Summary
UMAY
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 8.32% Volatility 11.26% Sharpe 0.52
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - May

Symbol: UMAY

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/04/2020

Latest date: 21/07/2026

Current price: $38.09

Expense ratio: 0.79%

Assets under management
$143.6M
0.22% 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

0.54%

Ann. 1.34% (Sharpe / Sortino numerator)

Volatility

5.63%

Sharpe ratio

-0.406

VaR 95%

-0.49%

CVaR 95%: -0.55%
Max drawdown: -1.31%
Sortino ratio: -0.839
Calmar ratio: 1.03

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

2.16%

Ann. 3.99% (Sharpe / Sortino numerator)

Volatility

3.91%

Sharpe ratio

0.093

VaR 95%

-0.38%

CVaR 95%: -0.49%
Max drawdown: -1.37%
Sortino ratio: 0.138
Calmar ratio: 2.92

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

3.89%

Ann. 5.78% (Sharpe / Sortino numerator)

Volatility

3.80%

Sharpe ratio

0.566

VaR 95%

-0.38%

CVaR 95%: -0.54%
Max drawdown: -1.37%
Sortino ratio: 0.759
Calmar ratio: 4.23

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

8.32%

Ann. 9.44% (Sharpe / Sortino numerator)

Volatility

11.26%

Sharpe ratio

0.516

VaR 95%

-0.42%

CVaR 95%: -1.57%
Max drawdown: -5.43%
Sortino ratio: 0.515
Calmar ratio: 1.74

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

18.34%

Ann. 10.49% (Sharpe / Sortino numerator)

Volatility

9.03%

Sharpe ratio

0.760

VaR 95%

-0.51%

CVaR 95%: -1.30%
Max drawdown: -10.50%
Sortino ratio: 0.776
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

35.04%

Ann. 11.32% (Sharpe / Sortino numerator)

Volatility

8.07%

Sharpe ratio

0.953

VaR 95%

-0.52%

CVaR 95%: -1.13%
Max drawdown: -10.50%
Sortino ratio: 1.011
Calmar ratio: 1.08

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.

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

0.032%

Best day

1.037%

31/03/2026
Worst day

-1.082%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $38.01 $38.12 $38.01 $38.09 5,300
20/07/2026 $38.02 $38.04 $37.96 $37.96 7,600
17/07/2026 $37.96 $38.04 $37.93 $38.00 7,000
16/07/2026 $38.16 $38.23 $38.07 $38.14 34,600
15/07/2026 $38.20 $38.22 $38.19 $38.20 5,800
14/07/2026 $38.15 $38.18 $38.11 $38.15 133,100
13/07/2026 $38.06 $38.10 $38.02 $38.05 2,200
10/07/2026 $38.13 $38.20 $38.09 $38.18 10,500
09/07/2026 $38.04 $38.14 $38.04 $38.11 5,300
08/07/2026 $37.87 $38.01 $37.85 $37.99 10,800