Summary
EJAN
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 11.10% Volatility 9.87% Sharpe 0.84
Official loaded data — not a live quote.

Innovator Emerging Markets Power Buffer ETF January

Symbol: EJAN

Exchange: NYSE

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2019

Latest date: 15/10/2026

Current price: $36.88

Expense ratio: 0.89%

Assets under management
$142.9M
0.33% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.16%

Ann. -31.50% (Sharpe / Sortino numerator)

Volatility

19.09%

Sharpe ratio

-1.841

VaR 95%

-1.99%

CVaR 95%: -2.23%
Max drawdown: -3.89%
Sortino ratio: -2.915
Calmar ratio: -8.09

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

3.11%

Ann. -3.67% (Sharpe / Sortino numerator)

Volatility

12.69%

Sharpe ratio

-0.575

VaR 95%

-1.41%

CVaR 95%: -1.92%
Max drawdown: -6.63%
Sortino ratio: -0.766
Calmar ratio: -0.55

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

4.59%

Ann. 3.66% (Sharpe / Sortino numerator)

Volatility

9.21%

Sharpe ratio

0.004

VaR 95%

-0.70%

CVaR 95%: -1.47%
Max drawdown: -6.63%
Sortino ratio: 0.004
Calmar ratio: 0.55

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

11.10%

Ann. 11.96% (Sharpe / Sortino numerator)

Volatility

9.87%

Sharpe ratio

0.844

VaR 95%

-0.74%

CVaR 95%: -1.55%
Max drawdown: -6.63%
Sortino ratio: 0.985
Calmar ratio: 1.80

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

18.38%

Ann. 8.03% (Sharpe / Sortino numerator)

Volatility

10.00%

Sharpe ratio

0.440

VaR 95%

-0.99%

CVaR 95%: -1.48%
Max drawdown: -11.75%
Sortino ratio: 0.574
Calmar ratio: 0.68

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

34.38%

Ann. 6.33% (Sharpe / Sortino numerator)

Volatility

10.15%

Sharpe ratio

0.267

VaR 95%

-1.00%

CVaR 95%: -1.45%
Max drawdown: -11.75%
Sortino ratio: 0.380
Calmar ratio: 0.54

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.044%

Best day

2.539%

31/03/2026
Worst day

-2.422%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $36.76 $36.93 $36.76 $36.88 3,900
14/10/2026 $37.00 $37.11 $36.96 $36.98 3,300
13/10/2026 $37.23 $37.27 $37.20 $37.20 8,000
12/10/2026 $37.25 $37.33 $37.25 $37.30 1,100
09/10/2026 $37.28 $37.40 $37.26 $37.35 19,200
08/10/2026 $37.24 $37.28 $37.13 $37.21 27,900
07/10/2026 $37.25 $37.41 $37.25 $37.35 20,700
06/10/2026 $37.60 $37.60 $37.40 $37.44 2,100
05/10/2026 $37.37 $37.44 $37.37 $37.40 6,800
02/10/2026 $37.26 $37.30 $37.23 $37.27 11,300