Summary
QFLR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.65% Volatility 12.33% Sharpe 1.60
Official loaded data — not a live quote.

INNOVATOR NASDAQ-100 MANAGED FLOOR ETF

Symbol: QFLR

Exchange: NYSE

Sector: Technology

Category: Equity Hedged

Inception date: 24/01/2024

Latest date: 20/07/2026

Current price: $35.22

Expense ratio: 0.89%

Assets under management
$542.7M
-0.71% 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

-3.27%

Ann. -26.93% (Sharpe / Sortino numerator)

Volatility

16.54%

Sharpe ratio

-1.847

VaR 95%

-1.55%

CVaR 95%: -1.58%
Max drawdown: -6.23%
Sortino ratio: -3.696
Calmar ratio: -4.32

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

1.55%

Ann. -7.92% (Sharpe / Sortino numerator)

Volatility

13.28%

Sharpe ratio

-0.869

VaR 95%

-1.49%

CVaR 95%: -1.57%
Max drawdown: -7.61%
Sortino ratio: -1.410
Calmar ratio: -1.04

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

2.59%

Ann. 1.46% (Sharpe / Sortino numerator)

Volatility

13.47%

Sharpe ratio

-0.161

VaR 95%

-1.57%

CVaR 95%: -1.80%
Max drawdown: -7.61%
Sortino ratio: -0.228
Calmar ratio: 0.19

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

14.65%

Ann. 23.34% (Sharpe / Sortino numerator)

Volatility

12.33%

Sharpe ratio

1.598

VaR 95%

-1.41%

CVaR 95%: -1.78%
Max drawdown: -7.61%
Sortino ratio: 2.155
Calmar ratio: 3.07

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

27.41%

Ann. 13.69% (Sharpe / Sortino numerator)

Volatility

12.99%

Sharpe ratio

0.774

VaR 95%

-1.57%

CVaR 95%: -2.02%
Max drawdown: -13.97%
Sortino ratio: 0.956
Calmar ratio: 0.98

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

40.53%

Ann. 15.42% (Sharpe / Sortino numerator)

Volatility

13.25%

Sharpe ratio

0.895

VaR 95%

-1.55%

CVaR 95%: -2.06%
Max drawdown: -13.97%
Sortino ratio: 1.112
Calmar ratio: 1.10

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

0.058%

Best day

2.399%

31/03/2026
Worst day

-3.632%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $35.47 $35.52 $35.22 $35.22 39,600
17/07/2026 $34.83 $35.38 $34.76 $35.24 62,200
16/07/2026 $35.57 $35.79 $35.47 $35.49 25,100
15/07/2026 $36.41 $36.41 $35.73 $35.98 47,000
14/07/2026 $35.13 $36.17 $34.46 $36.12 36,500
13/07/2026 $36.14 $36.14 $35.72 $35.78 23,100
10/07/2026 $36.05 $36.43 $36.05 $36.34 105,900
09/07/2026 $35.96 $36.28 $35.96 $36.21 41,700
08/07/2026 $35.54 $35.71 $35.32 $35.68 63,300
07/07/2026 $35.80 $35.80 $35.37 $35.53 85,000