Summary
PJUN
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 11.27% Volatility 9.83% Sharpe 0.91
Official loaded data — not a live quote.

Innovator U.S. Equity Power Buffer ETF - June

Symbol: PJUN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/05/2019

Latest date: 03/06/2026

Current price: $43.35

Expense ratio: 0.79%

Assets under management
$644.0M
-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

0.51%

Ann. -7.75% (Sharpe / Sortino numerator)

Volatility

8.63%

Sharpe ratio

-1.320

VaR 95%

-0.81%

CVaR 95%: -0.84%
Max drawdown: -2.56%
Sortino ratio: -2.459
Calmar ratio: -3.03

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

2.82%

Ann. 0.19% (Sharpe / Sortino numerator)

Volatility

5.96%

Sharpe ratio

-0.577

VaR 95%

-0.59%

CVaR 95%: -0.75%
Max drawdown: -2.79%
Sortino ratio: -0.871
Calmar ratio: 0.07

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.

Period total return

4.26%

Ann. 3.96% (Sharpe / Sortino numerator)

Volatility

5.21%

Sharpe ratio

0.063

VaR 95%

-0.53%

CVaR 95%: -0.73%
Max drawdown: -2.79%
Sortino ratio: 0.087
Calmar ratio: 1.42

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

11.27%

Ann. 12.61% (Sharpe / Sortino numerator)

Volatility

9.83%

Sharpe ratio

0.914

VaR 95%

-0.60%

CVaR 95%: -1.38%
Max drawdown: -4.33%
Sortino ratio: 1.069
Calmar ratio: 2.91

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

24.00%

Ann. 10.30% (Sharpe / Sortino numerator)

Volatility

8.26%

Sharpe ratio

0.808

VaR 95%

-0.67%

CVaR 95%: -1.21%
Max drawdown: -10.09%
Sortino ratio: 0.935
Calmar ratio: 1.02

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

39.88%

Ann. 10.91% (Sharpe / Sortino numerator)

Volatility

7.41%

Sharpe ratio

0.983

VaR 95%

-0.65%

CVaR 95%: -1.06%
Max drawdown: -10.09%
Sortino ratio: 1.175
Calmar ratio: 1.08

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

0.043%

Best day

1.621%

31/03/2026
Worst day

-1.019%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $43.42 $43.44 $43.26 $43.35 290,700
02/06/2026 $43.44 $43.49 $43.41 $43.48 1,065,600
01/06/2026 $45.47 $47.56 $43.37 $43.42 1,670,400
29/05/2026 $43.39 $43.40 $43.33 $43.40 2,249,800
28/05/2026 $43.29 $43.39 $43.29 $43.38 141,400
27/05/2026 $43.39 $43.39 $43.30 $43.33 71,500
26/05/2026 $43.38 $43.38 $43.29 $43.36 31,200
22/05/2026 $43.31 $43.38 $43.30 $43.30 42,700
21/05/2026 $43.29 $43.35 $43.29 $43.33 17,500
20/05/2026 $43.30 $43.35 $43.27 $43.29 30,900