Summary
NJUL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.40% Volatility 12.24% Sharpe 1.24
Official loaded data — not a live quote.

Innovator Growth-100 Power Buffer ETF - July

Symbol: NJUL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/06/2020

Latest date: 20/07/2026

Current price: $75.33

Expense ratio: 0.79%

Assets under management
$210.8M
-0.27% 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

-2.52%

Ann. -14.04% (Sharpe / Sortino numerator)

Volatility

12.64%

Sharpe ratio

-1.398

VaR 95%

-1.09%

CVaR 95%: -1.27%
Max drawdown: -4.23%
Sortino ratio: -2.864
Calmar ratio: -3.32

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

0.10%

Ann. -3.67% (Sharpe / Sortino numerator)

Volatility

9.47%

Sharpe ratio

-0.771

VaR 95%

-0.95%

CVaR 95%: -1.14%
Max drawdown: -4.93%
Sortino ratio: -1.263
Calmar ratio: -0.75

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

3.95%

Ann. 1.70% (Sharpe / Sortino numerator)

Volatility

8.40%

Sharpe ratio

-0.230

VaR 95%

-0.92%

CVaR 95%: -1.13%
Max drawdown: -4.93%
Sortino ratio: -0.343
Calmar ratio: 0.35

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

9.40%

Ann. 18.80% (Sharpe / Sortino numerator)

Volatility

12.24%

Sharpe ratio

1.239

VaR 95%

-0.94%

CVaR 95%: -1.61%
Max drawdown: -4.93%
Sortino ratio: 1.702
Calmar ratio: 3.82

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

25.92%

Ann. 11.83% (Sharpe / Sortino numerator)

Volatility

11.20%

Sharpe ratio

0.733

VaR 95%

-1.09%

CVaR 95%: -1.64%
Max drawdown: -13.58%
Sortino ratio: 0.940
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

45.42%

Ann. 14.56% (Sharpe / Sortino numerator)

Volatility

10.18%

Sharpe ratio

1.074

VaR 95%

-1.02%

CVaR 95%: -1.48%
Max drawdown: -13.58%
Sortino ratio: 1.401
Calmar ratio: 1.07

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.037%

Best day

2.011%

31/03/2026
Worst day

-1.446%

26/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $75.53 $75.79 $75.33 $75.33 28,700
17/07/2026 $75.21 $75.62 $74.70 $75.41 35,400
16/07/2026 $76.12 $76.33 $75.81 $75.98 17,700
15/07/2026 $76.83 $76.98 $76.19 $76.57 67,600
14/07/2026 $76.42 $76.80 $76.42 $76.60 38,000
13/07/2026 $76.50 $76.57 $76.09 $76.09 53,400
10/07/2026 $76.80 $77.01 $76.59 $76.86 45,900
09/07/2026 $76.44 $76.85 $76.44 $76.75 19,800
08/07/2026 $75.81 $76.06 $75.44 $76.04 24,900
07/07/2026 $76.13 $76.15 $75.63 $75.90 38,800