Innovator U.S. Equity Power Buffer ETF - September
Symbol: PSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2019
Latest date: 03/06/2026
Current price: $45.87
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
1.67%
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
4.67%
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
5.58%
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
14.71%
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
23.66%
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
44.91%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.055%
Best day
1.605%
Worst day
-1.325%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $45.87 | $45.93 | $45.83 | $45.87 | 33,000 |
| 02/06/2026 | $45.95 | $45.96 | $45.87 | $45.90 | 28,200 |
| 01/06/2026 | $45.88 | $45.94 | $45.86 | $45.90 | 83,500 |
| 29/05/2026 | $45.84 | $45.90 | $45.84 | $45.88 | 36,700 |
| 28/05/2026 | $45.75 | $45.87 | $45.75 | $45.82 | 46,500 |
| 27/05/2026 | $45.64 | $45.80 | $45.64 | $45.78 | 22,600 |
| 26/05/2026 | $45.76 | $45.81 | $45.71 | $45.73 | 13,200 |
| 22/05/2026 | $45.67 | $45.70 | $45.65 | $45.66 | 18,300 |
| 21/05/2026 | $45.58 | $45.67 | $45.54 | $45.62 | 9,100 |
| 20/05/2026 | $45.48 | $45.58 | $45.48 | $45.57 | 14,800 |