Summary
NOCT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.52% 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: 20/07/2026

Current price: $62.03

Expense ratio: 0.79%

Assets under management
$228.8M
-0.35% 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

-0.53%

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

3.70%

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

7.78%

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

12.52%

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

26.10%

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

48.17%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.048%

Best day

1.907%

31/03/2026
Worst day

-1.732%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $62.25 $62.35 $62.03 $62.03 1,800
17/07/2026 $62.01 $62.21 $62.01 $62.08 4,200
16/07/2026 $62.42 $62.50 $62.27 $62.27 26,900
15/07/2026 $62.61 $62.62 $62.47 $62.56 2,600
14/07/2026 $62.42 $62.65 $62.42 $62.60 3,000
13/07/2026 $62.50 $62.50 $62.36 $62.42 1,400
10/07/2026 $62.50 $62.67 $62.48 $62.67 1,500
09/07/2026 $62.44 $62.53 $62.44 $62.50 1,300
08/07/2026 $62.10 $62.24 $61.98 $62.24 6,900
07/07/2026 $62.21 $62.30 $62.06 $62.12 4,100