Summary
UJAN
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 11.67% Volatility 8.05% Sharpe 0.98
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - January

Symbol: UJAN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2018

Latest date: 21/07/2026

Current price: $45.58

Expense ratio: 0.79%

Assets under management
$313.8M
0.33% 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

0.72%

Ann. -17.98% (Sharpe / Sortino numerator)

Volatility

9.05%

Sharpe ratio

-2.387

VaR 95%

-0.78%

CVaR 95%: -0.87%
Max drawdown: -3.54%
Sortino ratio: -4.534
Calmar ratio: -5.08

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

3.36%

Ann. -5.42% (Sharpe / Sortino numerator)

Volatility

6.99%

Sharpe ratio

-1.296

VaR 95%

-0.73%

CVaR 95%: -0.85%
Max drawdown: -3.98%
Sortino ratio: -1.946
Calmar ratio: -1.36

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.

Period total return

5.02%

Ann. 2.79% (Sharpe / Sortino numerator)

Volatility

5.84%

Sharpe ratio

-0.144

VaR 95%

-0.71%

CVaR 95%: -0.83%
Max drawdown: -3.98%
Sortino ratio: -0.192
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

11.67%

Ann. 11.56% (Sharpe / Sortino numerator)

Volatility

8.05%

Sharpe ratio

0.985

VaR 95%

-0.72%

CVaR 95%: -1.15%
Max drawdown: -3.98%
Sortino ratio: 1.206
Calmar ratio: 2.90

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

21.88%

Ann. 8.98% (Sharpe / Sortino numerator)

Volatility

6.93%

Sharpe ratio

0.773

VaR 95%

-0.69%

CVaR 95%: -1.03%
Max drawdown: -9.03%
Sortino ratio: 0.919
Calmar ratio: 0.99

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

38.26%

Ann. 11.23% (Sharpe / Sortino numerator)

Volatility

6.57%

Sharpe ratio

1.156

VaR 95%

-0.66%

CVaR 95%: -0.97%
Max drawdown: -9.03%
Sortino ratio: 1.442
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

0.045%

Best day

1.357%

31/03/2026
Worst day

-1.007%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $45.43 $45.58 $45.43 $45.58 9,900
20/07/2026 $45.42 $45.50 $45.37 $45.38 17,300
17/07/2026 $45.42 $45.45 $45.36 $45.39 1,106,300
16/07/2026 $45.65 $45.65 $45.50 $45.53 138,800
15/07/2026 $45.57 $45.62 $45.54 $45.60 7,700
14/07/2026 $45.47 $45.59 $45.47 $45.56 114,900
13/07/2026 $45.53 $45.56 $45.43 $45.50 8,000
10/07/2026 $45.50 $45.60 $45.46 $45.57 3,600
09/07/2026 $45.40 $45.52 $45.37 $45.50 9,400
08/07/2026 $45.24 $45.36 $45.23 $45.36 31,200