Summary
KJUL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.36% Volatility 11.43% Sharpe 0.95
Official loaded data — not a live quote.

Innovator U.S. Small Cap Power Buffer ETF - July

Symbol: KJUL

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 30/06/2020

Latest date: 16/07/2026

Current price: $33.77

Expense ratio: 0.79%

Assets under management
$132.3M
-0.06% 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

-0.25%

Ann. -10.17% (Sharpe / Sortino numerator)

Volatility

11.88%

Sharpe ratio

-1.161

VaR 95%

-1.12%

CVaR 95%: -1.18%
Max drawdown: -2.95%
Sortino ratio: -2.594
Calmar ratio: -3.45

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

1.96%

Ann. 5.62% (Sharpe / Sortino numerator)

Volatility

8.53%

Sharpe ratio

0.234

VaR 95%

-0.99%

CVaR 95%: -1.10%
Max drawdown: -3.33%
Sortino ratio: 0.365
Calmar ratio: 1.69

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

4.00%

Ann. 7.44% (Sharpe / Sortino numerator)

Volatility

8.42%

Sharpe ratio

0.452

VaR 95%

-0.98%

CVaR 95%: -1.14%
Max drawdown: -3.42%
Sortino ratio: 0.673
Calmar ratio: 2.17

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

14.36%

Ann. 14.46% (Sharpe / Sortino numerator)

Volatility

11.43%

Sharpe ratio

0.947

VaR 95%

-1.03%

CVaR 95%: -1.65%
Max drawdown: -4.89%
Sortino ratio: 1.253
Calmar ratio: 2.96

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

16.91%

Ann. 8.10% (Sharpe / Sortino numerator)

Volatility

11.33%

Sharpe ratio

0.394

VaR 95%

-1.13%

CVaR 95%: -1.68%
Max drawdown: -14.45%
Sortino ratio: 0.539
Calmar ratio: 0.56

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

29.24%

Ann. 9.22% (Sharpe / Sortino numerator)

Volatility

11.68%

Sharpe ratio

0.479

VaR 95%

-1.12%

CVaR 95%: -1.62%
Max drawdown: -14.45%
Sortino ratio: 0.715
Calmar ratio: 0.64

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.

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

0.055%

Best day

1.804%

22/08/2025
Worst day

-1.311%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $33.79 $33.88 $33.72 $33.77 25,000
15/07/2026 $33.74 $33.84 $33.68 $33.77 85,600
14/07/2026 $33.64 $33.91 $33.62 $33.70 1,868,800
13/07/2026 $33.76 $33.76 $33.54 $33.59 23,200
10/07/2026 $33.95 $33.95 $33.64 $33.77 70,300
09/07/2026 $33.68 $33.86 $33.68 $33.82 35,400
08/07/2026 $33.66 $33.67 $33.41 $33.59 98,800
07/07/2026 $33.98 $33.98 $33.69 $33.74 23,100
06/07/2026 $33.85 $33.97 $33.85 $33.91 24,800
02/07/2026 $33.95 $34.07 $33.66 $33.84 364,600