Summary
QBUF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 8.19% Volatility 9.55% Sharpe 0.75
Official loaded data — not a live quote.

Innovator Nasdaq-100 10 Buffer ETF Quarterly

Symbol: QBUF

Exchange: NASDAQ

Sector: Technology

Category: Defined Outcome

Inception date: 28/06/2024

Latest date: 20/07/2026

Current price: $30.20

Expense ratio: 0.79%

Assets under management
$158.4M
-0.20% 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

-1.77%

Ann. -3.55% (Sharpe / Sortino numerator)

Volatility

5.99%

Sharpe ratio

-1.198

VaR 95%

-0.60%

CVaR 95%: -0.66%
Max drawdown: -1.59%
Sortino ratio: -1.959
Calmar ratio: -2.23

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

-0.13%

Ann. 1.11% (Sharpe / Sortino numerator)

Volatility

6.39%

Sharpe ratio

-0.394

VaR 95%

-0.65%

CVaR 95%: -0.76%
Max drawdown: -2.09%
Sortino ratio: -0.634
Calmar ratio: 0.53

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

3.37%

Ann. 4.25% (Sharpe / Sortino numerator)

Volatility

6.66%

Sharpe ratio

0.093

VaR 95%

-0.72%

CVaR 95%: -0.89%
Max drawdown: -2.31%
Sortino ratio: 0.135
Calmar ratio: 1.84

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

8.19%

Ann. 10.81% (Sharpe / Sortino numerator)

Volatility

9.55%

Sharpe ratio

0.751

VaR 95%

-0.72%

CVaR 95%: -1.39%
Max drawdown: -4.25%
Sortino ratio: 0.822
Calmar ratio: 2.54

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

20.90%

Ann. 11.59% (Sharpe / Sortino numerator)

Volatility

8.71%

Sharpe ratio

0.919

VaR 95%

-0.78%

CVaR 95%: -1.29%
Max drawdown: -8.84%
Sortino ratio: 1.045
Calmar ratio: 1.31

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

0.032%

Best day

1.14%

24/11/2025
Worst day

-1.265%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.26 $30.37 $30.20 $30.20 23,100
17/07/2026 $30.13 $30.32 $29.98 $30.20 24,900
16/07/2026 $30.60 $30.60 $30.32 $30.38 18,500
15/07/2026 $30.75 $30.75 $30.47 $30.61 38,900
14/07/2026 $30.60 $30.68 $30.58 $30.64 59,400
13/07/2026 $30.56 $30.60 $30.43 $30.48 23,300
10/07/2026 $30.64 $30.77 $30.59 $30.75 39,700
09/07/2026 $30.60 $30.67 $30.53 $30.63 24,200
08/07/2026 $30.31 $30.43 $30.22 $30.43 93,000
07/07/2026 $30.49 $30.49 $30.29 $30.36 27,300