Summary
DDTN
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return 0.26% Volatility 8.58% Sharpe 16.92
Official loaded data — not a live quote.

Innovator Equity Dual Directional 10 Buffer ETF November

Symbol: DDTN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/10/2025

Latest date: 20/07/2026

Current price: $20.42

Expense ratio: 0.79%

Assets under management
$46.9M
-0.38% 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

0.26%

Ann. 148.84% (Sharpe / Sortino numerator)

Volatility

8.58%

Sharpe ratio

16.919

VaR 95%

-0.22%

CVaR 95%: -0.29%
Max drawdown: -0.51%
Sortino ratio: 100.325
Calmar ratio: 294.03

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

3.51%

Ann. 13.29% (Sharpe / Sortino numerator)

Volatility

9.55%

Sharpe ratio

1.014

VaR 95%

-0.97%

CVaR 95%: -1.07%
Max drawdown: -5.28%
Sortino ratio: 1.751
Calmar ratio: 2.52

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

7.06%

Ann. 10.90% (Sharpe / Sortino numerator)

Volatility

8.20%

Sharpe ratio

0.888

VaR 95%

-0.90%

CVaR 95%: -1.07%
Max drawdown: -5.38%
Sortino ratio: 1.372
Calmar ratio: 2.03

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

0.014%

Best day

0.53%

06/07/2026
Worst day

-0.594%

23/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $20.50 $20.50 $20.42 $20.42 400
17/07/2026 $20.49 $20.49 $20.39 $20.41 400
16/07/2026 $20.52 $20.52 $20.47 $20.47 500
15/07/2026 $20.52 $20.57 $20.51 $20.56 1,800
14/07/2026 $20.52 $20.54 $20.49 $20.53 2,300
13/07/2026 $20.50 $20.50 $20.46 $20.47 500
10/07/2026 $20.47 $20.55 $20.47 $20.55 1,000
09/07/2026 $20.48 $20.50 $20.48 $20.50 200
08/07/2026 $20.36 $20.42 $20.30 $20.42 900
07/07/2026 $20.43 $20.45 $20.38 $20.45 1,000