Summary
JANH
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 6.70% 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: 20/07/2026

Current price: $24.81

Expense ratio: 0.79%

Assets under management
$14.2M
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

0.46%

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

2.10%

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

4.36%

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

6.70%

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

13.27%

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

18.45%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.026%

Best day

1.409%

31/03/2026
Worst day

-0.788%

27/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $24.81 $24.81 $24.81 $24.81 300
17/07/2026 $24.81 $24.83 $24.80 $24.80 700
16/07/2026 $24.83 $24.83 $24.82 $24.83 600
15/07/2026 $24.86 $24.86 $24.82 $24.85 2,000
14/07/2026 $24.84 $24.85 $24.81 $24.83 2,700
13/07/2026 $24.81 $24.81 $24.76 $24.79 9,900
10/07/2026 $24.81 $24.83 $24.81 $24.83 1,000
09/07/2026 $24.78 $24.82 $24.78 $24.82 4,200
08/07/2026 $24.76 $24.81 $24.76 $24.79 3,200
07/07/2026 $24.79 $24.81 $24.79 $24.80 2,600