Summary
KJUN
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 13.38% Volatility 9.85% Sharpe 0.73
Official loaded data — not a live quote.

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

Symbol: KJUN

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 31/05/2024

Latest date: 16/07/2026

Current price: $29.66

Expense ratio: 0.79%

Assets under management
$59.9M
-0.37% 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

0.78%

Ann. -2.47% (Sharpe / Sortino numerator)

Volatility

9.06%

Sharpe ratio

-0.674

VaR 95%

-0.85%

CVaR 95%: -0.94%
Max drawdown: -2.08%
Sortino ratio: -1.272
Calmar ratio: -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

2.49%

Ann. 5.76% (Sharpe / Sortino numerator)

Volatility

6.47%

Sharpe ratio

0.329

VaR 95%

-0.59%

CVaR 95%: -0.80%
Max drawdown: -2.23%
Sortino ratio: 0.504
Calmar ratio: 2.58

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

4.33%

Ann. 7.85% (Sharpe / Sortino numerator)

Volatility

6.83%

Sharpe ratio

0.618

VaR 95%

-0.74%

CVaR 95%: -0.90%
Max drawdown: -2.76%
Sortino ratio: 0.927
Calmar ratio: 2.84

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

13.38%

Ann. 10.79% (Sharpe / Sortino numerator)

Volatility

9.85%

Sharpe ratio

0.728

VaR 95%

-0.78%

CVaR 95%: -1.41%
Max drawdown: -4.42%
Sortino ratio: 0.964
Calmar ratio: 2.44

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

12.09%

Ann. 7.74% (Sharpe / Sortino numerator)

Volatility

10.06%

Sharpe ratio

0.412

VaR 95%

-0.89%

CVaR 95%: -1.46%
Max drawdown: -14.44%
Sortino ratio: 0.574
Calmar ratio: 0.54

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

0.051%

Best day

1.578%

11/06/2026
Worst day

-1.965%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $29.77 $29.77 $29.64 $29.66 9,700
15/07/2026 $29.73 $29.74 $29.63 $29.70 208,900
14/07/2026 $29.64 $29.65 $29.60 $29.62 14,900
13/07/2026 $29.64 $29.65 $29.47 $29.52 29,500
10/07/2026 $29.63 $29.69 $29.61 $29.66 3,700
09/07/2026 $29.73 $29.75 $29.70 $29.71 3,400
08/07/2026 $29.55 $29.58 $29.45 $29.58 5,200
07/07/2026 $29.81 $29.81 $29.64 $29.67 1,700
06/07/2026 $29.75 $29.83 $29.75 $29.81 4,100
02/07/2026 $29.88 $29.92 $29.57 $29.71 39,300