Innovator U.S. Equity Power Buffer ETF - May
Symbol: PMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/04/2020
Latest date: 20/07/2026
Current price: $41.32
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
0.23%
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
2.17%
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
4.39%
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
8.81%
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
19.95%
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
37.49%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.034%
Best day
1.474%
Worst day
-1.183%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.40 | $41.44 | $41.32 | $41.32 | 6,000 |
| 17/07/2026 | $41.23 | $41.44 | $41.23 | $41.35 | 32,900 |
| 16/07/2026 | $41.54 | $41.61 | $41.45 | $41.53 | 25,700 |
| 15/07/2026 | $41.58 | $41.67 | $41.49 | $41.62 | 23,100 |
| 14/07/2026 | $41.49 | $41.58 | $41.47 | $41.55 | 27,200 |
| 13/07/2026 | $41.51 | $41.56 | $41.38 | $41.40 | 22,300 |
| 10/07/2026 | $41.50 | $41.62 | $41.47 | $41.61 | 10,200 |
| 09/07/2026 | $41.34 | $41.52 | $41.34 | $41.46 | 17,400 |
| 08/07/2026 | $41.28 | $41.36 | $41.17 | $41.34 | 32,700 |
| 07/07/2026 | $41.43 | $41.47 | $41.33 | $41.36 | 13,900 |