Summary
JULJ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 5.56% Volatility 4.61% Sharpe 0.12
Official loaded data — not a live quote.

Innovator Premium Income 30 Barrier ETF - July

Symbol: JULJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/06/2023

Latest date: 03/06/2026

Current price: $25.04

Expense ratio: 0.79%

Assets under management
$16.2M
-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

0.28%

Ann. -10.37% (Sharpe / Sortino numerator)

Volatility

5.14%

Sharpe ratio

-2.722

VaR 95%

-0.25%

CVaR 95%: -0.82%
Max drawdown: -0.34%
Sortino ratio: -2.181
Calmar ratio: -30.58

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

1.33%

Ann. -1.93% (Sharpe / Sortino numerator)

Volatility

3.27%

Sharpe ratio

-1.699

VaR 95%

-0.16%

CVaR 95%: -0.49%
Max drawdown: -1.74%
Sortino ratio: -1.336
Calmar ratio: -1.11

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

2.32%

Ann. 1.85% (Sharpe / Sortino numerator)

Volatility

2.68%

Sharpe ratio

-0.665

VaR 95%

-0.16%

CVaR 95%: -0.40%
Max drawdown: -1.74%
Sortino ratio: -0.569
Calmar ratio: 1.06

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

5.56%

Ann. 4.19% (Sharpe / Sortino numerator)

Volatility

4.61%

Sharpe ratio

0.122

VaR 95%

-0.17%

CVaR 95%: -0.62%
Max drawdown: -3.23%
Sortino ratio: 0.123
Calmar ratio: 1.30

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

10.19%

Ann. 4.97% (Sharpe / Sortino numerator)

Volatility

3.66%

Sharpe ratio

0.366

VaR 95%

-0.18%

CVaR 95%: -0.49%
Max drawdown: -3.62%
Sortino ratio: 0.363
Calmar ratio: 1.37

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

16.99%

Ann. 5.62% (Sharpe / Sortino numerator)

Volatility

3.22%

Sharpe ratio

0.631

VaR 95%

-0.19%

CVaR 95%: -0.43%
Max drawdown: -3.62%
Sortino ratio: 0.624
Calmar ratio: 1.55

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

0.022%

Best day

0.377%

31/03/2026
Worst day

-0.36%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $25.04 $25.05 $25.02 $25.04 7,400
02/06/2026 $25.07 $25.07 $25.05 $25.05 1,700
01/06/2026 $25.05 $25.05 $25.02 $25.02 88,900
29/05/2026 $25.02 $25.05 $25.02 $25.05 100
28/05/2026 $25.02 $25.04 $25.02 $25.04 700
27/05/2026 $25.01 $25.06 $25.01 $25.03 1,300
26/05/2026 $25.01 $25.03 $25.01 $25.03 200
22/05/2026 $25.01 $25.02 $25.01 $25.02 1,500
21/05/2026 $25.02 $25.02 $25.02 $25.02 600
20/05/2026 $25.01 $25.02 $25.00 $25.02 1,400