Summary
PFEB
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.02% Volatility 9.98% Sharpe 0.81
Official loaded data — not a live quote.

Innovator U.S. Equity Power Buffer ETF - February

Symbol: PFEB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/01/2020

Latest date: 20/07/2026

Current price: $43.08

Expense ratio: 0.79%

Assets under management
$919.3M
-0.13% 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

0.29%

Ann. -19.33% (Sharpe / Sortino numerator)

Volatility

10.54%

Sharpe ratio

-2.178

VaR 95%

-0.98%

CVaR 95%: -1.00%
Max drawdown: -4.16%
Sortino ratio: -4.141
Calmar ratio: -4.65

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

2.70%

Ann. -5.15% (Sharpe / Sortino numerator)

Volatility

7.67%

Sharpe ratio

-1.144

VaR 95%

-0.79%

CVaR 95%: -0.93%
Max drawdown: -4.72%
Sortino ratio: -1.759
Calmar ratio: -1.09

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

5.62%

Ann. 2.78% (Sharpe / Sortino numerator)

Volatility

6.56%

Sharpe ratio

-0.130

VaR 95%

-0.74%

CVaR 95%: -0.92%
Max drawdown: -4.72%
Sortino ratio: -0.181
Calmar ratio: 0.59

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

12.02%

Ann. 11.73% (Sharpe / Sortino numerator)

Volatility

9.98%

Sharpe ratio

0.812

VaR 95%

-0.78%

CVaR 95%: -1.43%
Max drawdown: -4.72%
Sortino ratio: 0.952
Calmar ratio: 2.49

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

21.67%

Ann. 8.71% (Sharpe / Sortino numerator)

Volatility

8.15%

Sharpe ratio

0.624

VaR 95%

-0.73%

CVaR 95%: -1.21%
Max drawdown: -10.58%
Sortino ratio: 0.709
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

38.80%

Ann. 11.31% (Sharpe / Sortino numerator)

Volatility

7.47%

Sharpe ratio

1.028

VaR 95%

-0.65%

CVaR 95%: -1.07%
Max drawdown: -10.58%
Sortino ratio: 1.246
Calmar ratio: 1.07

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

0.046%

Best day

1.826%

31/03/2026
Worst day

-1.182%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $43.14 $43.20 $43.06 $43.08 23,400
17/07/2026 $43.05 $43.18 $43.04 $43.10 15,500
16/07/2026 $43.27 $43.35 $43.20 $43.28 11,000
15/07/2026 $43.27 $43.38 $43.26 $43.34 18,000
14/07/2026 $43.20 $43.30 $43.20 $43.27 31,700
13/07/2026 $43.21 $43.31 $43.16 $43.17 17,200
10/07/2026 $43.28 $43.38 $43.22 $43.29 41,600
09/07/2026 $43.09 $43.23 $43.09 $43.20 35,000
08/07/2026 $43.03 $43.10 $42.92 $43.09 58,600
07/07/2026 $43.09 $43.14 $43.08 $43.12 5,500