (Sharpe / Sortino numerator)

Volatility

8.08%

Sharpe ratio

1.250

VaR 95%

-0.86%

CVaR 95%: -1.06%
Max drawdown: -5.15%
Sortino ratio: 2.055
Calmar ratio: 2.66

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

0.103%

Best day

0.554%

06/05/2026
Worst day

-0.377%

15/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $20.07 $20.07 $20.05 $20.05 1,600
02/06/2026 $20.09 $20.09 $20.09 $20.09 100
01/06/2026 $20.07 $20.12 $20.07 $20.07 1,700
29/05/2026 $20.07 $20.07 $20.06 $20.07 2,400
28/05/2026 $20.01 $20.04 $20.01 $20.04 9,400
27/05/2026 $20.02 $20.02 $19.96 $20.00 2,400
26/05/2026 $20.01 $20.01 $19.99 $19.99 500
22/05/2026 $19.95 $19.95 $19.91 $19.94 1,500
21/05/2026 $19.86 $19.91 $19.85 $19.91 18,200
20/05/2026 $19.83 $19.88 $19.82 $19.86 2,200