Innovator Equity Defined Protection ETF - 6mo Jan/Jul
Symbol: JAJL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/06/2024
Latest date: 20/07/2026
Current price: $29.97
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.36%
Ann. -5.83% (Sharpe / Sortino numerator)
Volatility
2.26%
Sharpe ratio
-4.190
VaR 95%
-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
1.52%
Ann. -0.21% (Sharpe / Sortino numerator)
Volatility
2.22%
Sharpe ratio
-1.729
VaR 95%
-0.21%
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
3.06%
Ann. 2.65% (Sharpe / Sortino numerator)
Volatility
1.97%
Sharpe ratio
-0.496
VaR 95%
-0.19%
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
5.95%
Ann. 6.84% (Sharpe / Sortino numerator)
Volatility
2.69%
Sharpe ratio
1.196
VaR 95%
-0.19%
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
14.17%
Ann. 7.17% (Sharpe / Sortino numerator)
Volatility
2.76%
Sharpe ratio
1.297
VaR 95%
-0.23%
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.
Average daily return
0.023%
Best day
0.447%
Worst day
-0.411%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $29.94 | $29.99 | $29.92 | $29.97 | 32,000 |
| 17/07/2026 | $29.99 | $29.99 | $29.92 | $29.94 | 24,900 |
| 16/07/2026 | $29.96 | $30.03 | $29.96 | $30.02 | 64,900 |
| 15/07/2026 | $29.99 | $30.04 | $29.99 | $30.04 | 37,100 |
| 14/07/2026 | $30.02 | $30.02 | $29.97 | $30.02 | 18,500 |
| 13/07/2026 | $30.02 | $30.02 | $29.95 | $29.96 | 29,100 |
| 10/07/2026 | $30.08 | $30.08 | $29.96 | $30.02 | 80,200 |
| 09/07/2026 | $29.97 | $30.01 | $29.95 | $30.00 | 41,400 |
| 08/07/2026 | $29.90 | $29.95 | $29.88 | $29.95 | 119,000 |
| 07/07/2026 | $29.91 | $29.97 | $29.91 | $29.93 | 114,100 |