Summary
TOCT
Prices · period metrics · 1M
NAV as of 02/06/2026
30/03/2026 → 30/04/2026
Return 0.95% Volatility 3.50% Sharpe 9.13
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF 2 Yr to October 2027

Symbol: TOCT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2025

Latest date: 02/06/2026

Current price: $27.09

Expense ratio: 0.79%

Assets under management
$20.2M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.95%

Ann. 35.59% (Sharpe / Sortino numerator)

Volatility

3.50%

Sharpe ratio

9.130

VaR 95%

-0.11%

CVaR 95%: -0.15%
Max drawdown: -0.19%
Sortino ratio: 50.790
Calmar ratio: 189.64

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

1.75%

Ann. 4.11% (Sharpe / Sortino numerator)

Volatility

3.88%

Sharpe ratio

0.129

VaR 95%

-0.36%

CVaR 95%: -0.45%
Max drawdown: -2.02%
Sortino ratio: 0.232
Calmar ratio: 2.03

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

2.53%

Ann. 3.37% (Sharpe / Sortino numerator)

Volatility

3.20%

Sharpe ratio

-0.074

VaR 95%

-0.31%

CVaR 95%: -0.40%
Max drawdown: -2.02%
Sortino ratio: -0.122
Calmar ratio: 1.67

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 1M

Daily simple returns from the same adjusted closes used by the performance chart: 04/05/2026 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.047%

Best day

0.26%

06/05/2026
Worst day

-0.222%

15/05/2026
Days with data

20

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $27.09 $27.14 $27.04 $27.09 3,000
01/06/2026 $27.04 $27.13 $27.04 $27.09 3,100
29/05/2026 $27.06 $27.14 $27.06 $27.10 1,100
28/05/2026 $27.04 $27.11 $27.02 $27.07 2,300
27/05/2026 $27.00 $27.06 $27.00 $27.04 1,900
26/05/2026 $27.07 $27.07 $26.99 $27.04 2,800
22/05/2026 $26.98 $27.04 $26.97 $27.01 2,100
21/05/2026 $27.00 $27.01 $26.98 $27.01 4,000
20/05/2026 $26.98 $27.02 $26.94 $26.98 700
19/05/2026 $26.98 $26.98 $26.89 $26.93 2,500