Summary
KAPR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.64% Volatility 10.15% Sharpe 1.35
Official loaded data — not a live quote.

Innovator U.S. Small Cap Power Buffer ETF - April

Symbol: KAPR

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 31/03/2020

Latest date: 16/07/2026

Current price: $39.77

Expense ratio: 0.79%

Assets under management
$215.5M
-0.19% 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

1.11%

Ann. 22.15% (Sharpe / Sortino numerator)

Volatility

5.79%

Sharpe ratio

3.196

VaR 95%

-0.42%

CVaR 95%: -0.57%
Max drawdown: -0.86%
Sortino ratio: 5.600
Calmar ratio: 25.60

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

4.84%

Ann. 14.88% (Sharpe / Sortino numerator)

Volatility

4.07%

Sharpe ratio

2.766

VaR 95%

-0.33%

CVaR 95%: -0.46%
Max drawdown: -0.89%
Sortino ratio: 4.251
Calmar ratio: 16.67

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

11.60%

Ann. 13.07% (Sharpe / Sortino numerator)

Volatility

5.60%

Sharpe ratio

1.684

VaR 95%

-0.55%

CVaR 95%: -0.82%
Max drawdown: -2.52%
Sortino ratio: 2.242
Calmar ratio: 5.19

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

21.64%

Ann. 17.34% (Sharpe / Sortino numerator)

Volatility

10.15%

Sharpe ratio

1.350

VaR 95%

-0.75%

CVaR 95%: -1.48%
Max drawdown: -4.85%
Sortino ratio: 1.552
Calmar ratio: 3.58

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

22.65%

Ann. 9.17% (Sharpe / Sortino numerator)

Volatility

10.72%

Sharpe ratio

0.517

VaR 95%

-0.97%

CVaR 95%: -1.61%
Max drawdown: -16.84%
Sortino ratio: 0.664
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

42.36%

Ann. 11.15% (Sharpe / Sortino numerator)

Volatility

11.23%

Sharpe ratio

0.670

VaR 95%

-1.00%

CVaR 95%: -1.57%
Max drawdown: -16.84%
Sortino ratio: 0.953
Calmar ratio: 0.66

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.079%

Best day

1.714%

08/04/2026
Worst day

-1.371%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $39.85 $39.90 $39.77 $39.77 2,900
15/07/2026 $39.83 $39.85 $39.77 $39.77 1,700
14/07/2026 $39.67 $39.75 $39.67 $39.70 9,200
13/07/2026 $39.68 $39.68 $39.59 $39.60 2,000
10/07/2026 $39.66 $39.75 $39.66 $39.75 5,700
09/07/2026 $39.68 $39.80 $39.68 $39.77 17,900
08/07/2026 $39.53 $39.58 $39.47 $39.58 50,700
07/07/2026 $39.61 $39.74 $39.59 $39.63 2,900
06/07/2026 $39.78 $39.90 $39.77 $39.82 4,400
02/07/2026 $39.90 $39.90 $39.65 $39.69 2,800