Summary
DDTS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/09/2025 → 22/06/2026
Return 10.44% Volatility 6.65% Sharpe 1.30
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: 20/07/2026

Current price: $22.63

Expense ratio: 0.79%

Assets under management
$20.3M
-0.13% 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

0.71%

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

3.29%

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

6.27%

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.

Period total return

10.44%

Ann. 12.26% (Sharpe / Sortino numerator)

Volatility

6.65%

Sharpe ratio

1.303

VaR 95%

-0.65%

CVaR 95%: -0.92%
Max drawdown: -4.27%
Sortino ratio: 1.788
Calmar ratio: 2.87

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 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/09/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.046%

Best day

1.683%

31/03/2026
Worst day

-1.645%

10/10/2025
Days with data

220

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $22.66 $22.68 $22.63 $22.63 8,700
17/07/2026 $22.59 $22.62 $22.59 $22.62 300
16/07/2026 $22.70 $22.70 $22.66 $22.66 2,100
15/07/2026 $22.68 $22.68 $22.68 $22.68 100
14/07/2026 $22.69 $22.69 $22.62 $22.66 2,600
13/07/2026 $22.69 $22.69 $22.63 $22.64 3,500
10/07/2026 $22.63 $22.67 $22.63 $22.67 1,200
09/07/2026 $22.60 $22.67 $22.59 $22.63 2,300
08/07/2026 $22.55 $22.60 $22.54 $22.60 2,000
07/07/2026 $22.57 $22.61 $22.55 $22.61 1,800