Summary
DDTM
Prices · period metrics · 1M
NAV as of 15/10/2026
30/03/2026 → 30/04/2026
Return 1.27% Volatility 8.70% Sharpe 15.57
Official loaded data — not a live quote.

Innovator Equity Dual Directional 10 Buffer ETF March

Symbol: DDTM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 27/02/2026

Latest date: 15/10/2026

Current price: $20.68

Expense ratio: 0.79%

Assets under management
$13.4M
0.24% 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

1.27%

Ann. 139.11% (Sharpe / Sortino numerator)

Volatility

8.70%

Sharpe ratio

15.567

VaR 95%

-0.26%

CVaR 95%: -0.31%
Max drawdown: -0.51%
Sortino ratio: 74.327
Calmar ratio: 271.69

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

2.43%

Ann. 20.62% (Sharpe / Sortino numerator)

Volatility

9.58%

Sharpe ratio

1.777

VaR 95%

-1.01%

CVaR 95%: -1.08%
Max drawdown: -4.71%
Sortino ratio: 3.040
Calmar ratio: 4.38

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

6.71%

Ann. 12.56% (Sharpe / Sortino numerator)

Volatility

7.70%

Sharpe ratio

1.158

VaR 95%

-0.86%

CVaR 95%: -1.00%
Max drawdown: -4.71%
Sortino ratio: 1.809
Calmar ratio: 2.67

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: 15/09/2026 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.058%

Best day

0.488%

21/09/2026
Worst day

-0.194%

24/09/2026
Days with data

22

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $20.63 $20.71 $20.63 $20.68 2,400
14/10/2026 $20.72 $20.72 $20.64 $20.64 800
13/10/2026 $20.67 $20.72 $20.67 $20.68 1,100
12/10/2026 $20.70 $20.70 $20.70 $20.70 600
09/10/2026 $20.65 $20.70 $20.65 $20.70 2,000
08/10/2026 $20.69 $20.69 $20.61 $20.64 1,300
07/10/2026 $20.75 $20.75 $20.64 $20.67 2,500
06/10/2026 $20.67 $20.69 $20.66 $20.69 3,200
05/10/2026 $20.68 $20.68 $20.64 $20.64 300
02/10/2026 $20.61 $20.61 $20.57 $20.59 2,900