Summary
DDTN
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 2.43% 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: 03/06/2026

Current price: $20.38

Expense ratio: 0.79%

Assets under management
$47.2M
0.06% 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

2.43%

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

6.08%

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

6.80%

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: 04/05/2026 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.115%

Best day

0.576%

06/05/2026
Worst day

-0.37%

15/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $20.37 $20.42 $20.36 $20.38 2,200
02/06/2026 $20.43 $20.45 $20.40 $20.45 8,700
01/06/2026 $20.37 $20.41 $20.37 $20.41 2,900
29/05/2026 $20.37 $20.40 $20.36 $20.40 1,800
28/05/2026 $20.36 $20.36 $20.36 $20.36 100
27/05/2026 $20.33 $20.33 $20.28 $20.31 4,300
26/05/2026 $20.30 $20.32 $20.27 $20.30 4,300
22/05/2026 $20.24 $20.27 $20.24 $20.25 4,300
21/05/2026 $20.18 $20.22 $20.15 $20.21 16,800
20/05/2026 $20.13 $20.20 $20.13 $20.20 600