Summary
KOCT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.01% Volatility 13.32% Sharpe 0.92
Official loaded data — not a live quote.

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

Symbol: KOCT

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 30/09/2019

Latest date: 16/07/2026

Current price: $37.45

Expense ratio: 0.79%

Assets under management
$145.0M
-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

1.21%

Ann. -18.24% (Sharpe / Sortino numerator)

Volatility

14.45%

Sharpe ratio

-1.513

VaR 95%

-1.40%

CVaR 95%: -1.52%
Max drawdown: -4.16%
Sortino ratio: -3.310
Calmar ratio: -4.38

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

5.46%

Ann. 3.97% (Sharpe / Sortino numerator)

Volatility

11.00%

Sharpe ratio

0.031

VaR 95%

-0.96%

CVaR 95%: -1.31%
Max drawdown: -4.95%
Sortino ratio: 0.051
Calmar ratio: 0.80

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

7.55%

Ann. 6.14% (Sharpe / Sortino numerator)

Volatility

10.47%

Sharpe ratio

0.240

VaR 95%

-0.99%

CVaR 95%: -1.30%
Max drawdown: -4.95%
Sortino ratio: 0.394
Calmar ratio: 1.24

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

21.01%

Ann. 15.94% (Sharpe / Sortino numerator)

Volatility

13.32%

Sharpe ratio

0.924

VaR 95%

-1.04%

CVaR 95%: -1.76%
Max drawdown: -5.03%
Sortino ratio: 1.353
Calmar ratio: 3.17

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

26.21%

Ann. 10.27% (Sharpe / Sortino numerator)

Volatility

11.64%

Sharpe ratio

0.570

VaR 95%

-1.01%

CVaR 95%: -1.58%
Max drawdown: -15.03%
Sortino ratio: 0.835
Calmar ratio: 0.68

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

34.74%

Ann. 9.68% (Sharpe / Sortino numerator)

Volatility

11.86%

Sharpe ratio

0.510

VaR 95%

-1.10%

CVaR 95%: -1.55%
Max drawdown: -15.03%
Sortino ratio: 0.796
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

0.078%

Best day

2.889%

22/08/2025
Worst day

-1.611%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $37.47 $37.47 $37.41 $37.45 800
15/07/2026 $37.53 $37.53 $37.39 $37.47 4,600
14/07/2026 $37.34 $37.43 $37.34 $37.40 3,600
13/07/2026 $37.37 $37.37 $37.24 $37.30 1,400
10/07/2026 $37.36 $37.42 $37.36 $37.39 1,500
09/07/2026 $37.34 $37.37 $37.34 $37.37 4,800
08/07/2026 $37.18 $37.22 $37.03 $37.22 41,700
07/07/2026 $37.31 $37.33 $37.31 $37.33 400
06/07/2026 $37.37 $37.45 $37.37 $37.41 4,100
02/07/2026 $37.42 $37.42 $37.21 $37.30 1,500