Summary
UJUN
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 7.82% Volatility 10.54% Sharpe 0.79
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - June

Symbol: UJUN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/05/2019

Latest date: 21/07/2026

Current price: $38.62

Expense ratio: 0.79%

Assets under management
$175.3M
0.34% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.57%

Ann. -8.57% (Sharpe / Sortino numerator)

Volatility

8.65%

Sharpe ratio

-1.410

VaR 95%

-0.79%

CVaR 95%: -0.84%
Max drawdown: -2.70%
Sortino ratio: -2.605
Calmar ratio: -3.18

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

0.88%

Ann. -0.29% (Sharpe / Sortino numerator)

Volatility

5.84%

Sharpe ratio

-0.671

VaR 95%

-0.55%

CVaR 95%: -0.76%
Max drawdown: -2.83%
Sortino ratio: -0.977
Calmar ratio: -0.10

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.

Period total return

2.92%

Ann. 3.64% (Sharpe / Sortino numerator)

Volatility

4.90%

Sharpe ratio

0.003

VaR 95%

-0.50%

CVaR 95%: -0.70%
Max drawdown: -2.83%
Sortino ratio: 0.003
Calmar ratio: 1.28

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

7.82%

Ann. 11.97% (Sharpe / Sortino numerator)

Volatility

10.54%

Sharpe ratio

0.791

VaR 95%

-0.61%

CVaR 95%: -1.50%
Max drawdown: -4.28%
Sortino ratio: 0.871
Calmar ratio: 2.80

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

19.44%

Ann. 9.94% (Sharpe / Sortino numerator)

Volatility

8.87%

Sharpe ratio

0.712

VaR 95%

-0.77%

CVaR 95%: -1.31%
Max drawdown: -11.24%
Sortino ratio: 0.793
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

34.00%

Ann. 10.75% (Sharpe / Sortino numerator)

Volatility

8.02%

Sharpe ratio

0.888

VaR 95%

-0.67%

CVaR 95%: -1.16%
Max drawdown: -11.24%
Sortino ratio: 1.037
Calmar ratio: 0.96

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.

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

0.03%

Best day

1.452%

31/03/2026
Worst day

-1.24%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $38.49 $38.64 $38.49 $38.62 9,100
20/07/2026 $38.59 $38.59 $38.40 $38.47 16,900
17/07/2026 $38.46 $38.60 $38.45 $38.50 9,400
16/07/2026 $38.69 $38.73 $38.60 $38.68 202,500
15/07/2026 $38.70 $38.77 $38.60 $38.71 26,300
14/07/2026 $38.61 $38.72 $38.61 $38.68 139,900
13/07/2026 $38.67 $38.67 $38.58 $38.61 7,500
10/07/2026 $38.71 $38.77 $38.62 $38.74 11,000
09/07/2026 $38.57 $38.68 $38.52 $38.66 18,500
08/07/2026 $38.41 $38.53 $38.38 $38.50 37,400