Summary
KSEP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 19.58% Volatility 13.12% Sharpe 0.85
Official loaded data — not a live quote.

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

Symbol: KSEP

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 30/08/2024

Latest date: 16/07/2026

Current price: $30.95

Expense ratio: 0.79%

Assets under management
$24.7M
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

1.09%

Ann. -17.71% (Sharpe / Sortino numerator)

Volatility

13.63%

Sharpe ratio

-1.565

VaR 95%

-1.28%

CVaR 95%: -1.31%
Max drawdown: -4.17%
Sortino ratio: -3.325
Calmar ratio: -4.25

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

5.02%

Ann. 4.94% (Sharpe / Sortino numerator)

Volatility

10.60%

Sharpe ratio

0.124

VaR 95%

-1.11%

CVaR 95%: -1.22%
Max drawdown: -4.75%
Sortino ratio: 0.200
Calmar ratio: 1.04

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

7.04%

Ann. 6.71% (Sharpe / Sortino numerator)

Volatility

10.48%

Sharpe ratio

0.294

VaR 95%

-1.11%

CVaR 95%: -1.29%
Max drawdown: -4.75%
Sortino ratio: 0.471
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

19.58%

Ann. 14.81% (Sharpe / Sortino numerator)

Volatility

13.12%

Sharpe ratio

0.852

VaR 95%

-1.12%

CVaR 95%: -1.74%
Max drawdown: -5.11%
Sortino ratio: 1.241
Calmar ratio: 2.90

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

24.14%

Ann. 12.02% (Sharpe / Sortino numerator)

Volatility

11.95%

Sharpe ratio

0.705

VaR 95%

-1.08%

CVaR 95%: -1.61%
Max drawdown: -14.92%
Sortino ratio: 1.046
Calmar ratio: 0.81

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

0.073%

Best day

3.416%

22/08/2025
Worst day

-1.559%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $30.95 $30.95 $30.95 $30.95 200
15/07/2026 $30.92 $30.92 $30.92 $30.92 900
14/07/2026 $30.91 $30.91 $30.91 $30.91 100
13/07/2026 $30.85 $30.85 $30.85 $30.85 100
10/07/2026 $30.86 $30.91 $30.86 $30.91 5,500
09/07/2026 $30.87 $30.91 $30.87 $30.89 1,200
08/07/2026 $30.82 $30.82 $30.75 $30.79 2,300
07/07/2026 $30.82 $30.89 $30.82 $30.87 2,600
06/07/2026 $30.85 $30.90 $30.85 $30.88 3,000
02/07/2026 $30.82 $30.84 $30.82 $30.84 11,500