Summary
DDTO
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 2.05% Volatility 8.40% Sharpe 15.64
Official loaded data — not a live quote.

Innovator Equity Dual Directional 10 Buffer ETF October

Symbol: DDTO

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2025

Latest date: 03/06/2026

Current price: $22.87

Expense ratio: 0.79%

Assets under management
$30.8M
0.04% 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

2.05%

Ann. 135.00% (Sharpe / Sortino numerator)

Volatility

8.40%

Sharpe ratio

15.639

VaR 95%

-0.25%

CVaR 95%: -0.28%
Max drawdown: -0.44%
Sortino ratio: 77.661
Calmar ratio: 308.57

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

5.44%

Ann. 11.90% (Sharpe / Sortino numerator)

Volatility

9.35%

Sharpe ratio

0.887

VaR 95%

-0.90%

CVaR 95%: -1.03%
Max drawdown: -4.98%
Sortino ratio: 1.541
Calmar ratio: 2.39

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

6.22%

Ann. 9.79% (Sharpe / Sortino numerator)

Volatility

7.89%

Sharpe ratio

0.783

VaR 95%

-0.89%

CVaR 95%: -1.00%
Max drawdown: -4.98%
Sortino ratio: 1.202
Calmar ratio: 1.97

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

0.097%

Best day

0.511%

06/05/2026
Worst day

-0.353%

19/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $22.86 $22.87 $22.86 $22.87 100
02/06/2026 $22.89 $22.91 $22.88 $22.91 1,600
01/06/2026 $22.90 $22.90 $22.88 $22.89 3,300
29/05/2026 $22.87 $22.88 $22.87 $22.88 600
28/05/2026 $22.84 $22.86 $22.82 $22.86 1,000
27/05/2026 $22.80 $22.82 $22.79 $22.81 15,400
26/05/2026 $22.79 $22.80 $22.78 $22.80 2,300
22/05/2026 $22.76 $22.76 $22.75 $22.75 2,500
21/05/2026 $22.66 $22.71 $22.66 $22.69 11,100
20/05/2026 $22.61 $22.69 $22.61 $22.69 500