Summary
NJUL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 18.75% 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: 03/06/2026

Current price: $77.09

Expense ratio: 0.79%

Assets under management
$212.7M
0.06% 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

1.39%

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

6.23%

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

6.40%

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

18.75%

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

30.71%

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

51.92%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.07%

Best day

2.011%

31/03/2026
Worst day

-1.446%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $77.04 $77.09 $77.03 $77.09 5,400
02/06/2026 $76.96 $77.12 $76.96 $77.08 6,700
01/06/2026 $77.11 $77.28 $77.00 $77.08 5,400
29/05/2026 $76.99 $77.10 $76.99 $77.04 3,500
28/05/2026 $76.93 $77.08 $76.93 $77.01 4,400
27/05/2026 $76.97 $77.00 $76.91 $76.99 2,200
26/05/2026 $76.95 $76.97 $76.89 $76.97 4,300
22/05/2026 $76.85 $76.85 $76.82 $76.84 2,100
21/05/2026 $76.79 $76.84 $76.71 $76.84 3,200
20/05/2026 $76.68 $76.74 $76.68 $76.74 2,600