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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.47%
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
3.83%
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
7.94%
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
13.78%
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
32.05%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.053%
Best day
1.919%
Worst day
-1.557%
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 |