Summary
NAUG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 17.78% 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: 03/06/2026

Current price: $31.54

Expense ratio: 0.79%

Assets under management
$80.4M
0.00% 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

1.88%

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

6.90%

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

6.97%

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

17.78%

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

31.18%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

1.919%

31/03/2026
Worst day

-1.557%

10/10/2025
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