Summary
EBUF
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 16.62% 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: 03/06/2026

Current price: $31.61

Expense ratio: 0.89%

Assets under management
$31.8M
0.21% 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

1.60%

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

8.70%

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

11.54%

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

16.62%

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

26.33%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.062%

Best day

2.175%

31/03/2026
Worst day

-1.394%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.55 $31.63 $31.55 $31.61 4,300
02/06/2026 $31.60 $31.63 $31.44 $31.61 2,900
01/06/2026 $31.55 $31.59 $31.37 $31.37 44,100
29/05/2026 $31.52 $31.53 $31.52 $31.53 500
28/05/2026 $31.50 $31.57 $31.50 $31.53 4,800
27/05/2026 $31.54 $31.54 $31.49 $31.50 2,500
26/05/2026 $31.50 $31.53 $31.46 $31.48 2,500
22/05/2026 $31.40 $31.40 $31.30 $31.30 1,500
21/05/2026 $31.31 $31.40 $31.31 $31.40 1,200
20/05/2026 $31.22 $31.31 $31.22 $31.31 2,500