Summary
JANH
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 7.64% Volatility 9.42% Sharpe 0.00
Official loaded data — not a live quote.

Innovator Premium Income 20 Barrier ETF - January

Symbol: JANH

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/12/2023

Latest date: 03/06/2026

Current price: $25.05

Expense ratio: 0.79%

Assets under management
$19.2M
-0.10% 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

1.11%

Ann. -23.64% (Sharpe / Sortino numerator)

Volatility

10.71%

Sharpe ratio

-2.547

VaR 95%

-0.79%

CVaR 95%: -1.36%
Max drawdown: -2.78%
Sortino ratio: -3.458
Calmar ratio: -8.51

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

3.32%

Ann. -7.87% (Sharpe / Sortino numerator)

Volatility

7.18%

Sharpe ratio

-1.600

VaR 95%

-0.74%

CVaR 95%: -1.05%
Max drawdown: -4.61%
Sortino ratio: -1.871
Calmar ratio: -1.71

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

3.51%

Ann. -2.24% (Sharpe / Sortino numerator)

Volatility

5.09%

Sharpe ratio

-1.153

VaR 95%

-0.58%

CVaR 95%: -0.87%
Max drawdown: -4.61%
Sortino ratio: -1.062
Calmar ratio: -0.49

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

7.64%

Ann. 3.66% (Sharpe / Sortino numerator)

Volatility

9.42%

Sharpe ratio

0.003

VaR 95%

-0.58%

CVaR 95%: -1.45%
Max drawdown: -5.32%
Sortino ratio: 0.003
Calmar ratio: 0.69

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

11.68%

Ann. 4.32% (Sharpe / Sortino numerator)

Volatility

6.99%

Sharpe ratio

0.099

VaR 95%

-0.39%

CVaR 95%: -1.00%
Max drawdown: -7.99%
Sortino ratio: 0.089
Calmar ratio: 0.54

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

15.81%

Ann. 6.34% (Sharpe / Sortino numerator)

Volatility

6.54%

Sharpe ratio

0.415

VaR 95%

-0.35%

CVaR 95%: -0.90%
Max drawdown: -7.99%
Sortino ratio: 0.382
Calmar ratio: 0.79

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

1.408%

31/03/2026
Worst day

-0.788%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $25.07 $25.07 $25.03 $25.05 7,800
02/06/2026 $25.04 $25.06 $25.04 $25.06 900
01/06/2026 $25.04 $25.09 $25.04 $25.06 3,000
29/05/2026 $25.05 $25.07 $25.04 $25.07 2,700
28/05/2026 $25.04 $25.05 $25.02 $25.05 77,700
27/05/2026 $25.03 $25.04 $25.02 $25.02 3,200
26/05/2026 $25.01 $25.02 $25.01 $25.02 59,400
22/05/2026 $24.96 $25.00 $24.96 $24.99 3,200
21/05/2026 $24.92 $24.97 $24.92 $24.97 6,500
20/05/2026 $24.91 $24.95 $24.91 $24.95 17,800