Summary
KDEC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 16.81% Volatility 13.39% Sharpe 0.65
Official loaded data — not a live quote.

Innovator U.S. Small Cap Power Buffer ETF December

Symbol: KDEC

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 29/11/2024

Latest date: 16/07/2026

Current price: $28.39

Expense ratio: 0.79%

Assets under management
$84.0M
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

1.28%

Ann. -19.88% (Sharpe / Sortino numerator)

Volatility

14.18%

Sharpe ratio

-1.658

VaR 95%

-1.32%

CVaR 95%: -1.38%
Max drawdown: -4.29%
Sortino ratio: -3.472
Calmar ratio: -4.64

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

5.11%

Ann. 3.69% (Sharpe / Sortino numerator)

Volatility

11.00%

Sharpe ratio

0.005

VaR 95%

-0.95%

CVaR 95%: -1.25%
Max drawdown: -5.38%
Sortino ratio: 0.009
Calmar ratio: 0.69

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

7.01%

Ann. 2.81% (Sharpe / Sortino numerator)

Volatility

10.64%

Sharpe ratio

-0.077

VaR 95%

-1.04%

CVaR 95%: -1.34%
Max drawdown: -5.38%
Sortino ratio: -0.128
Calmar ratio: 0.52

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

16.81%

Ann. 12.29% (Sharpe / Sortino numerator)

Volatility

13.39%

Sharpe ratio

0.647

VaR 95%

-1.04%

CVaR 95%: -1.89%
Max drawdown: -5.96%
Sortino ratio: 0.872
Calmar ratio: 2.06

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

13.56%

Ann. 8.30% (Sharpe / Sortino numerator)

Volatility

12.22%

Sharpe ratio

0.381

VaR 95%

-1.03%

CVaR 95%: -1.75%
Max drawdown: -16.35%
Sortino ratio: 0.519
Calmar ratio: 0.51

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

0.064%

Best day

1.823%

31/03/2026
Worst day

-1.74%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $28.39 $28.39 $28.39 $28.39 600
15/07/2026 $28.43 $28.43 $28.38 $28.40 291,200
14/07/2026 $28.32 $28.38 $28.32 $28.35 4,200
13/07/2026 $28.31 $28.31 $28.27 $28.28 3,400
10/07/2026 $28.32 $28.40 $28.32 $28.40 2,100
09/07/2026 $28.32 $28.41 $28.32 $28.41 5,400
08/07/2026 $28.22 $28.25 $28.13 $28.25 4,500
07/07/2026 $28.34 $28.37 $28.30 $28.31 3,300
06/07/2026 $28.41 $28.45 $28.41 $28.43 1,400
02/07/2026 $28.44 $28.49 $28.30 $28.34 2,100