Summary
UJUL
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 10.30% Volatility 10.11% Sharpe 1.03
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - July

Symbol: UJUL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 07/08/2018

Latest date: 21/07/2026

Current price: $40.79

Expense ratio: 0.79%

Assets under management
$141.3M
0.17% 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

0.38%

Ann. -15.53% (Sharpe / Sortino numerator)

Volatility

10.01%

Sharpe ratio

-1.915

VaR 95%

-0.83%

CVaR 95%: -0.92%
Max drawdown: -3.58%
Sortino ratio: -4.376
Calmar ratio: -4.33

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

2.66%

Ann. -2.67% (Sharpe / Sortino numerator)

Volatility

7.13%

Sharpe ratio

-0.883

VaR 95%

-0.74%

CVaR 95%: -0.84%
Max drawdown: -3.98%
Sortino ratio: -1.433
Calmar ratio: -0.67

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.

Period total return

4.86%

Ann. 1.95% (Sharpe / Sortino numerator)

Volatility

5.98%

Sharpe ratio

-0.280

VaR 95%

-0.64%

CVaR 95%: -0.81%
Max drawdown: -3.98%
Sortino ratio: -0.416
Calmar ratio: 0.49

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

10.30%

Ann. 13.99% (Sharpe / Sortino numerator)

Volatility

10.11%

Sharpe ratio

1.026

VaR 95%

-0.73%

CVaR 95%: -1.41%
Max drawdown: -3.98%
Sortino ratio: 1.264
Calmar ratio: 3.52

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

23.64%

Ann. 10.14% (Sharpe / Sortino numerator)

Volatility

8.93%

Sharpe ratio

0.729

VaR 95%

-0.82%

CVaR 95%: -1.32%
Max drawdown: -11.38%
Sortino ratio: 0.890
Calmar ratio: 0.89

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

40.08%

Ann. 12.56% (Sharpe / Sortino numerator)

Volatility

8.25%

Sharpe ratio

1.083

VaR 95%

-0.74%

CVaR 95%: -1.16%
Max drawdown: -11.38%
Sortino ratio: 1.390
Calmar ratio: 1.10

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

0.04%

Best day

1.691%

31/03/2026
Worst day

-1.0%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $40.72 $40.82 $40.63 $40.79 109,000
20/07/2026 $40.72 $40.76 $40.61 $40.67 41,800
17/07/2026 $40.66 $40.76 $40.62 $40.67 1,310,000
16/07/2026 $40.92 $40.94 $40.78 $40.84 91,700
15/07/2026 $40.93 $40.95 $40.80 $40.88 38,400
14/07/2026 $40.84 $40.90 $40.74 $40.89 49,300
13/07/2026 $40.88 $40.88 $40.76 $40.78 19,900
10/07/2026 $40.88 $40.91 $40.78 $40.91 72,500
09/07/2026 $40.68 $40.84 $40.61 $40.81 25,000
08/07/2026 $40.65 $40.67 $40.50 $40.66 31,100