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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.09%
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
5.02%
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
7.04%
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
19.58%
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
24.14%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.073%
Best day
3.416%
Worst day
-1.559%
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 |