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: 15/10/2026
Current price: $45.33
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
-1.23%
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
-0.82%
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
4.18%
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
10.18%
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
21.56%
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
49.73%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.04%
Best day
2.09%
Worst day
-2.092%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $44.85 | $45.33 | $44.85 | $45.33 | 9,900 |
| 14/10/2026 | $45.01 | $45.17 | $44.84 | $44.95 | 4,700 |
| 13/10/2026 | $45.50 | $45.52 | $45.41 | $45.46 | 6,900 |
| 12/10/2026 | $45.55 | $45.63 | $45.55 | $45.57 | 2,200 |
| 09/10/2026 | $45.58 | $45.67 | $45.53 | $45.63 | 3,600 |
| 08/10/2026 | $45.46 | $45.53 | $45.34 | $45.51 | 6,100 |
| 07/10/2026 | $45.51 | $45.66 | $45.43 | $45.49 | 91,700 |
| 06/10/2026 | $46.19 | $46.19 | $45.77 | $45.84 | 2,000 |
| 05/10/2026 | $45.70 | $45.99 | $45.70 | $45.91 | 1,800 |
| 02/10/2026 | $45.90 | $45.93 | $45.77 | $45.78 | 1,900 |