Summary
RFLR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 27.36% Volatility 12.23% Sharpe 1.54
Official loaded data — not a live quote.

Innovator U.S. Small Cap Managed Floor ETF

Symbol: RFLR

Exchange: NYSE

Sector: Healthcare

Category: Equity Hedged

Inception date: 16/09/2024

Latest date: 16/07/2026

Current price: $32.70

Expense ratio: 0.89%

Assets under management
$90.0M
-0.42% 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

4.02%

Ann. -20.10% (Sharpe / Sortino numerator)

Volatility

15.13%

Sharpe ratio

-1.568

VaR 95%

-1.41%

CVaR 95%: -1.55%
Max drawdown: -5.10%
Sortino ratio: -2.773
Calmar ratio: -3.94

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

8.92%

Ann. 10.30% (Sharpe / Sortino numerator)

Volatility

13.33%

Sharpe ratio

0.500

VaR 95%

-1.35%

CVaR 95%: -1.45%
Max drawdown: -5.77%
Sortino ratio: 0.841
Calmar ratio: 1.78

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

11.22%

Ann. 10.83% (Sharpe / Sortino numerator)

Volatility

13.73%

Sharpe ratio

0.525

VaR 95%

-1.39%

CVaR 95%: -1.66%
Max drawdown: -5.79%
Sortino ratio: 0.839
Calmar ratio: 1.87

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

27.36%

Ann. 22.47% (Sharpe / Sortino numerator)

Volatility

12.23%

Sharpe ratio

1.541

VaR 95%

-1.22%

CVaR 95%: -1.60%
Max drawdown: -5.79%
Sortino ratio: 2.331
Calmar ratio: 3.88

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

31.77%

Ann. 13.48% (Sharpe / Sortino numerator)

Volatility

12.24%

Sharpe ratio

0.808

VaR 95%

-1.20%

CVaR 95%: -1.65%
Max drawdown: -15.48%
Sortino ratio: 1.200
Calmar ratio: 0.87

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

0.1%

Best day

2.328%

06/02/2026
Worst day

-2.495%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $32.84 $32.84 $32.70 $32.70 4,300
15/07/2026 $32.63 $32.78 $32.56 $32.66 38,200
14/07/2026 $32.55 $32.57 $32.44 $32.49 9,400
13/07/2026 $32.18 $32.45 $32.18 $32.41 6,000
10/07/2026 $32.54 $32.56 $32.45 $32.56 2,700
09/07/2026 $32.68 $32.72 $32.66 $32.66 15,100
08/07/2026 $32.47 $32.47 $32.17 $32.29 11,600
07/07/2026 $33.03 $33.03 $32.59 $32.61 13,100
06/07/2026 $32.76 $32.83 $32.70 $32.72 10,100
02/07/2026 $32.87 $32.93 $32.45 $32.59 9,100