Innovator Equity Defined Protection ETF - 2 Yr to July 2025
Symbol: TJUL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/07/2023
Latest date: 15/10/2026
Current price: $30.75
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.59%
Ann. -8.91% (Sharpe / Sortino numerator)
Volatility
4.72%
Sharpe ratio
-2.657
VaR 95%
-0.44%
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
1.33%
Ann. -2.22% (Sharpe / Sortino numerator)
Volatility
3.66%
Sharpe ratio
-1.599
VaR 95%
-0.41%
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
2.88%
Ann. 0.85% (Sharpe / Sortino numerator)
Volatility
3.11%
Sharpe ratio
-0.894
VaR 95%
-0.33%
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
4.90%
Ann. 4.85% (Sharpe / Sortino numerator)
Volatility
5.56%
Sharpe ratio
0.219
VaR 95%
-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
11.96%
Ann. 5.98% (Sharpe / Sortino numerator)
Volatility
4.47%
Sharpe ratio
0.525
VaR 95%
-0.33%
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
24.91%
Ann. 7.04% (Sharpe / Sortino numerator)
Volatility
4.33%
Sharpe ratio
0.797
VaR 95%
-0.36%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.019%
Best day
0.575%
Worst day
-0.639%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $30.73 | $30.75 | $30.71 | $30.75 | 900 |
| 14/10/2026 | $30.71 | $30.72 | $30.69 | $30.72 | 1,900 |
| 13/10/2026 | $30.74 | $30.76 | $30.73 | $30.76 | 1,200 |
| 12/10/2026 | $30.74 | $30.78 | $30.62 | $30.75 | 15,700 |
| 09/10/2026 | $30.81 | $30.81 | $30.73 | $30.77 | 1,300 |
| 08/10/2026 | $30.71 | $30.75 | $30.71 | $30.75 | 2,300 |
| 07/10/2026 | $30.71 | $30.77 | $30.71 | $30.77 | 7,800 |
| 06/10/2026 | $30.72 | $30.73 | $30.72 | $30.73 | 2,500 |
| 05/10/2026 | $30.88 | $30.88 | $30.68 | $30.71 | 2,900 |
| 02/10/2026 | $30.68 | $30.75 | $30.67 | $30.71 | 3,900 |