Summary
NJUN
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.07% 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: 03/06/2026

Current price: $33.00

Expense ratio: 0.79%

Assets under management
$56.4M
-0.18% 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

0.90%

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

4.41%

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

5.35%

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

14.07%

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

31.35%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.053%

Best day

1.648%

31/03/2026
Worst day

-1.105%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $33.06 $33.06 $32.90 $33.00 330,400
02/06/2026 $33.01 $33.03 $32.92 $33.02 1,367,200
01/06/2026 $33.32 $33.32 $32.87 $32.98 610,100
29/05/2026 $32.94 $32.96 $32.88 $32.96 238,400
28/05/2026 $32.86 $32.90 $32.84 $32.88 32,700
27/05/2026 $32.93 $32.93 $32.87 $32.88 28,100
26/05/2026 $32.92 $32.92 $32.83 $32.87 14,100
22/05/2026 $32.89 $32.89 $32.86 $32.89 2,200
21/05/2026 $32.84 $32.87 $32.82 $32.84 1,300
20/05/2026 $32.83 $32.87 $32.83 $32.84 1,700