Summary
UMAR
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 11.80% Volatility 7.63% Sharpe 1.03
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - March

Symbol: UMAR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/02/2020

Latest date: 21/07/2026

Current price: $42.40

Expense ratio: 0.79%

Assets under management
$203.1M
0.21% 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

0.55%

Ann. -17.34% (Sharpe / Sortino numerator)

Volatility

9.19%

Sharpe ratio

-2.282

VaR 95%

-0.89%

CVaR 95%: -0.97%
Max drawdown: -3.40%
Sortino ratio: -4.458
Calmar ratio: -5.11

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

3.24%

Ann. -0.41% (Sharpe / Sortino numerator)

Volatility

6.29%

Sharpe ratio

-0.642

VaR 95%

-0.66%

CVaR 95%: -0.85%
Max drawdown: -3.61%
Sortino ratio: -0.862
Calmar ratio: -0.11

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

5.65%

Ann. 4.59% (Sharpe / Sortino numerator)

Volatility

5.45%

Sharpe ratio

0.175

VaR 95%

-0.62%

CVaR 95%: -0.80%
Max drawdown: -3.61%
Sortino ratio: 0.229
Calmar ratio: 1.27

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

11.80%

Ann. 11.53% (Sharpe / Sortino numerator)

Volatility

7.63%

Sharpe ratio

1.034

VaR 95%

-0.66%

CVaR 95%: -1.13%
Max drawdown: -3.61%
Sortino ratio: 1.215
Calmar ratio: 3.19

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

24.65%

Ann. 10.91% (Sharpe / Sortino numerator)

Volatility

7.11%

Sharpe ratio

1.024

VaR 95%

-0.71%

CVaR 95%: -1.08%
Max drawdown: -7.41%
Sortino ratio: 1.219
Calmar ratio: 1.47

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. 11.65% (Sharpe / Sortino numerator)

Volatility

6.50%

Sharpe ratio

1.235

VaR 95%

-0.65%

CVaR 95%: -0.97%
Max drawdown: -7.41%
Sortino ratio: 1.507
Calmar ratio: 1.57

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

1.422%

31/03/2026
Worst day

-1.027%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $42.31 $42.44 $42.30 $42.40 10,300
20/07/2026 $42.29 $42.34 $42.22 $42.28 4,800
17/07/2026 $42.28 $42.31 $42.18 $42.29 8,700
16/07/2026 $42.48 $42.48 $42.35 $42.38 25,700
15/07/2026 $42.42 $42.53 $42.38 $42.48 17,100
14/07/2026 $42.40 $42.48 $42.36 $42.41 120,100
13/07/2026 $42.36 $42.41 $42.34 $42.34 1,600
10/07/2026 $42.43 $42.49 $42.36 $42.42 11,500
09/07/2026 $42.34 $42.40 $42.26 $42.33 27,300
08/07/2026 $42.19 $42.32 $42.11 $42.22 28,000