Summary
NSEP
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 13.21% Volatility 11.74% Sharpe 0.99
Official loaded data — not a live quote.

Innovator Growth-100 Power Buffer ETF - September

Symbol: NSEP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/08/2024

Latest date: 17/07/2026

Current price: $31.21

Expense ratio: 0.79%

Assets under management
$36.7M
0.39% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.37%

Ann. -13.83% (Sharpe / Sortino numerator)

Volatility

11.78%

Sharpe ratio

-1.483

VaR 95%

-1.07%

CVaR 95%: -1.17%
Max drawdown: -3.91%
Sortino ratio: -2.833
Calmar ratio: -3.53

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

3.19%

Ann. -3.57% (Sharpe / Sortino numerator)

Volatility

9.01%

Sharpe ratio

-0.799

VaR 95%

-0.93%

CVaR 95%: -1.08%
Max drawdown: -4.66%
Sortino ratio: -1.362
Calmar ratio: -0.77

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

7.03%

Ann. 1.69% (Sharpe / Sortino numerator)

Volatility

8.35%

Sharpe ratio

-0.232

VaR 95%

-0.87%

CVaR 95%: -1.11%
Max drawdown: -4.66%
Sortino ratio: -0.332
Calmar ratio: 0.36

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

13.21%

Ann. 15.22% (Sharpe / Sortino numerator)

Volatility

11.74%

Sharpe ratio

0.987

VaR 95%

-0.86%

CVaR 95%: -1.65%
Max drawdown: -4.85%
Sortino ratio: 1.197
Calmar ratio: 3.14

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

29.01%

Ann. 15.56% (Sharpe / Sortino numerator)

Volatility

10.79%

Sharpe ratio

1.109

VaR 95%

-1.02%

CVaR 95%: -1.57%
Max drawdown: -12.31%
Sortino ratio: 1.364
Calmar ratio: 1.26

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.05%

Best day

1.688%

31/03/2026
Worst day

-1.598%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $31.09 $31.23 $31.09 $31.21 1,600
16/07/2026 $31.31 $31.31 $31.24 $31.24 500
15/07/2026 $31.32 $31.35 $31.31 $31.35 4,300
14/07/2026 $31.30 $31.35 $31.30 $31.35 600
13/07/2026 $31.33 $31.33 $31.26 $31.30 700
10/07/2026 $31.32 $31.34 $31.32 $31.34 21,300
09/07/2026 $31.26 $31.34 $31.26 $31.29 1,600
08/07/2026 $31.13 $31.24 $31.13 $31.21 1,600
07/07/2026 $31.14 $31.24 $31.14 $31.20 3,100
06/07/2026 $31.23 $31.31 $31.23 $31.27 3,300