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: 17/04/2026

Current Price: $43.93

Expense Ratio: 0.79%

Assets Under Management
$310.0M
0.17% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

5.74%

Volatility

14.05%

Sharpe Ratio

-1.733

VaR 95%

-1.24%

CVaR 95%: -1.40%
Max Drawdown: -4.22%
Sortino Ratio: -3.375
Calmar Ratio: -4.90
Return

3.06%

Volatility

10.86%

Sharpe Ratio

-0.043

VaR 95%

-1.00%

CVaR 95%: -1.22%
Max Drawdown: -5.38%
Sortino Ratio: -0.069
Calmar Ratio: 0.59
Return

7.05%

Volatility

12.29%

Sharpe Ratio

0.307

VaR 95%

-1.13%

CVaR 95%: -1.49%
Max Drawdown: -5.42%
Sortino Ratio: 0.514
Calmar Ratio: 1.37
Return

27.94%

Volatility

14.02%

Sharpe Ratio

0.911

VaR 95%

-1.19%

CVaR 95%: -1.93%
Max Drawdown: -5.42%
Sortino Ratio: 1.284
Calmar Ratio: 3.03
Return

29.87%

Volatility

12.93%

Sharpe Ratio

0.485

VaR 95%

-1.14%

CVaR 95%: -1.80%
Max Drawdown: -16.83%
Sortino Ratio: 0.692
Calmar Ratio: 0.59
Return

42.83%

Volatility

12.86%

Sharpe Ratio

0.574

VaR 95%

-1.15%

CVaR 95%: -1.71%
Max Drawdown: -16.83%
Sortino Ratio: 0.891
Calmar Ratio: 0.65

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.103%

Best Day

2.364%

22/08/2025
Worst Day

-2.092%

13/11/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $43.86 $43.99 $43.86 $43.93 4,600
16/04/2026 $43.55 $43.60 $43.50 $43.58 5,100
15/04/2026 $43.46 $43.51 $43.41 $43.51 7,900
14/04/2026 $43.34 $43.52 $43.34 $43.47 10,200
13/04/2026 $42.80 $43.26 $42.80 $43.26 29,900
10/04/2026 $42.97 $42.99 $42.91 $42.93 4,600
02/04/2026 $41.39 $41.99 $41.33 $41.99 12,200
01/04/2026 $41.96 $42.06 $41.81 $41.84 18,100
31/03/2026 $41.32 $41.72 $41.24 $41.72 13,300
30/03/2026 $41.33 $41.33 $40.81 $40.87 8,100