Innovator U.S. Equity Power Buffer ETF - January
Symbol: PJAN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/12/2018
Latest date: 03/06/2026
Current price: $49.43
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.94%
Ann. -19.76% (Sharpe / Sortino numerator)
Volatility
10.82%
Sharpe ratio
-2.162
VaR 95%
-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
5.13%
Ann. -5.67% (Sharpe / Sortino numerator)
Volatility
8.13%
Sharpe ratio
-1.144
VaR 95%
-0.97%
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
5.96%
Ann. 2.30% (Sharpe / Sortino numerator)
Volatility
6.54%
Sharpe ratio
-0.203
VaR 95%
-0.88%
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
14.71%
Ann. 10.94% (Sharpe / Sortino numerator)
Volatility
9.84%
Sharpe ratio
0.743
VaR 95%
-0.92%
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
24.51%
Ann. 9.07% (Sharpe / Sortino numerator)
Volatility
8.11%
Sharpe ratio
0.671
VaR 95%
-0.75%
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
44.11%
Ann. 11.78% (Sharpe / Sortino numerator)
Volatility
7.60%
Sharpe ratio
1.072
VaR 95%
-0.73%
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.
Average daily return
0.055%
Best day
1.72%
Worst day
-1.089%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $49.48 | $49.56 | $49.43 | $49.43 | 61,700 |
| 02/06/2026 | $49.52 | $49.60 | $49.48 | $49.56 | 108,400 |
| 01/06/2026 | $49.47 | $49.60 | $49.47 | $49.54 | 61,600 |
| 29/05/2026 | $49.45 | $49.54 | $49.43 | $49.49 | 68,000 |
| 28/05/2026 | $49.35 | $49.49 | $49.30 | $49.43 | 39,400 |
| 27/05/2026 | $49.21 | $49.43 | $49.21 | $49.32 | 16,600 |
| 26/05/2026 | $49.42 | $49.42 | $49.27 | $49.30 | 30,500 |
| 22/05/2026 | $49.27 | $49.29 | $49.19 | $49.19 | 34,100 |
| 21/05/2026 | $48.98 | $49.21 | $48.98 | $49.16 | 43,000 |
| 20/05/2026 | $48.94 | $49.16 | $48.92 | $49.05 | 93,300 |