Summary
JULJ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 5.18% 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: 20/07/2026

Current price: $24.74

Expense ratio: 0.79%

Assets under management
$13.6M
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

-0.07%

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

0.58%

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

1.87%

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

5.18%

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

11.01%

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

18.22%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

0.377%

31/03/2026
Worst day

-0.36%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $24.74 $24.74 $24.74 $24.74 100
17/07/2026 $24.73 $24.73 $24.73 $24.73 100
16/07/2026 $24.78 $24.78 $24.78 $24.78 100
15/07/2026 $24.80 $24.80 $24.77 $24.80 1,600
14/07/2026 $24.77 $24.77 $24.77 $24.77 100
13/07/2026 $24.73 $24.73 $24.73 $24.73 100
10/07/2026 $24.77 $24.78 $24.76 $24.78 3,400
09/07/2026 $24.72 $24.78 $24.72 $24.76 1,700
08/07/2026 $24.68 $24.74 $24.67 $24.73 5,700
07/07/2026 $24.75 $24.80 $24.73 $24.73 16,600