Summary
NJAN
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 19.64% Volatility 12.44% Sharpe 0.92
Official loaded data — not a live quote.

Innovator Growth-100 Power Buffer ETF - January

Symbol: NJAN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2019

Latest date: 02/06/2026

Current price: $59.04

Expense ratio: 0.79%

Assets under management
$371.1M
0.12% 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

2.75%

Ann. -16.76% (Sharpe / Sortino numerator)

Volatility

12.75%

Sharpe ratio

-1.600

VaR 95%

-1.20%

CVaR 95%: -1.29%
Max drawdown: -4.53%
Sortino ratio: -3.152
Calmar ratio: -3.70

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

7.72%

Ann. -6.92% (Sharpe / Sortino numerator)

Volatility

10.17%

Sharpe ratio

-1.037

VaR 95%

-1.16%

CVaR 95%: -1.27%
Max drawdown: -5.90%
Sortino ratio: -1.682
Calmar ratio: -1.17

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

8.70%

Ann. 2.32% (Sharpe / Sortino numerator)

Volatility

8.24%

Sharpe ratio

-0.159

VaR 95%

-0.95%

CVaR 95%: -1.16%
Max drawdown: -5.90%
Sortino ratio: -0.220
Calmar ratio: 0.39

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

19.64%

Ann. 15.11% (Sharpe / Sortino numerator)

Volatility

12.44%

Sharpe ratio

0.923

VaR 95%

-0.93%

CVaR 95%: -1.78%
Max drawdown: -5.90%
Sortino ratio: 1.112
Calmar ratio: 2.56

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

32.97%

Ann. 11.46% (Sharpe / Sortino numerator)

Volatility

10.63%

Sharpe ratio

0.737

VaR 95%

-1.00%

CVaR 95%: -1.58%
Max drawdown: -13.14%
Sortino ratio: 0.873
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

49.73%

Ann. 12.50% (Sharpe / Sortino numerator)

Volatility

9.08%

Sharpe ratio

0.976

VaR 95%

-0.82%

CVaR 95%: -1.37%
Max drawdown: -13.14%
Sortino ratio: 1.136
Calmar ratio: 0.95

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.072%

Best day

1.715%

31/03/2026
Worst day

-1.344%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $58.97 $59.07 $58.96 $59.04 4,200
01/06/2026 $58.85 $59.06 $58.85 $58.99 8,400
29/05/2026 $58.89 $59.00 $58.86 $58.99 5,400
28/05/2026 $58.82 $58.97 $58.79 $58.90 3,400
27/05/2026 $58.74 $58.81 $58.66 $58.78 6,800
26/05/2026 $58.77 $58.77 $58.69 $58.77 3,900
22/05/2026 $58.53 $58.68 $58.52 $58.56 4,600
21/05/2026 $58.36 $58.57 $58.31 $58.49 15,700
20/05/2026 $58.27 $58.41 $58.27 $58.41 3,800
19/05/2026 $58.04 $58.29 $58.04 $58.16 8,400