Summary
PAUG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.97% 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: 03/06/2026

Current price: $45.38

Expense ratio: 0.79%

Assets under management
$884.6M
-0.04% 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

1.57%

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

4.54%

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

5.53%

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

14.97%

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

26.09%

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

50.51%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.056%

Best day

1.714%

31/03/2026
Worst day

-1.21%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $45.40 $45.41 $45.37 $45.38 18,600
02/06/2026 $45.39 $45.42 $45.39 $45.40 73,700
01/06/2026 $45.35 $45.45 $45.35 $45.41 35,100
29/05/2026 $45.40 $45.40 $45.34 $45.34 37,600
28/05/2026 $45.26 $45.35 $45.26 $45.35 17,800
27/05/2026 $45.18 $45.32 $45.18 $45.32 22,900
26/05/2026 $45.25 $45.30 $45.25 $45.27 8,400
22/05/2026 $45.18 $45.24 $45.18 $45.20 24,000
21/05/2026 $45.10 $45.17 $45.08 $45.15 13,200
20/05/2026 $45.04 $45.15 $45.04 $45.11 10,900