Innovator U.S. Equity Power Buffer ETF - May
Symbol: PMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/04/2020
Latest date: 15/10/2026
Current price: $42.54
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
1.39%
Ann. 0.27% (Sharpe / Sortino numerator)
Volatility
7.27%
Sharpe ratio
-0.462
VaR 95%
-0.62%
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
2.22%
Ann. 3.69% (Sharpe / Sortino numerator)
Volatility
4.69%
Sharpe ratio
0.013
VaR 95%
-0.40%
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
5.30%
Ann. 5.62% (Sharpe / Sortino numerator)
Volatility
4.11%
Sharpe ratio
0.485
VaR 95%
-0.40%
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
9.36%
Ann. 10.89% (Sharpe / Sortino numerator)
Volatility
10.51%
Sharpe ratio
0.691
VaR 95%
-0.47%
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
20.48%
Ann. 10.91% (Sharpe / Sortino numerator)
Volatility
8.45%
Sharpe ratio
0.862
VaR 95%
-0.49%
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
42.38%
Ann. 11.57% (Sharpe / Sortino numerator)
Volatility
7.57%
Sharpe ratio
1.048
VaR 95%
-0.54%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.036%
Best day
1.474%
Worst day
-1.183%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.43 | $42.55 | $42.38 | $42.54 | 15,600 |
| 14/10/2026 | $42.53 | $42.57 | $42.39 | $42.44 | 15,500 |
| 13/10/2026 | $42.62 | $42.69 | $42.60 | $42.64 | 23,800 |
| 12/10/2026 | $42.64 | $42.69 | $42.61 | $42.63 | 19,700 |
| 09/10/2026 | $42.65 | $42.66 | $42.56 | $42.63 | 23,700 |
| 08/10/2026 | $42.52 | $42.58 | $42.45 | $42.52 | 12,900 |
| 07/10/2026 | $42.54 | $42.65 | $42.50 | $42.57 | 11,200 |
| 06/10/2026 | $42.62 | $42.65 | $42.59 | $42.61 | 16,000 |
| 05/10/2026 | $42.42 | $42.52 | $42.42 | $42.49 | 12,800 |
| 02/10/2026 | $42.41 | $42.46 | $42.33 | $42.37 | 28,100 |