Summary
KNOV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.98% Volatility 14.21% Sharpe 0.99
Official loaded data — not a live quote.

Innovator U.S. Small Cap Power Buffer ETF November

Symbol: KNOV

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 31/10/2024

Latest date: 16/07/2026

Current price: $31.77

Expense ratio: 0.79%

Assets under management
$110.6M
-0.19% 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

1.47%

Ann. -22.07% (Sharpe / Sortino numerator)

Volatility

14.06%

Sharpe ratio

-1.828

VaR 95%

-1.34%

CVaR 95%: -1.37%
Max drawdown: -4.49%
Sortino ratio: -3.714
Calmar ratio: -4.91

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

5.69%

Ann. 3.80% (Sharpe / Sortino numerator)

Volatility

11.36%

Sharpe ratio

0.015

VaR 95%

-1.03%

CVaR 95%: -1.21%
Max drawdown: -5.36%
Sortino ratio: 0.027
Calmar ratio: 0.71

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

7.51%

Ann. 8.05% (Sharpe / Sortino numerator)

Volatility

12.52%

Sharpe ratio

0.353

VaR 95%

-1.09%

CVaR 95%: -1.55%
Max drawdown: -5.36%
Sortino ratio: 0.572
Calmar ratio: 1.50

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

22.98%

Ann. 17.76% (Sharpe / Sortino numerator)

Volatility

14.21%

Sharpe ratio

0.995

VaR 95%

-1.10%

CVaR 95%: -1.93%
Max drawdown: -5.36%
Sortino ratio: 1.437
Calmar ratio: 3.31

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

26.35%

Ann. 14.66% (Sharpe / Sortino numerator)

Volatility

12.93%

Sharpe ratio

0.855

VaR 95%

-1.09%

CVaR 95%: -1.74%
Max drawdown: -15.03%
Sortino ratio: 1.254
Calmar ratio: 0.98

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

0.085%

Best day

2.597%

22/08/2025
Worst day

-2.453%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $31.83 $31.83 $31.77 $31.77 400
15/07/2026 $31.74 $31.75 $31.74 $31.75 9,900
14/07/2026 $31.68 $31.72 $31.68 $31.72 1,994,100
13/07/2026 $31.63 $31.63 $31.63 $31.63 100
10/07/2026 $31.68 $31.73 $31.66 $31.73 1,400
09/07/2026 $31.75 $31.75 $31.70 $31.70 1,000
08/07/2026 $31.57 $31.59 $31.54 $31.59 27,400
07/07/2026 $31.64 $31.73 $31.63 $31.69 8,000
06/07/2026 $31.72 $31.77 $31.72 $31.77 200
02/07/2026 $31.80 $31.80 $31.68 $31.68 2,400