Summary
UAUG
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 11.36% Volatility 9.42% Sharpe 1.04
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - August

Symbol: UAUG

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/07/2019

Latest date: 21/07/2026

Current price: $42.28

Expense ratio: 0.79%

Assets under management
$167.3M
0.00% 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

0.76%

Ann. -17.50% (Sharpe / Sortino numerator)

Volatility

9.52%

Sharpe ratio

-2.220

VaR 95%

-0.89%

CVaR 95%: -0.96%
Max drawdown: -3.72%
Sortino ratio: -4.170
Calmar ratio: -4.70

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

3.38%

Ann. -4.58% (Sharpe / Sortino numerator)

Volatility

7.14%

Sharpe ratio

-1.150

VaR 95%

-0.79%

CVaR 95%: -0.90%
Max drawdown: -3.96%
Sortino ratio: -1.746
Calmar ratio: -1.16

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

5.55%

Ann. 0.92% (Sharpe / Sortino numerator)

Volatility

6.14%

Sharpe ratio

-0.441

VaR 95%

-0.72%

CVaR 95%: -0.88%
Max drawdown: -3.96%
Sortino ratio: -0.629
Calmar ratio: 0.23

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

11.36%

Ann. 13.42% (Sharpe / Sortino numerator)

Volatility

9.42%

Sharpe ratio

1.040

VaR 95%

-0.76%

CVaR 95%: -1.35%
Max drawdown: -3.96%
Sortino ratio: 1.248
Calmar ratio: 3.39

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

24.89%

Ann. 10.32% (Sharpe / Sortino numerator)

Volatility

8.27%

Sharpe ratio

0.808

VaR 95%

-0.78%

CVaR 95%: -1.22%
Max drawdown: -10.35%
Sortino ratio: 0.964
Calmar ratio: 1.00

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

44.02%

Ann. 13.53% (Sharpe / Sortino numerator)

Volatility

8.04%

Sharpe ratio

1.233

VaR 95%

-0.74%

CVaR 95%: -1.11%
Max drawdown: -10.35%
Sortino ratio: 1.630
Calmar ratio: 1.31

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 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.043%

Best day

1.507%

31/03/2026
Worst day

-1.029%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $42.28 $42.28 $42.28 $42.28 100
20/07/2026 $42.24 $42.27 $42.22 $42.23 7,500
17/07/2026 $42.20 $42.21 $42.20 $42.21 1,300
16/07/2026 $42.26 $42.26 $42.23 $42.24 6,400
15/07/2026 $42.22 $42.25 $42.22 $42.25 3,100
14/07/2026 $42.22 $42.24 $42.20 $42.22 4,300
13/07/2026 $42.24 $42.24 $42.18 $42.20 16,900
10/07/2026 $42.23 $42.23 $42.19 $42.21 4,300
09/07/2026 $42.19 $42.19 $42.15 $42.18 5,000
08/07/2026 $42.10 $42.15 $42.09 $42.15 4,900