Summary
NSEP
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 17.43% 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: 02/06/2026

Current price: $31.15

Expense ratio: 0.79%

Assets under management
$38.9M
0.03% 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

1.85%

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

6.15%

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

6.71%

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

17.43%

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

28.77%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.065%

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
02/06/2026 $31.14 $31.15 $31.14 $31.15 1,300
01/06/2026 $31.08 $31.19 $31.08 $31.17 38,000
29/05/2026 $31.16 $31.16 $31.10 $31.13 2,500
28/05/2026 $31.07 $31.14 $31.07 $31.14 200
27/05/2026 $31.09 $31.12 $31.05 $31.09 2,200
26/05/2026 $31.08 $31.09 $31.07 $31.09 700
22/05/2026 $31.00 $31.04 $30.99 $31.00 1,100
21/05/2026 $30.92 $30.99 $30.92 $30.98 8,200
20/05/2026 $30.86 $30.99 $30.86 $30.95 1,700
19/05/2026 $30.87 $30.94 $30.81 $30.85 3,700