Summary
EJAN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.55% 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: 20/07/2026

Current price: $35.52

Expense ratio: 0.89%

Assets under management
$156.4M
-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

-1.77%

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

-0.07%

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

3.34%

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

9.55%

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

18.01%

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

23.27%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.038%

Best day

2.539%

31/03/2026
Worst day

-2.422%

03/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $35.59 $35.59 $35.44 $35.52 11,800
17/07/2026 $35.15 $35.48 $35.15 $35.37 7,900
16/07/2026 $35.66 $35.66 $35.48 $35.55 3,400
15/07/2026 $35.56 $35.82 $35.56 $35.77 2,700
14/07/2026 $35.70 $35.78 $35.67 $35.73 1,800
13/07/2026 $35.55 $35.59 $35.48 $35.52 3,300
10/07/2026 $35.88 $35.92 $35.88 $35.89 1,200
09/07/2026 $35.90 $35.90 $35.75 $35.80 5,000
08/07/2026 $35.73 $35.79 $35.72 $35.77 1,200
07/07/2026 $35.62 $35.73 $35.61 $35.61 2,100