Summary
RBUF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 12.42% Volatility 10.13% Sharpe 0.86
Official loaded data — not a live quote.

Innovator U.S. Small Cap 10 Buffer ETF - Quarterly

Symbol: RBUF

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 28/06/2024

Latest date: 16/07/2026

Current price: $31.04

Expense ratio: 0.79%

Assets under management
$87.7M
-0.16% 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

0.03%

Ann. -12.80% (Sharpe / Sortino numerator)

Volatility

8.16%

Sharpe ratio

-2.014

VaR 95%

-0.81%

CVaR 95%: -0.82%
Max drawdown: -2.75%
Sortino ratio: -3.911
Calmar ratio: -4.66

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

2.61%

Ann. 2.95% (Sharpe / Sortino numerator)

Volatility

5.98%

Sharpe ratio

-0.113

VaR 95%

-0.68%

CVaR 95%: -0.76%
Max drawdown: -2.78%
Sortino ratio: -0.166
Calmar ratio: 1.06

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

4.62%

Ann. 4.83% (Sharpe / Sortino numerator)

Volatility

7.43%

Sharpe ratio

0.161

VaR 95%

-0.73%

CVaR 95%: -0.96%
Max drawdown: -3.09%
Sortino ratio: 0.246
Calmar ratio: 1.56

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

12.42%

Ann. 12.34% (Sharpe / Sortino numerator)

Volatility

10.13%

Sharpe ratio

0.860

VaR 95%

-0.73%

CVaR 95%: -1.46%
Max drawdown: -5.00%
Sortino ratio: 1.052
Calmar ratio: 2.47

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

20.85%

Ann. 11.61% (Sharpe / Sortino numerator)

Volatility

8.97%

Sharpe ratio

0.894

VaR 95%

-0.73%

CVaR 95%: -1.28%
Max drawdown: -11.36%
Sortino ratio: 1.119
Calmar ratio: 1.02

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.047%

Best day

1.293%

21/11/2025
Worst day

-1.266%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $31.09 $31.12 $30.99 $31.04 12,300
15/07/2026 $31.00 $31.08 $30.97 $31.04 10,500
14/07/2026 $31.06 $31.06 $30.95 $30.98 15,400
13/07/2026 $31.03 $31.03 $30.90 $30.91 12,400
10/07/2026 $30.99 $31.04 $30.95 $31.02 22,100
09/07/2026 $30.96 $31.07 $30.96 $31.05 34,000
08/07/2026 $30.97 $30.97 $30.75 $30.92 22,600
07/07/2026 $31.05 $31.05 $30.95 $31.00 19,100
06/07/2026 $31.09 $31.14 $31.03 $31.11 151,200
02/07/2026 $31.19 $31.19 $30.91 $30.99 48,800