Summary
KMAR
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 11.40% Volatility 12.55% Sharpe 1.10
Official loaded data — not a live quote.

Innovator U.S. Small Cap Power Buffer ETF March

Symbol: KMAR

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 28/02/2025

Latest date: 15/10/2026

Current price: $31.39

Expense ratio: 0.79%

Assets under management
$31.6M
0.00% 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

-1.90%

Ann. -23.03% (Sharpe / Sortino numerator)

Volatility

14.58%

Sharpe ratio

-1.828

VaR 95%

-1.28%

CVaR 95%: -1.36%
Max drawdown: -4.56%
Sortino ratio: -3.617
Calmar ratio: -5.05

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

-2.24%

Ann. 6.89% (Sharpe / Sortino numerator)

Volatility

9.91%

Sharpe ratio

0.328

VaR 95%

-1.16%

CVaR 95%: -1.26%
Max drawdown: -4.89%
Sortino ratio: 0.437
Calmar ratio: 1.41

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

2.98%

Ann. 10.50% (Sharpe / Sortino numerator)

Volatility

9.75%

Sharpe ratio

0.704

VaR 95%

-1.07%

CVaR 95%: -1.30%
Max drawdown: -4.89%
Sortino ratio: 0.999
Calmar ratio: 2.15

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.

Period total return

11.40%

Ann. 17.41% (Sharpe / Sortino numerator)

Volatility

12.55%

Sharpe ratio

1.098

VaR 95%

-1.07%

CVaR 95%: -1.79%
Max drawdown: -5.04%
Sortino ratio: 1.442
Calmar ratio: 3.46

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

24.41%

Ann. 14.99% (Sharpe / Sortino numerator)

Volatility

11.32%

Sharpe ratio

0.981

VaR 95%

-1.00%

CVaR 95%: -1.55%
Max drawdown: -10.06%
Sortino ratio: 1.359
Calmar ratio: 1.49

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.045%

Best day

1.952%

31/03/2026
Worst day

-1.64%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $31.39 $31.39 $31.39 $31.39 100
14/10/2026 $31.08 $31.10 $31.08 $31.10 800
13/10/2026 $31.50 $31.50 $31.50 $31.50 100
12/10/2026 $31.60 $31.60 $31.58 $31.58 500
09/10/2026 $31.62 $31.65 $31.62 $31.65 100
08/10/2026 $31.47 $31.54 $31.36 $31.54 2,900
07/10/2026 $31.55 $31.57 $31.55 $31.55 500
06/10/2026 $31.79 $31.79 $31.79 $31.79 100
05/10/2026 $31.88 $31.93 $31.88 $31.91 3,800
02/10/2026 $31.80 $31.82 $31.80 $31.80 2,000