Summary
PNOV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.14% Volatility 10.03% Sharpe 0.61
Official loaded data — not a live quote.

Innovator U.S. Equity Power Buffer ETF - November

Symbol: PNOV

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/10/2019

Latest date: 20/07/2026

Current price: $44.36

Expense ratio: 0.79%

Assets under management
$905.4M
-0.29% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.27%

Ann. -21.54% (Sharpe / Sortino numerator)

Volatility

10.95%

Sharpe ratio

-2.299

VaR 95%

-1.01%

CVaR 95%: -1.04%
Max drawdown: -4.29%
Sortino ratio: -4.268
Calmar ratio: -5.03

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

3.34%

Ann. -7.18% (Sharpe / Sortino numerator)

Volatility

8.34%

Sharpe ratio

-1.296

VaR 95%

-0.95%

CVaR 95%: -1.01%
Max drawdown: -4.85%
Sortino ratio: -1.941
Calmar ratio: -1.48

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

6.40%

Ann. -0.17% (Sharpe / Sortino numerator)

Volatility

7.26%

Sharpe ratio

-0.524

VaR 95%

-0.86%

CVaR 95%: -0.96%
Max drawdown: -4.85%
Sortino ratio: -0.746
Calmar ratio: -0.04

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

11.14%

Ann. 9.79% (Sharpe / Sortino numerator)

Volatility

10.03%

Sharpe ratio

0.614

VaR 95%

-0.87%

CVaR 95%: -1.44%
Max drawdown: -4.85%
Sortino ratio: 0.708
Calmar ratio: 2.02

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

21.64%

Ann. 7.63% (Sharpe / Sortino numerator)

Volatility

7.97%

Sharpe ratio

0.502

VaR 95%

-0.73%

CVaR 95%: -1.20%
Max drawdown: -10.35%
Sortino ratio: 0.554
Calmar ratio: 0.74

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

29.18%

Ann. 8.96% (Sharpe / Sortino numerator)

Volatility

7.86%

Sharpe ratio

0.678

VaR 95%

-0.80%

CVaR 95%: -1.22%
Max drawdown: -10.35%
Sortino ratio: 0.786
Calmar ratio: 0.87

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

0.043%

Best day

1.642%

31/03/2026
Worst day

-1.148%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $44.49 $44.59 $44.36 $44.36 10,600
17/07/2026 $44.44 $44.51 $44.37 $44.39 39,800
16/07/2026 $44.66 $44.70 $44.55 $44.61 14,400
15/07/2026 $44.67 $44.73 $44.58 $44.70 10,200
14/07/2026 $44.54 $44.66 $44.54 $44.62 531,800
13/07/2026 $44.59 $44.63 $44.51 $44.52 6,400
10/07/2026 $44.62 $44.71 $44.54 $44.67 12,300
09/07/2026 $44.43 $44.56 $44.39 $44.54 18,500
08/07/2026 $44.31 $44.40 $44.20 $44.37 16,900
07/07/2026 $44.44 $44.49 $44.38 $44.45 22,500