Summary
OCTH
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 6.51% Volatility 9.30% Sharpe 0.06
Official loaded data — not a live quote.

Innovator Premium Income 20 Barrier ETF - October

Symbol: OCTH

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/09/2023

Latest date: 20/07/2026

Current price: $24.05

Expense ratio: 0.79%

Assets under management
$18.0M
0.12% 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

0.37%

Ann. -20.79% (Sharpe / Sortino numerator)

Volatility

9.78%

Sharpe ratio

-2.496

VaR 95%

-0.70%

CVaR 95%: -1.30%
Max drawdown: -2.12%
Sortino ratio: -3.138
Calmar ratio: -9.82

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

1.87%

Ann. -6.16% (Sharpe / Sortino numerator)

Volatility

6.51%

Sharpe ratio

-1.504

VaR 95%

-0.61%

CVaR 95%: -0.98%
Max drawdown: -3.89%
Sortino ratio: -1.639
Calmar ratio: -1.59

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

4.10%

Ann. 0.72% (Sharpe / Sortino numerator)

Volatility

5.36%

Sharpe ratio

-0.544

VaR 95%

-0.52%

CVaR 95%: -0.80%
Max drawdown: -3.89%
Sortino ratio: -0.611
Calmar ratio: 0.18

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

6.51%

Ann. 4.20% (Sharpe / Sortino numerator)

Volatility

9.30%

Sharpe ratio

0.061

VaR 95%

-0.53%

CVaR 95%: -1.39%
Max drawdown: -5.45%
Sortino ratio: 0.062
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

11.77%

Ann. 4.82% (Sharpe / Sortino numerator)

Volatility

6.92%

Sharpe ratio

0.172

VaR 95%

-0.44%

CVaR 95%: -0.98%
Max drawdown: -7.71%
Sortino ratio: 0.166
Calmar ratio: 0.63

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

18.03%

Ann. 6.78% (Sharpe / Sortino numerator)

Volatility

6.26%

Sharpe ratio

0.510

VaR 95%

-0.33%

CVaR 95%: -0.86%
Max drawdown: -7.71%
Sortino ratio: 0.491
Calmar ratio: 0.88

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

1.246%

31/03/2026
Worst day

-0.703%

27/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $24.02 $24.05 $24.00 $24.05 1,700
17/07/2026 $24.05 $24.05 $24.01 $24.03 6,800
16/07/2026 $24.05 $24.05 $24.05 $24.05 100
15/07/2026 $24.10 $24.10 $24.02 $24.05 2,900
14/07/2026 $24.08 $24.08 $24.00 $24.05 500
13/07/2026 $24.01 $24.02 $24.01 $24.02 1,600
10/07/2026 $24.01 $24.05 $24.01 $24.05 600
09/07/2026 $24.00 $24.00 $24.00 $24.00 200
08/07/2026 $23.98 $24.02 $23.97 $24.02 4,100
07/07/2026 $23.97 $24.07 $23.96 $24.02 4,300