Summary
EBUF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.16% Volatility 7.56% Sharpe 1.07
Official loaded data — not a live quote.

Innovator Emerging Markets 10 Buffer ETF - Quarterly

Symbol: EBUF

Exchange: NYSE

Sector: Technology

Category: Defined Outcome

Inception date: 28/06/2024

Latest date: 20/07/2026

Current price: $30.90

Expense ratio: 0.89%

Assets under management
$32.6M
-0.19% 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

-2.83%

Ann. 10.00% (Sharpe / Sortino numerator)

Volatility

10.54%

Sharpe ratio

0.604

VaR 95%

-0.78%

CVaR 95%: -0.81%
Max drawdown: -1.54%
Sortino ratio: 1.566
Calmar ratio: 6.50

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

-0.20%

Ann. 9.61% (Sharpe / Sortino numerator)

Volatility

6.61%

Sharpe ratio

0.905

VaR 95%

-0.52%

CVaR 95%: -0.72%
Max drawdown: -1.82%
Sortino ratio: 1.570
Calmar ratio: 5.27

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

6.53%

Ann. 10.30% (Sharpe / Sortino numerator)

Volatility

6.34%

Sharpe ratio

1.052

VaR 95%

-0.55%

CVaR 95%: -0.78%
Max drawdown: -1.82%
Sortino ratio: 1.634
Calmar ratio: 5.65

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

12.16%

Ann. 11.69% (Sharpe / Sortino numerator)

Volatility

7.56%

Sharpe ratio

1.067

VaR 95%

-0.50%

CVaR 95%: -1.05%
Max drawdown: -5.70%
Sortino ratio: 1.241
Calmar ratio: 2.05

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

22.84%

Ann. 13.16% (Sharpe / Sortino numerator)

Volatility

7.01%

Sharpe ratio

1.365

VaR 95%

-0.48%

CVaR 95%: -0.89%
Max drawdown: -6.50%
Sortino ratio: 1.786
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 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.047%

Best day

2.175%

31/03/2026
Worst day

-1.727%

13/07/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.96 $31.01 $30.88 $30.90 13,900
17/07/2026 $30.75 $30.91 $30.75 $30.77 4,200
16/07/2026 $31.11 $31.13 $30.98 $31.04 18,800
15/07/2026 $31.59 $31.59 $31.16 $31.33 12,700
14/07/2026 $31.21 $31.31 $31.21 $31.31 17,200
13/07/2026 $31.11 $31.17 $30.98 $31.01 13,300
10/07/2026 $31.52 $31.60 $31.46 $31.55 20,400
09/07/2026 $31.48 $31.54 $31.45 $31.45 2,700
08/07/2026 $31.26 $31.34 $31.06 $31.34 9,300
07/07/2026 $31.20 $31.25 $31.13 $31.20 20,300