Summary
DDTS
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 1.66% Volatility 7.75% Sharpe 14.29
Official loaded data — not a live quote.

Innovator Equity Dual Directional 10 Buffer ETF September

Symbol: DDTS

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/08/2025

Latest date: 03/06/2026

Current price: $22.44

Expense ratio: 0.79%

Assets under management
$22.6M
-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

1.66%

Ann. 114.37% (Sharpe / Sortino numerator)

Volatility

7.75%

Sharpe ratio

14.291

VaR 95%

-0.25%

CVaR 95%: -0.28%
Max drawdown: -0.34%
Sortino ratio: 64.161
Calmar ratio: 339.48

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

4.78%

Ann. 11.52% (Sharpe / Sortino numerator)

Volatility

8.50%

Sharpe ratio

0.931

VaR 95%

-0.79%

CVaR 95%: -0.93%
Max drawdown: -4.27%
Sortino ratio: 1.605
Calmar ratio: 2.70

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

6.01%

Ann. 10.19% (Sharpe / Sortino numerator)

Volatility

7.23%

Sharpe ratio

0.910

VaR 95%

-0.78%

CVaR 95%: -0.89%
Max drawdown: -4.27%
Sortino ratio: 1.403
Calmar ratio: 2.38

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.

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

0.079%

Best day

0.385%

05/05/2026
Worst day

-0.264%

15/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $22.45 $22.48 $22.44 $22.44 4,300
02/06/2026 $22.45 $22.49 $22.43 $22.49 10,200
01/06/2026 $22.46 $22.53 $22.44 $22.46 79,100
29/05/2026 $22.50 $22.51 $22.47 $22.51 7,900
28/05/2026 $22.42 $22.48 $22.42 $22.45 800
27/05/2026 $22.39 $22.44 $22.38 $22.42 8,700
26/05/2026 $22.41 $22.43 $22.41 $22.42 3,800
22/05/2026 $22.38 $22.40 $22.38 $22.38 2,500
21/05/2026 $22.29 $22.39 $22.29 $22.36 9,600
20/05/2026 $22.26 $22.37 $22.26 $22.33 1,000