Summary
EALT
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 10.95% Volatility 11.73% Sharpe 0.48
Official loaded data — not a live quote.

Innovator U.S. Equity 5 to 15 Buffer ETF - Quarterly

Symbol: EALT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/09/2023

Latest date: 03/06/2026

Current price: $35.66

Expense ratio: 0.69%

Assets under management
$165.4M
0.00% 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

1.42%

Ann. -43.19% (Sharpe / Sortino numerator)

Volatility

9.25%

Sharpe ratio

-5.059

VaR 95%

-0.99%

CVaR 95%: -1.04%
Max drawdown: -5.79%
Sortino ratio: -10.221
Calmar ratio: -7.46

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

0.93%

Ann. -16.79% (Sharpe / Sortino numerator)

Volatility

9.22%

Sharpe ratio

-2.216

VaR 95%

-1.00%

CVaR 95%: -1.16%
Max drawdown: -6.66%
Sortino ratio: -3.609
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

0.88%

Ann. -5.16% (Sharpe / Sortino numerator)

Volatility

9.23%

Sharpe ratio

-0.952

VaR 95%

-1.04%

CVaR 95%: -1.25%
Max drawdown: -6.66%
Sortino ratio: -1.404
Calmar ratio: -0.77

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

10.95%

Ann. 9.31% (Sharpe / Sortino numerator)

Volatility

11.73%

Sharpe ratio

0.485

VaR 95%

-1.03%

CVaR 95%: -1.70%
Max drawdown: -6.66%
Sortino ratio: 0.588
Calmar ratio: 1.40

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

22.61%

Ann. 8.41% (Sharpe / Sortino numerator)

Volatility

11.01%

Sharpe ratio

0.434

VaR 95%

-1.12%

CVaR 95%: -1.62%
Max drawdown: -14.76%
Sortino ratio: 0.549
Calmar ratio: 0.57

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

39.41%

Ann. 13.30% (Sharpe / Sortino numerator)

Volatility

10.28%

Sharpe ratio

0.945

VaR 95%

-1.00%

CVaR 95%: -1.50%
Max drawdown: -14.76%
Sortino ratio: 1.182
Calmar ratio: 0.90

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.043%

Best day

1.532%

06/02/2026
Worst day

-1.784%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $35.66 $35.70 $35.62 $35.66 20,200
02/06/2026 $35.62 $35.70 $35.61 $35.62 11,700
01/06/2026 $35.60 $35.69 $35.60 $35.65 13,000
29/05/2026 $35.58 $35.67 $35.58 $35.59 22,100
28/05/2026 $35.63 $35.65 $35.56 $35.62 18,100
27/05/2026 $35.62 $35.63 $35.55 $35.59 17,500
26/05/2026 $35.53 $35.62 $35.53 $35.55 14,900
22/05/2026 $35.59 $35.59 $35.53 $35.55 14,200
21/05/2026 $35.53 $35.55 $35.45 $35.52 6,500
20/05/2026 $35.42 $35.51 $35.41 $35.48 11,300