Innovator U.S. Equity Power Buffer ETF - September
Symbol: PSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2019
Latest date: 15/10/2026
Current price: $47.20
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
1.40%
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
1.90%
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
5.52%
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
10.31%
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
22.22%
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
43.67%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.04%
Best day
1.605%
Worst day
-0.943%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $46.79 | $47.24 | $46.79 | $47.20 | 33,300 |
| 14/10/2026 | $47.46 | $47.46 | $47.03 | $47.08 | 25,500 |
| 13/10/2026 | $47.44 | $47.45 | $47.31 | $47.41 | 31,900 |
| 12/10/2026 | $47.29 | $47.44 | $47.29 | $47.38 | 26,100 |
| 09/10/2026 | $47.37 | $47.44 | $47.28 | $47.38 | 21,600 |
| 08/10/2026 | $47.21 | $47.36 | $47.08 | $47.22 | 32,100 |
| 07/10/2026 | $47.19 | $47.40 | $47.19 | $47.34 | 39,900 |
| 06/10/2026 | $47.40 | $47.48 | $47.38 | $47.40 | 48,800 |
| 05/10/2026 | $47.05 | $47.34 | $47.05 | $47.27 | 46,700 |
| 02/10/2026 | $47.21 | $47.21 | $47.00 | $47.07 | 66,800 |