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: 15/10/2026
Current price: $30.39
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.68%
Ann. -17.71% (Sharpe / Sortino numerator)
Volatility
13.63%
Sharpe ratio
-1.565
VaR 95%
-1.28%
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
-1.71%
Ann. 4.94% (Sharpe / Sortino numerator)
Volatility
10.60%
Sharpe ratio
0.124
VaR 95%
-1.11%
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
3.31%
Ann. 6.71% (Sharpe / Sortino numerator)
Volatility
10.48%
Sharpe ratio
0.294
VaR 95%
-1.11%
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
9.40%
Ann. 14.81% (Sharpe / Sortino numerator)
Volatility
13.12%
Sharpe ratio
0.852
VaR 95%
-1.12%
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
18.54%
Ann. 12.02% (Sharpe / Sortino numerator)
Volatility
11.95%
Sharpe ratio
0.705
VaR 95%
-1.08%
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.
Average daily return
0.037%
Best day
2.007%
Worst day
-1.559%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $30.32 | $30.39 | $30.32 | $30.39 | 4,400 |
| 14/10/2026 | $30.14 | $30.17 | $30.14 | $30.14 | 500 |
| 13/10/2026 | $30.45 | $30.51 | $30.44 | $30.51 | 6,800 |
| 12/10/2026 | $30.63 | $30.63 | $30.61 | $30.62 | 2,700 |
| 09/10/2026 | $30.56 | $30.68 | $30.56 | $30.64 | 2,200 |
| 08/10/2026 | $30.42 | $30.58 | $30.42 | $30.54 | 900 |
| 07/10/2026 | $30.51 | $30.62 | $30.51 | $30.59 | 7,800 |
| 06/10/2026 | $30.94 | $30.94 | $30.77 | $30.80 | 15,900 |
| 05/10/2026 | $30.72 | $30.92 | $30.72 | $30.87 | 3,200 |
| 02/10/2026 | $30.75 | $30.80 | $30.75 | $30.76 | 1,300 |