Summary
JULH
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 6.85% Volatility 6.94% Sharpe 0.19
Official loaded data — not a live quote.

Innovator Premium Income 20 Barrier ETF - July

Symbol: JULH

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/06/2023

Latest date: 03/06/2026

Current price: $25.07

Expense ratio: 0.79%

Assets under management
$16.8M
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

0.40%

Ann. -14.08% (Sharpe / Sortino numerator)

Volatility

7.01%

Sharpe ratio

-2.528

VaR 95%

-0.41%

CVaR 95%: -1.08%
Max drawdown: -0.72%
Sortino ratio: -2.343
Calmar ratio: -19.52

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

1.73%

Ann. -3.14% (Sharpe / Sortino numerator)

Volatility

4.49%

Sharpe ratio

-1.508

VaR 95%

-0.34%

CVaR 95%: -0.72%
Max drawdown: -2.33%
Sortino ratio: -1.275
Calmar ratio: -1.35

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

2.85%

Ann. 1.80% (Sharpe / Sortino numerator)

Volatility

3.72%

Sharpe ratio

-0.492

VaR 95%

-0.31%

CVaR 95%: -0.58%
Max drawdown: -2.33%
Sortino ratio: -0.453
Calmar ratio: 0.77

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

6.85%

Ann. 4.92% (Sharpe / Sortino numerator)

Volatility

6.94%

Sharpe ratio

0.187

VaR 95%

-0.33%

CVaR 95%: -0.98%
Max drawdown: -4.59%
Sortino ratio: 0.185
Calmar ratio: 1.07

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

12.33%

Ann. 5.74% (Sharpe / Sortino numerator)

Volatility

5.44%

Sharpe ratio

0.388

VaR 95%

-0.26%

CVaR 95%: -0.74%
Max drawdown: -5.51%
Sortino ratio: 0.380
Calmar ratio: 1.04

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

20.36%

Ann. 6.64% (Sharpe / Sortino numerator)

Volatility

4.82%

Sharpe ratio

0.634

VaR 95%

-0.27%

CVaR 95%: -0.66%
Max drawdown: -5.51%
Sortino ratio: 0.624
Calmar ratio: 1.21

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.

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

0.027%

Best day

0.66%

31/03/2026
Worst day

-0.519%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $25.05 $25.10 $25.04 $25.07 8,000
02/06/2026 $25.04 $25.07 $25.04 $25.07 1,300
01/06/2026 $25.04 $25.10 $25.03 $25.07 74,600
29/05/2026 $25.04 $25.07 $25.04 $25.07 100
28/05/2026 $25.03 $25.06 $25.03 $25.06 500
27/05/2026 $25.03 $25.05 $25.03 $25.05 1,200
26/05/2026 $25.05 $25.05 $25.05 $25.05 100
22/05/2026 $25.02 $25.05 $25.02 $25.05 1,100
21/05/2026 $25.01 $25.07 $25.01 $25.04 400
20/05/2026 $25.01 $25.04 $24.99 $25.04 8,900