Innovator U.S. Small Cap Power Buffer ETF - January
Symbol: KJAN
Exchange: BATS
Sector: Healthcare
Category: Defined Outcome
Inception date: 31/12/2019
Latest date: 16/07/2026
Current price: $45.70
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
1.00%
Ann. -20.71% (Sharpe / Sortino numerator)
Volatility
14.05%
Sharpe ratio
-1.733
VaR 95%
-1.24%
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
4.87%
Ann. 3.17% (Sharpe / Sortino numerator)
Volatility
10.86%
Sharpe ratio
-0.043
VaR 95%
-1.00%
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
6.59%
Ann. 7.40% (Sharpe / Sortino numerator)
Volatility
12.29%
Sharpe ratio
0.307
VaR 95%
-1.13%
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
20.30%
Ann. 16.40% (Sharpe / Sortino numerator)
Volatility
14.02%
Sharpe ratio
0.911
VaR 95%
-1.19%
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
23.97%
Ann. 9.90% (Sharpe / Sortino numerator)
Volatility
12.93%
Sharpe ratio
0.485
VaR 95%
-1.14%
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
39.93%
Ann. 11.01% (Sharpe / Sortino numerator)
Volatility
12.86%
Sharpe ratio
0.574
VaR 95%
-1.15%
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.
Average daily return
0.076%
Best day
2.364%
Worst day
-2.092%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $45.74 | $45.81 | $45.65 | $45.70 | 10,900 |
| 15/07/2026 | $45.73 | $45.73 | $45.67 | $45.70 | 1,900 |
| 14/07/2026 | $45.60 | $45.66 | $45.57 | $45.65 | 4,600 |
| 13/07/2026 | $45.58 | $45.58 | $45.48 | $45.48 | 4,000 |
| 10/07/2026 | $45.59 | $45.66 | $45.58 | $45.66 | 10,000 |
| 09/07/2026 | $45.56 | $45.71 | $45.56 | $45.67 | 3,500 |
| 08/07/2026 | $45.41 | $45.51 | $45.34 | $45.48 | 3,100 |
| 07/07/2026 | $45.61 | $45.66 | $45.59 | $45.59 | 2,600 |
| 06/07/2026 | $45.66 | $45.83 | $45.66 | $45.72 | 5,300 |
| 02/07/2026 | $45.67 | $45.67 | $45.50 | $45.60 | 152,100 |