Innovator Growth-100 Power Buffer ETF - August
Symbol: NAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/07/2024
Latest date: 03/06/2026
Current price: $31.54
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
1.88%
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
6.90%
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
6.97%
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
17.78%
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
31.18%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.066%
Best day
1.919%
Worst day
-1.557%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $31.54 | $31.57 | $31.50 | $31.54 | 8,700 |
| 02/06/2026 | $31.53 | $31.57 | $31.51 | $31.54 | 1,257,400 |
| 01/06/2026 | $31.56 | $31.58 | $31.54 | $31.54 | 7,800 |
| 29/05/2026 | $31.54 | $31.55 | $31.47 | $31.52 | 9,300 |
| 28/05/2026 | $31.46 | $31.51 | $31.45 | $31.46 | 7,500 |
| 27/05/2026 | $31.47 | $31.47 | $31.44 | $31.45 | 2,400 |
| 26/05/2026 | $31.48 | $31.48 | $31.43 | $31.45 | 900 |
| 22/05/2026 | $31.41 | $31.44 | $31.37 | $31.40 | 4,200 |
| 21/05/2026 | $31.31 | $31.38 | $31.29 | $31.36 | 7,800 |
| 20/05/2026 | $31.30 | $31.35 | $31.25 | $31.33 | 14,600 |