Summary
UFEB
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 12.10% Volatility 7.62% Sharpe 1.12
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - February

Symbol: UFEB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/01/2020

Latest date: 21/07/2026

Current price: $38.81

Expense ratio: 0.79%

Assets under management
$244.5M
0.28% 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

0.58%

Ann. -18.38% (Sharpe / Sortino numerator)

Volatility

8.23%

Sharpe ratio

-2.674

VaR 95%

-0.73%

CVaR 95%: -0.77%
Max drawdown: -3.26%
Sortino ratio: -4.867
Calmar ratio: -5.63

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

3.12%

Ann. -3.89% (Sharpe / Sortino numerator)

Volatility

6.45%

Sharpe ratio

-1.167

VaR 95%

-0.72%

CVaR 95%: -0.75%
Max drawdown: -3.90%
Sortino ratio: -1.740
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

4.87%

Ann. 3.57% (Sharpe / Sortino numerator)

Volatility

6.06%

Sharpe ratio

-0.011

VaR 95%

-0.71%

CVaR 95%: -0.84%
Max drawdown: -3.90%
Sortino ratio: -0.014
Calmar ratio: 0.91

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

12.10%

Ann. 12.16% (Sharpe / Sortino numerator)

Volatility

7.62%

Sharpe ratio

1.120

VaR 95%

-0.73%

CVaR 95%: -1.07%
Max drawdown: -3.90%
Sortino ratio: 1.395
Calmar ratio: 3.12

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

21.59%

Ann. 9.02% (Sharpe / Sortino numerator)

Volatility

6.56%

Sharpe ratio

0.821

VaR 95%

-0.68%

CVaR 95%: -0.99%
Max drawdown: -8.69%
Sortino ratio: 0.972
Calmar ratio: 1.04

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

38.18%

Ann. 11.20% (Sharpe / Sortino numerator)

Volatility

6.34%

Sharpe ratio

1.194

VaR 95%

-0.65%

CVaR 95%: -0.94%
Max drawdown: -8.69%
Sortino ratio: 1.505
Calmar ratio: 1.29

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

0.046%

Best day

1.227%

31/03/2026
Worst day

-1.304%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $38.70 $38.83 $38.70 $38.81 1,900
20/07/2026 $38.75 $38.75 $38.67 $38.67 4,300
17/07/2026 $38.65 $38.76 $38.65 $38.70 12,200
16/07/2026 $38.83 $38.91 $38.78 $38.83 12,300
15/07/2026 $38.85 $38.91 $38.83 $38.89 16,100
14/07/2026 $38.78 $38.87 $38.77 $38.84 137,000
13/07/2026 $38.81 $38.83 $38.71 $38.77 4,300
10/07/2026 $38.83 $38.89 $38.77 $38.88 9,800
09/07/2026 $38.71 $38.80 $38.71 $38.80 227,900
08/07/2026 $38.56 $38.69 $38.56 $38.67 9,300