Summary
IGTR
Prices · period metrics · 12M
NAV as of 15/07/2026
02/04/2025 → 02/04/2026
Return 38.25% Volatility 19.05% Sharpe 0.76
Official loaded data — not a live quote.

Innovator Gradient Tactical Rotation Strategy ETF

Symbol: IGTR

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 16/11/2022

Latest date: 15/07/2026

Current price: $33.30

Expense ratio: 0.80%

Assets under management
$58.8M
0.00% 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

-3.32%

Ann. -47.78% (Sharpe / Sortino numerator)

Volatility

27.43%

Sharpe ratio

-1.874

VaR 95%

-2.98%

CVaR 95%: -3.32%
Max drawdown: -7.39%
Sortino ratio: -2.894
Calmar ratio: -6.47

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

9.21%

Ann. 4.10% (Sharpe / Sortino numerator)

Volatility

20.03%

Sharpe ratio

0.023

VaR 95%

-2.17%

CVaR 95%: -2.79%
Max drawdown: -11.18%
Sortino ratio: 0.032
Calmar ratio: 0.37

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

16.35%

Ann. 14.74% (Sharpe / Sortino numerator)

Volatility

21.05%

Sharpe ratio

0.528

VaR 95%

-2.28%

CVaR 95%: -3.30%
Max drawdown: -11.18%
Sortino ratio: 0.661
Calmar ratio: 1.32

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

38.25%

Ann. 18.10% (Sharpe / Sortino numerator)

Volatility

19.05%

Sharpe ratio

0.759

VaR 95%

-1.66%

CVaR 95%: -2.95%
Max drawdown: -11.18%
Sortino ratio: 0.985
Calmar ratio: 1.62

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

21.42%

Ann. 3.92% (Sharpe / Sortino numerator)

Volatility

17.43%

Sharpe ratio

0.016

VaR 95%

-1.75%

CVaR 95%: -2.68%
Max drawdown: -20.06%
Sortino ratio: 0.022
Calmar ratio: 0.20

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

50.38%

Ann. 10.42% (Sharpe / Sortino numerator)

Volatility

15.96%

Sharpe ratio

0.425

VaR 95%

-1.58%

CVaR 95%: -2.39%
Max drawdown: -20.06%
Sortino ratio: 0.567
Calmar ratio: 0.52

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: 15/07/2025 - 15/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.146%

Best day

8.47%

11/06/2026
Worst day

-9.314%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/07/2026 $33.30 $33.30 $33.30 $33.30 0
14/07/2026 $33.30 $33.30 $33.30 $33.30 0
13/07/2026 $33.30 $33.30 $33.30 $33.30 0
10/07/2026 $33.35 $33.35 $33.27 $33.30 3,600
09/07/2026 $33.28 $33.30 $33.28 $33.30 500
08/07/2026 $33.28 $33.30 $33.28 $33.30 900
07/07/2026 $33.29 $33.32 $33.17 $33.29 3,000
06/07/2026 $33.31 $33.34 $33.31 $33.33 3,000
02/07/2026 $33.34 $33.40 $33.34 $33.38 3,100
01/07/2026 $33.45 $33.55 $33.45 $33.52 1,101,700