Summary
NAUG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.78% Volatility 12.43% Sharpe 1.02
Official loaded data — not a live quote.

Innovator Growth-100 Power Buffer ETF - August

Symbol: NAUG

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/07/2024

Latest date: 20/07/2026

Current price: $31.74

Expense ratio: 0.79%

Assets under management
$42.0M
-0.03% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.47%

Ann. -14.08% (Sharpe / Sortino numerator)

Volatility

12.34%

Sharpe ratio

-1.435

VaR 95%

-1.12%

CVaR 95%: -1.21%
Max drawdown: -4.31%
Sortino ratio: -2.712
Calmar ratio: -3.27

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

3.83%

Ann. -4.43% (Sharpe / Sortino numerator)

Volatility

9.61%

Sharpe ratio

-0.839

VaR 95%

-0.97%

CVaR 95%: -1.11%
Max drawdown: -5.10%
Sortino ratio: -1.414
Calmar ratio: -0.87

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

7.94%

Ann. 0.85% (Sharpe / Sortino numerator)

Volatility

8.81%

Sharpe ratio

-0.316

VaR 95%

-0.96%

CVaR 95%: -1.17%
Max drawdown: -5.10%
Sortino ratio: -0.465
Calmar ratio: 0.17

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

13.78%

Ann. 16.32% (Sharpe / Sortino numerator)

Volatility

12.43%

Sharpe ratio

1.021

VaR 95%

-0.96%

CVaR 95%: -1.70%
Max drawdown: -5.10%
Sortino ratio: 1.302
Calmar ratio: 3.20

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

32.05%

Ann. 15.93% (Sharpe / Sortino numerator)

Volatility

11.53%

Sharpe ratio

1.070

VaR 95%

-1.11%

CVaR 95%: -1.64%
Max drawdown: -12.88%
Sortino ratio: 1.366
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.053%

Best day

1.919%

31/03/2026
Worst day

-1.557%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.75 $31.80 $31.74 $31.74 3,600
17/07/2026 $31.77 $31.79 $31.71 $31.71 11,900
16/07/2026 $31.79 $31.79 $31.71 $31.75 3,500
15/07/2026 $31.79 $31.82 $31.74 $31.75 8,900
14/07/2026 $31.77 $31.77 $31.77 $31.77 100
13/07/2026 $31.72 $31.75 $31.71 $31.74 7,900
10/07/2026 $31.74 $31.77 $31.74 $31.77 20,900
09/07/2026 $31.70 $31.76 $31.70 $31.74 4,700
08/07/2026 $31.62 $31.67 $31.60 $31.67 3,600
07/07/2026 $31.63 $31.66 $31.63 $31.66 800