Summary
NOCT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 18.05% Volatility 12.47% Sharpe 0.79
Official loaded data — not a live quote.

Innovator Growth-100 Power Buffer ETF- October

Symbol: NOCT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2019

Latest date: 02/06/2026

Current price: $62.41

Expense ratio: 0.79%

Assets under management
$237.0M
0.01% 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

2.67%

Ann. -15.31% (Sharpe / Sortino numerator)

Volatility

12.58%

Sharpe ratio

-1.505

VaR 95%

-1.12%

CVaR 95%: -1.25%
Max drawdown: -4.56%
Sortino ratio: -2.786
Calmar ratio: -3.36

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

7.97%

Ann. -6.08% (Sharpe / Sortino numerator)

Volatility

9.96%

Sharpe ratio

-0.975

VaR 95%

-1.08%

CVaR 95%: -1.19%
Max drawdown: -5.84%
Sortino ratio: -1.512
Calmar ratio: -1.04

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

8.02%

Ann. -0.04% (Sharpe / Sortino numerator)

Volatility

9.23%

Sharpe ratio

-0.397

VaR 95%

-1.06%

CVaR 95%: -1.24%
Max drawdown: -5.84%
Sortino ratio: -0.561
Calmar ratio: -0.01

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

18.05%

Ann. 13.50% (Sharpe / Sortino numerator)

Volatility

12.47%

Sharpe ratio

0.791

VaR 95%

-1.05%

CVaR 95%: -1.77%
Max drawdown: -5.84%
Sortino ratio: 0.985
Calmar ratio: 2.31

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

28.83%

Ann. 9.47% (Sharpe / Sortino numerator)

Volatility

10.31%

Sharpe ratio

0.566

VaR 95%

-0.99%

CVaR 95%: -1.53%
Max drawdown: -12.70%
Sortino ratio: 0.675
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

52.21%

Ann. 13.36% (Sharpe / Sortino numerator)

Volatility

9.03%

Sharpe ratio

1.078

VaR 95%

-0.82%

CVaR 95%: -1.35%
Max drawdown: -12.70%
Sortino ratio: 1.277
Calmar ratio: 1.05

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.067%

Best day

1.907%

31/03/2026
Worst day

-1.732%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $62.40 $62.41 $62.38 $62.41 11,100
01/06/2026 $62.28 $62.46 $62.27 $62.43 12,200
29/05/2026 $62.38 $62.41 $62.29 $62.41 9,900
28/05/2026 $62.14 $62.36 $62.14 $62.24 6,200
27/05/2026 $62.14 $62.16 $62.07 $62.15 4,400
26/05/2026 $62.06 $62.16 $62.06 $62.13 8,400
22/05/2026 $61.98 $62.01 $61.92 $61.92 9,800
21/05/2026 $61.70 $61.89 $61.70 $61.89 2,700
20/05/2026 $61.61 $61.79 $61.61 $61.78 2,300
19/05/2026 $61.50 $61.65 $61.46 $61.58 1,700