Innovator U.S. Small Cap Power Buffer ETF - August
Symbol: KAUG
Exchange: BATS
Sector: Healthcare
Category: Defined Outcome
Inception date: 31/07/2024
Latest date: 16/07/2026
Current price: $28.73
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.63%
Ann. -10.95% (Sharpe / Sortino numerator)
Volatility
12.30%
Sharpe ratio
-1.185
VaR 95%
-1.27%
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
3.38%
Ann. 5.18% (Sharpe / Sortino numerator)
Volatility
9.11%
Sharpe ratio
0.170
VaR 95%
-0.93%
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
5.39%
Ann. 6.93% (Sharpe / Sortino numerator)
Volatility
8.88%
Sharpe ratio
0.371
VaR 95%
-0.95%
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
14.99%
Ann. 11.63% (Sharpe / Sortino numerator)
Volatility
11.70%
Sharpe ratio
0.684
VaR 95%
-1.02%
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
17.49%
Ann. 8.53% (Sharpe / Sortino numerator)
Volatility
11.49%
Sharpe ratio
0.430
VaR 95%
-1.02%
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.
Average daily return
0.057%
Best day
1.864%
Worst day
-1.298%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $28.73 | $28.73 | $28.73 | $28.73 | 500 |
| 15/07/2026 | $28.73 | $28.74 | $28.69 | $28.73 | 25,400 |
| 14/07/2026 | $28.71 | $28.72 | $28.68 | $28.69 | 6,500 |
| 13/07/2026 | $28.70 | $28.71 | $28.68 | $28.70 | 15,300 |
| 10/07/2026 | $28.69 | $28.69 | $28.68 | $28.68 | 38,500 |
| 09/07/2026 | $28.67 | $28.69 | $28.67 | $28.69 | 2,800 |
| 08/07/2026 | $28.65 | $28.68 | $28.65 | $28.66 | 2,800 |
| 07/07/2026 | $28.69 | $28.69 | $28.68 | $28.68 | 4,900 |
| 06/07/2026 | $28.69 | $28.69 | $28.66 | $28.69 | 4,100 |
| 02/07/2026 | $28.68 | $28.68 | $28.63 | $28.65 | 2,600 |