Summary
JANJ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 5.30% Volatility 6.78% Sharpe -0.08
Official loaded data — not a live quote.

Innovator Premium Income 30 Barrier ETF - January

Symbol: JANJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/12/2023

Latest date: 20/07/2026

Current price: $24.77

Expense ratio: 0.79%

Assets under management
$15.4M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.45%

Ann. -15.20% (Sharpe / Sortino numerator)

Volatility

8.01%

Sharpe ratio

-2.352

VaR 95%

-0.54%

CVaR 95%: -0.99%
Max drawdown: -1.76%
Sortino ratio: -3.337
Calmar ratio: -8.64

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

1.60%

Ann. -4.70% (Sharpe / Sortino numerator)

Volatility

5.29%

Sharpe ratio

-1.576

VaR 95%

-0.50%

CVaR 95%: -0.75%
Max drawdown: -3.13%
Sortino ratio: -1.885
Calmar ratio: -1.50

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

3.40%

Ann. -0.74% (Sharpe / Sortino numerator)

Volatility

3.76%

Sharpe ratio

-1.162

VaR 95%

-0.40%

CVaR 95%: -0.61%
Max drawdown: -3.13%
Sortino ratio: -1.122
Calmar ratio: -0.24

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

5.30%

Ann. 3.10% (Sharpe / Sortino numerator)

Volatility

6.78%

Sharpe ratio

-0.079

VaR 95%

-0.41%

CVaR 95%: -1.01%
Max drawdown: -4.40%
Sortino ratio: -0.072
Calmar ratio: 0.70

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

10.84%

Ann. 3.97% (Sharpe / Sortino numerator)

Volatility

4.99%

Sharpe ratio

0.069

VaR 95%

-0.26%

CVaR 95%: -0.69%
Max drawdown: -5.75%
Sortino ratio: 0.061
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

14.91%

Ann. 5.14% (Sharpe / Sortino numerator)

Volatility

4.67%

Sharpe ratio

0.323

VaR 95%

-0.22%

CVaR 95%: -0.62%
Max drawdown: -5.75%
Sortino ratio: 0.299
Calmar ratio: 0.89

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

0.021%

Best day

1.109%

31/03/2026
Worst day

-0.542%

20/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $24.77 $24.77 $24.77 $24.77 100
17/07/2026 $24.76 $24.76 $24.76 $24.76 100
16/07/2026 $24.79 $24.79 $24.77 $24.77 8,100
15/07/2026 $24.79 $24.79 $24.79 $24.79 100
14/07/2026 $24.78 $24.78 $24.78 $24.78 400
13/07/2026 $24.77 $24.77 $24.76 $24.76 300
10/07/2026 $24.77 $24.78 $24.77 $24.77 400
09/07/2026 $24.73 $24.78 $24.73 $24.76 700
08/07/2026 $24.72 $24.75 $24.71 $24.75 3,700
07/07/2026 $24.76 $24.76 $24.74 $24.75 900