Innovator Growth-100 Power Buffer ETF - August
Symbol: NAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/07/2024
Latest date: 15/10/2026
Current price: $33.30
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
2.31%
Ann. -14.08% (Sharpe / Sortino numerator)
Volatility
12.34%
Sharpe ratio
-1.435
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
4.88%
Ann. -4.43% (Sharpe / Sortino numerator)
Volatility
9.61%
Sharpe ratio
-0.839
VaR 95%
-0.97%
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
9.51%
Ann. 0.85% (Sharpe / Sortino numerator)
Volatility
8.81%
Sharpe ratio
-0.316
VaR 95%
-0.96%
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
15.27%
Ann. 16.32% (Sharpe / Sortino numerator)
Volatility
12.43%
Sharpe ratio
1.021
VaR 95%
-0.96%
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
32.93%
Ann. 15.93% (Sharpe / Sortino numerator)
Volatility
11.53%
Sharpe ratio
1.070
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.
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
0.058%
Best day
1.919%
Worst day
-1.279%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $33.08 | $33.30 | $33.08 | $33.30 | 1,900 |
| 14/10/2026 | $33.44 | $33.48 | $33.27 | $33.28 | 1,500 |
| 13/10/2026 | $33.59 | $33.64 | $33.53 | $33.64 | 18,700 |
| 12/10/2026 | $33.61 | $33.68 | $33.61 | $33.65 | 3,200 |
| 09/10/2026 | $33.71 | $33.75 | $33.68 | $33.75 | 11,100 |
| 08/10/2026 | $33.77 | $33.77 | $33.58 | $33.64 | 4,700 |
| 07/10/2026 | $33.62 | $33.87 | $33.62 | $33.87 | 21,200 |
| 06/10/2026 | $33.80 | $33.92 | $33.80 | $33.86 | 25,100 |
| 05/10/2026 | $33.62 | $33.70 | $33.62 | $33.70 | 3,200 |
| 02/10/2026 | $33.58 | $33.58 | $33.58 | $33.58 | 100 |