Summary
EJUL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 7.37% Volatility 9.57% Sharpe 1.50
Official loaded data — not a live quote.

Innovator Emerging Markets Power Buffer ETF July

Symbol: EJUL

Exchange: NYSE

Sector: Technology

Category: Defined Outcome

Inception date: 28/06/2019

Latest date: 20/07/2026

Current price: $29.92

Expense ratio: 0.89%

Assets under management
$135.7M
-0.50% 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

-4.10%

Ann. -17.32% (Sharpe / Sortino numerator)

Volatility

12.36%

Sharpe ratio

-1.695

VaR 95%

-1.13%

CVaR 95%: -1.26%
Max drawdown: -2.62%
Sortino ratio: -3.288
Calmar ratio: -6.62

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

-2.79%

Ann. 0.61% (Sharpe / Sortino numerator)

Volatility

8.07%

Sharpe ratio

-0.373

VaR 95%

-0.98%

CVaR 95%: -1.14%
Max drawdown: -3.81%
Sortino ratio: -0.521
Calmar ratio: 0.16

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

-0.40%

Ann. 5.30% (Sharpe / Sortino numerator)

Volatility

7.41%

Sharpe ratio

0.225

VaR 95%

-0.69%

CVaR 95%: -1.11%
Max drawdown: -3.81%
Sortino ratio: 0.295
Calmar ratio: 1.39

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

7.37%

Ann. 17.97% (Sharpe / Sortino numerator)

Volatility

9.57%

Sharpe ratio

1.499

VaR 95%

-0.75%

CVaR 95%: -1.36%
Max drawdown: -5.28%
Sortino ratio: 2.022
Calmar ratio: 3.41

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

21.23%

Ann. 11.89% (Sharpe / Sortino numerator)

Volatility

9.64%

Sharpe ratio

0.857

VaR 95%

-1.02%

CVaR 95%: -1.34%
Max drawdown: -8.36%
Sortino ratio: 1.213
Calmar ratio: 1.42

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

28.80%

Ann. 8.58% (Sharpe / Sortino numerator)

Volatility

9.24%

Sharpe ratio

0.536

VaR 95%

-0.98%

CVaR 95%: -1.29%
Max drawdown: -8.36%
Sortino ratio: 0.788
Calmar ratio: 1.03

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

0.03%

Best day

1.942%

06/07/2026
Worst day

-2.314%

13/07/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.07 $30.07 $29.90 $29.92 32,300
17/07/2026 $29.61 $29.98 $29.61 $29.84 146,900
16/07/2026 $30.20 $30.21 $30.05 $30.12 17,300
15/07/2026 $30.62 $30.62 $30.28 $30.49 48,500
14/07/2026 $30.50 $30.55 $30.36 $30.48 62,400
13/07/2026 $30.40 $30.40 $30.06 $30.14 43,800
10/07/2026 $30.79 $30.86 $30.67 $30.85 53,400
09/07/2026 $30.83 $30.83 $30.72 $30.77 54,800
08/07/2026 $30.36 $30.62 $30.31 $30.59 82,100
07/07/2026 $30.60 $30.60 $30.36 $30.46 36,300