Summary
SFLR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.19% Volatility 10.85% Sharpe 0.87
Official loaded data — not a live quote.

Innovator Equity Managed Floor ETF

Symbol: SFLR

Exchange: NYSE

Sector: Technology

Category: Equity Hedged

Inception date: 08/11/2022

Latest date: 20/07/2026

Current price: $38.29

Expense ratio: 0.89%

Assets under management
$2.1B
-1.03% 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

-0.41%

Ann. -29.98% (Sharpe / Sortino numerator)

Volatility

12.80%

Sharpe ratio

-2.626

VaR 95%

-1.18%

CVaR 95%: -1.23%
Max drawdown: -5.40%
Sortino ratio: -4.660
Calmar ratio: -5.55

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

4.79%

Ann. -12.87% (Sharpe / Sortino numerator)

Volatility

11.07%

Sharpe ratio

-1.490

VaR 95%

-1.18%

CVaR 95%: -1.50%
Max drawdown: -6.87%
Sortino ratio: -2.011
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

4.92%

Ann. -2.43% (Sharpe / Sortino numerator)

Volatility

10.59%

Sharpe ratio

-0.572

VaR 95%

-1.18%

CVaR 95%: -1.55%
Max drawdown: -6.87%
Sortino ratio: -0.730
Calmar ratio: -0.35

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

12.19%

Ann. 13.05% (Sharpe / Sortino numerator)

Volatility

10.85%

Sharpe ratio

0.868

VaR 95%

-1.09%

CVaR 95%: -1.65%
Max drawdown: -6.87%
Sortino ratio: 1.055
Calmar ratio: 1.90

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

22.33%

Ann. 10.08% (Sharpe / Sortino numerator)

Volatility

10.66%

Sharpe ratio

0.605

VaR 95%

-1.15%

CVaR 95%: -1.65%
Max drawdown: -12.13%
Sortino ratio: 0.750
Calmar ratio: 0.83

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

46.35%

Ann. 14.51% (Sharpe / Sortino numerator)

Volatility

9.95%

Sharpe ratio

1.093

VaR 95%

-1.05%

CVaR 95%: -1.49%
Max drawdown: -12.13%
Sortino ratio: 1.411
Calmar ratio: 1.20

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

0.048%

Best day

1.884%

24/11/2025
Worst day

-2.455%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $38.69 $38.69 $38.26 $38.29 163,700
17/07/2026 $38.40 $38.60 $38.31 $38.40 494,300
16/07/2026 $38.81 $38.92 $38.62 $38.76 241,200
15/07/2026 $38.97 $39.00 $38.73 $38.88 207,500
14/07/2026 $38.75 $38.98 $38.66 $38.86 173,200
13/07/2026 $38.74 $38.88 $38.65 $38.70 100,500
10/07/2026 $38.79 $38.96 $38.71 $38.86 183,900
09/07/2026 $38.45 $38.88 $38.45 $38.84 337,800
08/07/2026 $38.58 $38.70 $38.34 $38.60 317,100
07/07/2026 $38.91 $38.91 $38.58 $38.71 368,800