Summary
KMAR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.68% 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: 16/07/2026

Current price: $32.09

Expense ratio: 0.79%

Assets under management
$33.8M
-0.16% 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

1.04%

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

5.10%

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

8.85%

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

21.68%

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.

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

0.08%

Best day

2.022%

22/08/2025
Worst day

-1.64%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $32.14 $32.14 $32.09 $32.09 200
15/07/2026 $32.09 $32.10 $32.09 $32.10 1,000
14/07/2026 $32.05 $32.05 $32.05 $32.05 100
13/07/2026 $32.03 $32.03 $31.92 $31.95 2,700
10/07/2026 $32.05 $32.08 $32.03 $32.06 1,700
09/07/2026 $32.10 $32.10 $32.10 $32.10 100
08/07/2026 $31.92 $31.93 $31.92 $31.93 300
07/07/2026 $32.15 $32.15 $32.05 $32.05 1,200
06/07/2026 $32.12 $32.16 $32.12 $32.16 1,500
02/07/2026 $32.08 $32.08 $32.00 $32.07 1,400