Summary
OCTJ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 5.79% Volatility 6.50% Sharpe 0.01
Official loaded data — not a live quote.

Innovator Premium Income 30 Barrier ETF - October

Symbol: OCTJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/09/2023

Latest date: 20/07/2026

Current price: $24.00

Expense ratio: 0.79%

Assets under management
$18.6M
0.19% 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. -14.27% (Sharpe / Sortino numerator)

Volatility

7.23%

Sharpe ratio

-2.477

VaR 95%

-0.46%

CVaR 95%: -1.00%
Max drawdown: -1.17%
Sortino ratio: -2.787
Calmar ratio: -12.23

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

1.39%

Ann. -3.57% (Sharpe / Sortino numerator)

Volatility

4.66%

Sharpe ratio

-1.543

VaR 95%

-0.40%

CVaR 95%: -0.71%
Max drawdown: -2.56%
Sortino ratio: -1.515
Calmar ratio: -1.39

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

3.00%

Ann. 1.60% (Sharpe / Sortino numerator)

Volatility

3.93%

Sharpe ratio

-0.516

VaR 95%

-0.40%

CVaR 95%: -0.58%
Max drawdown: -2.56%
Sortino ratio: -0.551
Calmar ratio: 0.62

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

5.79%

Ann. 3.68% (Sharpe / Sortino numerator)

Volatility

6.50%

Sharpe ratio

0.008

VaR 95%

-0.39%

CVaR 95%: -0.92%
Max drawdown: -4.15%
Sortino ratio: 0.008
Calmar ratio: 0.89

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

11.22%

Ann. 4.42% (Sharpe / Sortino numerator)

Volatility

4.83%

Sharpe ratio

0.163

VaR 95%

-0.27%

CVaR 95%: -0.64%
Max drawdown: -5.36%
Sortino ratio: 0.161
Calmar ratio: 0.82

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

18.00%

Ann. 5.65% (Sharpe / Sortino numerator)

Volatility

4.38%

Sharpe ratio

0.470

VaR 95%

-0.25%

CVaR 95%: -0.56%
Max drawdown: -5.36%
Sortino ratio: 0.469
Calmar ratio: 1.05

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

0.023%

Best day

0.771%

31/03/2026
Worst day

-0.466%

06/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $23.96 $24.00 $23.95 $24.00 1,100
17/07/2026 $24.00 $24.00 $23.94 $24.00 5,300
16/07/2026 $23.96 $24.00 $23.95 $24.00 2,200
15/07/2026 $23.95 $24.00 $23.95 $24.00 500
14/07/2026 $24.00 $24.00 $24.00 $24.00 400
13/07/2026 $24.00 $24.00 $24.00 $24.00 100
10/07/2026 $24.00 $24.04 $23.96 $24.00 500
09/07/2026 $23.92 $24.01 $23.92 $23.99 3,700
08/07/2026 $23.92 $24.02 $23.91 $23.97 2,100
07/07/2026 $23.92 $23.98 $23.92 $23.92 2,700