Innovator U.S. Equity Power Buffer ETF - September
Symbol: PSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2019
Latest date: 20/07/2026
Current price: $46.17
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
0.52%
Ann. -16.53% (Sharpe / Sortino numerator)
Volatility
9.84%
Sharpe ratio
-2.049
VaR 95%
-0.89%
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
2.92%
Ann. -4.03% (Sharpe / Sortino numerator)
Volatility
7.33%
Sharpe ratio
-1.045
VaR 95%
-0.79%
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
5.89%
Ann. 1.55% (Sharpe / Sortino numerator)
Volatility
6.60%
Sharpe ratio
-0.315
VaR 95%
-0.71%
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
11.68%
Ann. 12.08% (Sharpe / Sortino numerator)
Volatility
9.65%
Sharpe ratio
0.877
VaR 95%
-0.73%
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
22.53%
Ann. 9.09% (Sharpe / Sortino numerator)
Volatility
8.09%
Sharpe ratio
0.675
VaR 95%
-0.70%
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
38.94%
Ann. 12.21% (Sharpe / Sortino numerator)
Volatility
7.89%
Sharpe ratio
1.088
VaR 95%
-0.71%
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
0.045%
Best day
1.605%
Worst day
-1.325%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $46.23 | $46.32 | $46.16 | $46.17 | 9,900 |
| 17/07/2026 | $46.12 | $46.25 | $46.11 | $46.16 | 7,600 |
| 16/07/2026 | $46.33 | $46.33 | $46.23 | $46.25 | 7,400 |
| 15/07/2026 | $46.34 | $46.34 | $46.25 | $46.32 | 11,600 |
| 14/07/2026 | $46.24 | $46.28 | $46.23 | $46.26 | 10,200 |
| 13/07/2026 | $46.14 | $46.30 | $46.14 | $46.21 | 12,900 |
| 10/07/2026 | $46.23 | $46.34 | $46.23 | $46.28 | 33,000 |
| 09/07/2026 | $46.15 | $46.23 | $46.15 | $46.22 | 18,000 |
| 08/07/2026 | $46.03 | $46.13 | $46.00 | $46.13 | 4,600 |
| 07/07/2026 | $46.12 | $46.19 | $46.11 | $46.15 | 13,500 |