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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.85%
Ann. -13.83% (Sharpe / Sortino numerator)
Volatility
11.78%
Sharpe ratio
-1.483
VaR 95%
-1.07%
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%
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%
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%
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%
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.
Average daily return
0.065%
Best day
1.688%
Worst day
-1.598%
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 |