Summary
NNOV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 17.71% Volatility 12.61% Sharpe 0.60
Official loaded data — not a live quote.

Innovator Growth100 Power Buffer ETF November

Symbol: NNOV

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/10/2024

Latest date: 03/06/2026

Current price: $31.42

Expense ratio: 0.79%

Assets under management
$111.1M
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

3.59%

Ann. -19.39% (Sharpe / Sortino numerator)

Volatility

13.05%

Sharpe ratio

-1.764

VaR 95%

-1.20%

CVaR 95%: -1.35%
Max drawdown: -5.01%
Sortino ratio: -3.232
Calmar ratio: -3.87

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

10.17%

Ann. -8.62% (Sharpe / Sortino numerator)

Volatility

11.00%

Sharpe ratio

-1.114

VaR 95%

-1.21%

CVaR 95%: -1.33%
Max drawdown: -6.70%
Sortino ratio: -1.809
Calmar ratio: -1.29

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

9.00%

Ann. -3.36% (Sharpe / Sortino numerator)

Volatility

9.49%

Sharpe ratio

-0.736

VaR 95%

-1.16%

CVaR 95%: -1.27%
Max drawdown: -6.70%
Sortino ratio: -1.042
Calmar ratio: -0.50

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

17.71%

Ann. 11.26% (Sharpe / Sortino numerator)

Volatility

12.61%

Sharpe ratio

0.605

VaR 95%

-1.14%

CVaR 95%: -1.79%
Max drawdown: -6.70%
Sortino ratio: 0.738
Calmar ratio: 1.68

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

0.066%

Best day

2.092%

31/03/2026
Worst day

-1.48%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.40 $31.45 $31.39 $31.42 19,400
02/06/2026 $31.37 $31.45 $31.37 $31.44 75,800
01/06/2026 $31.31 $31.45 $31.31 $31.43 50,900
29/05/2026 $31.37 $31.43 $31.33 $31.42 27,500
28/05/2026 $31.32 $31.36 $31.32 $31.36 5,900
27/05/2026 $31.25 $31.28 $31.18 $31.28 10,400
26/05/2026 $31.19 $31.27 $31.19 $31.26 8,800
22/05/2026 $31.11 $31.15 $31.08 $31.12 8,800
21/05/2026 $30.98 $31.09 $30.97 $31.08 9,700
20/05/2026 $30.93 $31.04 $30.93 $31.04 4,600