Summary
PJUN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 7.87% 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: 20/07/2026

Current price: $43.16

Expense ratio: 0.79%

Assets under management
$944.9M
-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

0.00%

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

0.47%

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

3.02%

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

7.87%

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

20.12%

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

35.00%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.031%

Best day

1.621%

31/03/2026
Worst day

-1.335%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $43.23 $43.28 $43.14 $43.16 43,100
17/07/2026 $43.07 $43.34 $43.07 $43.16 34,800
16/07/2026 $43.52 $43.56 $43.33 $43.38 32,800
15/07/2026 $43.58 $43.59 $43.40 $43.54 71,300
14/07/2026 $43.41 $43.51 $43.33 $43.45 60,100
13/07/2026 $43.35 $43.49 $43.28 $43.35 38,700
10/07/2026 $43.36 $43.55 $43.36 $43.52 18,500
09/07/2026 $43.21 $43.43 $43.21 $43.41 20,000
08/07/2026 $43.17 $43.24 $43.05 $43.24 25,300
07/07/2026 $43.29 $43.33 $43.19 $43.25 16,200