Summary
PAUG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.77% Volatility 10.11% Sharpe 0.92
Official loaded data — not a live quote.

Innovator U.S. Equity Power Buffer ETF - August

Symbol: PAUG

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/07/2019

Latest date: 20/07/2026

Current price: $45.81

Expense ratio: 0.79%

Assets under management
$880.1M
-0.07% 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

0.71%

Ann. -16.04% (Sharpe / Sortino numerator)

Volatility

9.77%

Sharpe ratio

-2.014

VaR 95%

-0.83%

CVaR 95%: -0.91%
Max drawdown: -3.63%
Sortino ratio: -4.453
Calmar ratio: -4.42

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

3.14%

Ann. -3.70% (Sharpe / Sortino numerator)

Volatility

7.16%

Sharpe ratio

-1.025

VaR 95%

-0.74%

CVaR 95%: -0.86%
Max drawdown: -3.96%
Sortino ratio: -1.615
Calmar ratio: -0.94

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

6.11%

Ann. 1.91% (Sharpe / Sortino numerator)

Volatility

6.27%

Sharpe ratio

-0.275

VaR 95%

-0.69%

CVaR 95%: -0.87%
Max drawdown: -3.96%
Sortino ratio: -0.381
Calmar ratio: 0.48

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. 12.89% (Sharpe / Sortino numerator)

Volatility

10.11%

Sharpe ratio

0.916

VaR 95%

-0.77%

CVaR 95%: -1.45%
Max drawdown: -4.41%
Sortino ratio: 1.077
Calmar ratio: 2.92

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

24.63%

Ann. 10.36% (Sharpe / Sortino numerator)

Volatility

8.70%

Sharpe ratio

0.774

VaR 95%

-0.80%

CVaR 95%: -1.27%
Max drawdown: -10.45%
Sortino ratio: 0.920
Calmar ratio: 0.99

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

44.22%

Ann. 13.35% (Sharpe / Sortino numerator)

Volatility

8.25%

Sharpe ratio

1.178

VaR 95%

-0.79%

CVaR 95%: -1.15%
Max drawdown: -10.45%
Sortino ratio: 1.511
Calmar ratio: 1.28

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

0.045%

Best day

1.714%

31/03/2026
Worst day

-1.21%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $45.84 $45.87 $45.81 $45.81 12,200
17/07/2026 $45.76 $45.82 $45.76 $45.78 48,000
16/07/2026 $45.80 $45.85 $45.80 $45.82 23,700
15/07/2026 $45.80 $45.88 $45.80 $45.83 35,500
14/07/2026 $45.80 $45.84 $45.80 $45.81 27,500
13/07/2026 $45.69 $45.81 $45.69 $45.77 102,100
10/07/2026 $45.79 $45.80 $45.78 $45.80 91,100
09/07/2026 $45.70 $45.78 $45.70 $45.76 9,600
08/07/2026 $45.67 $45.75 $45.62 $45.70 32,600
07/07/2026 $45.73 $45.74 $45.70 $45.71 65,800