Summary
PJUL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.32% Volatility 10.06% Sharpe 1.04
Official loaded data — not a live quote.

Innovator U.S. Equity Power Buffer ETF - July

Symbol: PJUL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 07/08/2018

Latest date: 03/06/2026

Current price: $48.63

Expense ratio: 0.79%

Assets under management
$1.0B
0.16% 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

1.44%

Ann. -13.59% (Sharpe / Sortino numerator)

Volatility

9.72%

Sharpe ratio

-1.771

VaR 95%

-0.91%

CVaR 95%: -0.92%
Max drawdown: -3.38%
Sortino ratio: -3.448
Calmar ratio: -4.03

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

4.20%

Ann. -2.51% (Sharpe / Sortino numerator)

Volatility

6.87%

Sharpe ratio

-0.894

VaR 95%

-0.79%

CVaR 95%: -0.87%
Max drawdown: -3.64%
Sortino ratio: -1.298
Calmar ratio: -0.69

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

5.40%

Ann. 2.49% (Sharpe / Sortino numerator)

Volatility

5.93%

Sharpe ratio

-0.192

VaR 95%

-0.68%

CVaR 95%: -0.84%
Max drawdown: -3.64%
Sortino ratio: -0.264
Calmar ratio: 0.68

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

15.32%

Ann. 14.14% (Sharpe / Sortino numerator)

Volatility

10.06%

Sharpe ratio

1.044

VaR 95%

-0.78%

CVaR 95%: -1.42%
Max drawdown: -4.12%
Sortino ratio: 1.273
Calmar ratio: 3.43

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

26.02%

Ann. 10.45% (Sharpe / Sortino numerator)

Volatility

8.79%

Sharpe ratio

0.776

VaR 95%

-0.79%

CVaR 95%: -1.30%
Max drawdown: -10.69%
Sortino ratio: 0.941
Calmar ratio: 0.98

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

48.08%

Ann. 13.50% (Sharpe / Sortino numerator)

Volatility

8.28%

Sharpe ratio

1.192

VaR 95%

-0.75%

CVaR 95%: -1.17%
Max drawdown: -10.69%
Sortino ratio: 1.533
Calmar ratio: 1.26

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

0.057%

Best day

1.632%

31/03/2026
Worst day

-1.079%

13/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $48.55 $48.64 $48.50 $48.63 109,000
02/06/2026 $48.57 $48.60 $48.50 $48.58 25,900
01/06/2026 $48.48 $48.63 $48.48 $48.53 164,100
29/05/2026 $48.50 $48.58 $48.50 $48.52 21,700
28/05/2026 $48.49 $48.55 $48.47 $48.51 17,700
27/05/2026 $48.51 $48.57 $48.46 $48.48 55,600
26/05/2026 $48.45 $48.53 $48.45 $48.46 20,400
22/05/2026 $48.38 $48.46 $48.38 $48.42 44,700
21/05/2026 $48.36 $48.44 $48.29 $48.44 31,500
20/05/2026 $48.28 $48.40 $48.28 $48.34 26,900