Summary
PNOV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.66% 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: 03/06/2026

Current price: $44.35

Expense ratio: 0.79%

Assets under management
$949.8M
-0.09% 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

2.50%

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

6.09%

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

6.59%

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

14.66%

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

22.96%

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

34.93%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.055%

Best day

1.642%

31/03/2026
Worst day

-1.061%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $44.39 $44.39 $44.29 $44.35 84,600
02/06/2026 $44.27 $44.50 $44.27 $44.42 71,500
01/06/2026 $44.31 $44.47 $44.31 $44.37 39,400
29/05/2026 $44.30 $44.40 $44.30 $44.40 43,500
28/05/2026 $44.15 $44.30 $44.15 $44.28 25,400
27/05/2026 $44.16 $44.21 $44.12 $44.19 37,600
26/05/2026 $46.13 $46.13 $44.11 $44.19 41,700
22/05/2026 $44.04 $44.12 $44.03 $44.03 14,800
21/05/2026 $43.95 $43.99 $43.84 $43.97 20,000
20/05/2026 $43.81 $43.93 $43.77 $43.92 62,300