Innovator U.S. Equity Power Buffer ETF - January
Symbol: PJAN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/12/2018
Latest date: 20/07/2026
Current price: $49.56
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
0.32%
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
2.84%
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
5.76%
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
11.64%
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
22.31%
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
40.00%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.045%
Best day
1.72%
Worst day
-1.089%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $49.67 | $49.76 | $49.55 | $49.56 | 34,800 |
| 17/07/2026 | $49.62 | $49.71 | $49.56 | $49.64 | 609,200 |
| 16/07/2026 | $49.79 | $49.89 | $49.73 | $49.82 | 31,200 |
| 15/07/2026 | $49.83 | $49.88 | $49.77 | $49.88 | 45,700 |
| 14/07/2026 | $49.72 | $49.82 | $49.68 | $49.78 | 107,200 |
| 13/07/2026 | $49.83 | $49.83 | $49.61 | $49.65 | 43,400 |
| 10/07/2026 | $49.74 | $49.85 | $49.66 | $49.83 | 35,600 |
| 09/07/2026 | $49.58 | $49.76 | $49.58 | $49.73 | 35,300 |
| 08/07/2026 | $49.58 | $49.59 | $49.41 | $49.57 | 20,300 |
| 07/07/2026 | $49.76 | $49.76 | $49.55 | $49.61 | 36,600 |