Innovator Equity Defined Protection ETF - 6mo Jan/Jul
Symbol: JAJL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/06/2024
Latest date: 15/10/2026
Current price: $30.42
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
0.80%
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
1.25%
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
3.39%
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
6.09%
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
13.67%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.024%
Best day
0.447%
Worst day
-0.411%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $30.43 | $30.45 | $30.36 | $30.42 | 63,800 |
| 14/10/2026 | $30.55 | $30.55 | $30.34 | $30.39 | 22,400 |
| 13/10/2026 | $30.44 | $30.48 | $30.43 | $30.45 | 10,000 |
| 12/10/2026 | $30.43 | $30.48 | $30.41 | $30.41 | 16,900 |
| 09/10/2026 | $30.44 | $30.47 | $30.40 | $30.42 | 25,900 |
| 08/10/2026 | $30.39 | $30.45 | $30.37 | $30.37 | 20,200 |
| 07/10/2026 | $30.37 | $30.42 | $30.36 | $30.42 | 12,900 |
| 06/10/2026 | $30.41 | $30.47 | $30.39 | $30.40 | 21,400 |
| 05/10/2026 | $30.33 | $30.42 | $30.33 | $30.39 | 15,200 |
| 02/10/2026 | $30.34 | $30.38 | $30.33 | $30.36 | 6,700 |