Summary
KFEB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 23.04% Volatility 14.12% Sharpe 1.03
Official loaded data — not a live quote.

Innovator U.S. Small Cap Power Buffer ETF February

Symbol: KFEB

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 31/01/2025

Latest date: 16/07/2026

Current price: $31.02

Expense ratio: 0.79%

Assets under management
$41.3M
-0.11% 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

1.08%

Ann. -23.92% (Sharpe / Sortino numerator)

Volatility

15.10%

Sharpe ratio

-1.825

VaR 95%

-1.35%

CVaR 95%: -1.38%
Max drawdown: -4.77%
Sortino ratio: -4.148
Calmar ratio: -5.01

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. 12.76% (Sharpe / Sortino numerator)

Volatility

12.56%

Sharpe ratio

0.727

VaR 95%

-1.21%

CVaR 95%: -1.31%
Max drawdown: -5.80%
Sortino ratio: 1.294
Calmar ratio: 2.20

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

6.81%

Ann. 10.99% (Sharpe / Sortino numerator)

Volatility

12.52%

Sharpe ratio

0.588

VaR 95%

-1.21%

CVaR 95%: -1.43%
Max drawdown: -5.80%
Sortino ratio: 1.033
Calmar ratio: 1.89

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

23.04%

Ann. 18.24% (Sharpe / Sortino numerator)

Volatility

14.12%

Sharpe ratio

1.035

VaR 95%

-1.19%

CVaR 95%: -1.91%
Max drawdown: -5.80%
Sortino ratio: 1.477
Calmar ratio: 3.15

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

0.085%

Best day

2.132%

22/08/2025
Worst day

-1.808%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $31.05 $31.05 $30.99 $31.02 1,500
15/07/2026 $31.02 $31.04 $30.96 $31.04 7,100
14/07/2026 $30.97 $30.97 $30.97 $30.97 100
13/07/2026 $30.88 $30.88 $30.88 $30.88 100
10/07/2026 $30.93 $30.98 $30.91 $30.98 3,900
09/07/2026 $30.98 $30.99 $30.96 $30.97 4,700
08/07/2026 $30.73 $30.85 $30.73 $30.85 400
07/07/2026 $31.04 $31.04 $30.87 $30.96 2,700
06/07/2026 $31.07 $31.18 $31.06 $31.07 1,200
02/07/2026 $30.99 $30.99 $30.99 $30.99 200