Summary
PDEC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 17.23% Volatility 10.38% Sharpe 0.90
Official loaded data — not a live quote.

Innovator U.S. Equity Power Buffer ETF - December

Symbol: PDEC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/11/2019

Latest date: 03/06/2026

Current price: $45.85

Expense ratio: 0.79%

Assets under management
$1.0B
-0.17% 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

2.25%

Ann. -20.23% (Sharpe / Sortino numerator)

Volatility

10.81%

Sharpe ratio

-2.207

VaR 95%

-1.00%

CVaR 95%: -1.08%
Max drawdown: -4.20%
Sortino ratio: -4.116
Calmar ratio: -4.82

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

5.72%

Ann. -6.13% (Sharpe / Sortino numerator)

Volatility

8.24%

Sharpe ratio

-1.184

VaR 95%

-0.89%

CVaR 95%: -1.05%
Max drawdown: -4.78%
Sortino ratio: -1.827
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.

Period total return

6.10%

Ann. 3.16% (Sharpe / Sortino numerator)

Volatility

7.66%

Sharpe ratio

-0.061

VaR 95%

-0.89%

CVaR 95%: -1.06%
Max drawdown: -4.78%
Sortino ratio: -0.088
Calmar ratio: 0.66

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

17.23%

Ann. 12.98% (Sharpe / Sortino numerator)

Volatility

10.38%

Sharpe ratio

0.902

VaR 95%

-0.89%

CVaR 95%: -1.47%
Max drawdown: -4.78%
Sortino ratio: 1.143
Calmar ratio: 2.72

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

23.58%

Ann. 8.21% (Sharpe / Sortino numerator)

Volatility

8.41%

Sharpe ratio

0.544

VaR 95%

-0.78%

CVaR 95%: -1.24%
Max drawdown: -10.77%
Sortino ratio: 0.655
Calmar ratio: 0.76

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

42.08%

Ann. 10.78% (Sharpe / Sortino numerator)

Volatility

8.17%

Sharpe ratio

0.876

VaR 95%

-0.80%

CVaR 95%: -1.17%
Max drawdown: -10.77%
Sortino ratio: 1.127
Calmar ratio: 1.00

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

0.064%

Best day

1.821%

31/03/2026
Worst day

-1.293%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $45.93 $45.93 $45.84 $45.85 39,600
02/06/2026 $45.88 $45.98 $45.88 $45.95 38,500
01/06/2026 $45.95 $45.98 $45.87 $45.92 74,700
29/05/2026 $45.82 $45.92 $45.82 $45.92 33,200
28/05/2026 $45.70 $45.84 $45.70 $45.82 17,200
27/05/2026 $45.68 $45.74 $45.68 $45.74 14,600
26/05/2026 $45.75 $45.75 $45.67 $45.70 61,200
22/05/2026 $45.64 $45.66 $45.58 $45.58 18,500
21/05/2026 $45.44 $45.56 $45.41 $45.52 41,800
20/05/2026 $45.32 $45.48 $45.30 $45.46 193,500