Summary
NJUN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 7.01% Volatility 11.99% Sharpe 1.23
Official loaded data — not a live quote.

Innovator Growth-100 Power Buffer ETF - June

Symbol: NJUN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/05/2024

Latest date: 20/07/2026

Current price: $32.00

Expense ratio: 0.79%

Assets under management
$170.6M
-0.57% 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

-2.54%

Ann. -6.70% (Sharpe / Sortino numerator)

Volatility

10.76%

Sharpe ratio

-0.960

VaR 95%

-1.00%

CVaR 95%: -1.06%
Max drawdown: -3.19%
Sortino ratio: -1.955
Calmar ratio: -2.10

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

-1.58%

Ann. 0.45% (Sharpe / Sortino numerator)

Volatility

7.97%

Sharpe ratio

-0.399

VaR 95%

-0.74%

CVaR 95%: -0.94%
Max drawdown: -3.31%
Sortino ratio: -0.692
Calmar ratio: 0.14

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

1.80%

Ann. 4.39% (Sharpe / Sortino numerator)

Volatility

7.01%

Sharpe ratio

0.109

VaR 95%

-0.67%

CVaR 95%: -0.90%
Max drawdown: -3.31%
Sortino ratio: 0.167
Calmar ratio: 1.33

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

7.01%

Ann. 18.41% (Sharpe / Sortino numerator)

Volatility

11.99%

Sharpe ratio

1.232

VaR 95%

-0.75%

CVaR 95%: -1.51%
Max drawdown: -4.68%
Sortino ratio: 1.636
Calmar ratio: 3.93

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

23.21%

Ann. 14.87% (Sharpe / Sortino numerator)

Volatility

10.84%

Sharpe ratio

1.041

VaR 95%

-1.01%

CVaR 95%: -1.54%
Max drawdown: -12.59%
Sortino ratio: 1.320
Calmar ratio: 1.18

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

0.028%

Best day

1.76%

11/06/2026
Worst day

-2.459%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.18 $32.22 $32.00 $32.00 9,700
17/07/2026 $31.84 $32.09 $31.83 $32.01 6,800
16/07/2026 $32.37 $32.44 $32.20 $32.29 13,900
15/07/2026 $32.66 $32.66 $32.34 $32.55 33,500
14/07/2026 $32.51 $32.62 $32.48 $32.56 7,800
13/07/2026 $32.53 $32.53 $32.33 $32.40 14,400
10/07/2026 $32.46 $32.72 $32.46 $32.68 11,000
09/07/2026 $32.49 $32.65 $32.44 $32.63 9,900
08/07/2026 $32.20 $32.30 $32.07 $32.28 5,000
07/07/2026 $32.34 $32.36 $32.13 $32.29 9,800