Innovator Growth-100 Power Buffer ETF - September
Symbol: NSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2024
Latest date: 15/10/2026
Current price: $32.26
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
2.25%
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
2.90%
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
7.28%
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
12.72%
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
28.97%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.049%
Best day
1.688%
Worst day
-1.267%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $31.96 | $32.28 | $31.96 | $32.26 | 30,100 |
| 14/10/2026 | $32.36 | $32.36 | $32.21 | $32.22 | 5,800 |
| 13/10/2026 | $32.52 | $32.52 | $32.44 | $32.48 | 15,600 |
| 12/10/2026 | $32.55 | $32.64 | $32.52 | $32.54 | 7,400 |
| 09/10/2026 | $32.67 | $32.70 | $32.60 | $32.67 | 5,400 |
| 08/10/2026 | $32.70 | $32.71 | $32.52 | $32.54 | 2,600 |
| 07/10/2026 | $32.65 | $32.83 | $32.65 | $32.82 | 12,200 |
| 06/10/2026 | $32.77 | $32.85 | $32.72 | $32.76 | 30,700 |
| 05/10/2026 | $32.64 | $32.69 | $32.57 | $32.69 | 3,600 |
| 02/10/2026 | $32.61 | $32.61 | $32.49 | $32.52 | 4,800 |