Summary
UDEC
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 13.86% Volatility 8.74% Sharpe 1.09
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - December

Symbol: UDEC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/11/2019

Latest date: 21/07/2026

Current price: $41.89

Expense ratio: 0.79%

Assets under management
$247.1M
0.12% 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

0.63%

Ann. -20.38% (Sharpe / Sortino numerator)

Volatility

8.57%

Sharpe ratio

-2.801

VaR 95%

-0.75%

CVaR 95%: -0.79%
Max drawdown: -3.72%
Sortino ratio: -6.241
Calmar ratio: -5.48

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

3.61%

Ann. -6.78% (Sharpe / Sortino numerator)

Volatility

6.95%

Sharpe ratio

-1.499

VaR 95%

-0.76%

CVaR 95%: -0.87%
Max drawdown: -4.44%
Sortino ratio: -2.376
Calmar ratio: -1.53

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

5.49%

Ann. 3.12% (Sharpe / Sortino numerator)

Volatility

7.32%

Sharpe ratio

-0.070

VaR 95%

-0.75%

CVaR 95%: -0.99%
Max drawdown: -4.44%
Sortino ratio: -0.101
Calmar ratio: 0.70

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

13.86%

Ann. 13.16% (Sharpe / Sortino numerator)

Volatility

8.74%

Sharpe ratio

1.090

VaR 95%

-0.79%

CVaR 95%: -1.26%
Max drawdown: -4.44%
Sortino ratio: 1.419
Calmar ratio: 2.96

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

21.51%

Ann. 8.25% (Sharpe / Sortino numerator)

Volatility

7.43%

Sharpe ratio

0.622

VaR 95%

-0.71%

CVaR 95%: -1.13%
Max drawdown: -8.94%
Sortino ratio: 0.744
Calmar ratio: 0.92

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

36.99%

Ann. 11.07% (Sharpe / Sortino numerator)

Volatility

7.57%

Sharpe ratio

0.983

VaR 95%

-0.71%

CVaR 95%: -1.12%
Max drawdown: -8.94%
Sortino ratio: 1.272
Calmar ratio: 1.24

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

0.053%

Best day

1.44%

24/11/2025
Worst day

-1.609%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $41.84 $41.91 $41.84 $41.89 19,400
20/07/2026 $41.85 $41.85 $41.75 $41.76 9,500
17/07/2026 $41.68 $41.86 $41.68 $41.73 7,900
16/07/2026 $41.96 $42.01 $41.91 $41.94 16,100
15/07/2026 $41.93 $42.04 $41.93 $41.99 6,400
14/07/2026 $41.94 $41.97 $41.89 $41.97 7,800
13/07/2026 $41.89 $41.89 $41.85 $41.87 1,400
10/07/2026 $41.94 $41.97 $41.94 $41.97 2,000
09/07/2026 $41.80 $41.88 $41.77 $41.88 7,100
08/07/2026 $41.63 $41.76 $41.62 $41.76 6,000