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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.37%
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
3.19%
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
7.03%
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
13.21%
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
29.01%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.05%
Best day
1.688%
Worst day
-1.598%
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 |