Innovator U.S. Equity Power Buffer ETF - May
Symbol: PMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/04/2020
Latest date: 03/06/2026
Current price: $41.36
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
2.20%
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
3.76%
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
5.26%
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
11.51%
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
23.06%
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
41.79%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.044%
Best day
1.474%
Worst day
-0.667%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $41.35 | $41.43 | $41.32 | $41.36 | 30,700 |
| 02/06/2026 | $41.43 | $41.51 | $41.42 | $41.45 | 664,100 |
| 01/06/2026 | $41.33 | $41.47 | $41.33 | $41.42 | 168,800 |
| 29/05/2026 | $41.37 | $41.45 | $41.37 | $41.40 | 1,504,500 |
| 28/05/2026 | $41.32 | $41.40 | $41.26 | $41.40 | 26,700 |
| 27/05/2026 | $41.40 | $41.40 | $41.21 | $41.27 | 264,000 |
| 26/05/2026 | $41.19 | $41.30 | $41.19 | $41.24 | 70,300 |
| 22/05/2026 | $41.11 | $41.23 | $41.11 | $41.17 | 304,600 |
| 21/05/2026 | $40.95 | $41.15 | $40.93 | $41.14 | 61,500 |
| 20/05/2026 | $40.96 | $41.08 | $40.86 | $41.07 | 318,500 |