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: 15/10/2026
Current price: $28.15
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
-1.62%
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
-2.03%
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
1.32%
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
7.26%
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
11.91%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.029%
Best day
1.781%
Worst day
-1.296%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $28.14 | $28.15 | $28.01 | $28.15 | 2,500 |
| 14/10/2026 | $27.93 | $27.93 | $27.89 | $27.91 | 300 |
| 13/10/2026 | $28.32 | $28.32 | $28.21 | $28.25 | 1,500 |
| 12/10/2026 | $28.37 | $28.37 | $28.28 | $28.30 | 2,300 |
| 09/10/2026 | $28.39 | $28.39 | $28.34 | $28.36 | 5,900 |
| 08/10/2026 | $28.25 | $28.29 | $28.22 | $28.29 | 7,600 |
| 07/10/2026 | $28.26 | $28.35 | $28.24 | $28.25 | 4,700 |
| 06/10/2026 | $28.47 | $28.50 | $28.42 | $28.47 | 9,000 |
| 05/10/2026 | $28.53 | $28.54 | $28.53 | $28.53 | 700 |
| 02/10/2026 | $28.54 | $28.54 | $28.43 | $28.47 | 800 |