Innovator Equity Defined Protection ETF - 6mo Jan/Jul
Symbol: JAJL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/06/2024
Latest date: 03/06/2026
Current price: $29.79
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
0.79%
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
2.07%
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
2.86%
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
7.79%
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
14.15%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.03%
Best day
0.792%
Worst day
-0.647%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $29.79 | $29.80 | $29.78 | $29.79 | 16,200 |
| 02/06/2026 | $29.78 | $29.81 | $29.78 | $29.80 | 25,400 |
| 01/06/2026 | $29.81 | $29.81 | $29.80 | $29.80 | 12,200 |
| 29/05/2026 | $29.77 | $29.81 | $29.77 | $29.80 | 35,200 |
| 28/05/2026 | $29.67 | $29.79 | $29.67 | $29.75 | 276,800 |
| 27/05/2026 | $29.74 | $29.78 | $29.74 | $29.77 | 16,100 |
| 26/05/2026 | $29.74 | $29.77 | $29.73 | $29.76 | 19,500 |
| 22/05/2026 | $29.73 | $29.76 | $29.72 | $29.74 | 15,000 |
| 21/05/2026 | $29.68 | $29.74 | $29.68 | $29.73 | 33,100 |
| 20/05/2026 | $29.70 | $29.73 | $29.67 | $29.71 | 8,800 |