Summary
NFEB
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.88% Volatility 12.42% Sharpe 0.95
Official loaded data — not a live quote.

Innovator Growth100 Power Buffer ETF February

Symbol: NFEB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/01/2025

Latest date: 03/06/2026

Current price: $30.37

Expense ratio: 0.79%

Assets under management
$83.2M
-0.11% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

2.79%

Ann. -19.44% (Sharpe / Sortino numerator)

Volatility

12.94%

Sharpe ratio

-1.782

VaR 95%

-1.25%

CVaR 95%: -1.30%
Max drawdown: -4.71%
Sortino ratio: -3.747
Calmar ratio: -4.13

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

8.40%

Ann. -5.34% (Sharpe / Sortino numerator)

Volatility

9.94%

Sharpe ratio

-0.903

VaR 95%

-1.06%

CVaR 95%: -1.21%
Max drawdown: -6.04%
Sortino ratio: -1.394
Calmar ratio: -0.88

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

9.25%

Ann. 2.72% (Sharpe / Sortino numerator)

Volatility

8.42%

Sharpe ratio

-0.109

VaR 95%

-0.94%

CVaR 95%: -1.16%
Max drawdown: -6.04%
Sortino ratio: -0.149
Calmar ratio: 0.45

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

19.88%

Ann. 15.43% (Sharpe / Sortino numerator)

Volatility

12.42%

Sharpe ratio

0.950

VaR 95%

-0.93%

CVaR 95%: -1.73%
Max drawdown: -6.04%
Sortino ratio: 1.191
Calmar ratio: 2.55

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

0.073%

Best day

1.791%

31/03/2026
Worst day

-1.33%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.40 $30.41 $30.33 $30.37 4,000
02/06/2026 $30.50 $30.50 $30.37 $30.40 1,700
01/06/2026 $30.35 $30.42 $30.35 $30.39 7,100
29/05/2026 $30.35 $30.39 $30.34 $30.38 3,900
28/05/2026 $30.28 $30.32 $30.28 $30.31 1,600
27/05/2026 $30.24 $30.27 $30.20 $30.25 1,500
26/05/2026 $30.10 $30.26 $30.10 $30.26 3,100
22/05/2026 $30.11 $30.18 $30.11 $30.14 1,400
21/05/2026 $30.01 $30.08 $30.01 $30.08 2,200
20/05/2026 $30.02 $30.06 $29.99 $30.06 5,200