Summary
USEP
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 11.53% Volatility 8.88% Sharpe 0.96
Official loaded data — not a live quote.

Innovator U.S. Equity Ultra Buffer ETF - September

Symbol: USEP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/08/2019

Latest date: 21/07/2026

Current price: $41.59

Expense ratio: 0.79%

Assets under management
$152.1M
0.25% 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

0.80%

Ann. -17.70% (Sharpe / Sortino numerator)

Volatility

9.10%

Sharpe ratio

-2.344

VaR 95%

-0.85%

CVaR 95%: -0.86%
Max drawdown: -3.70%
Sortino ratio: -4.351
Calmar ratio: -4.78

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

3.45%

Ann. -4.87% (Sharpe / Sortino numerator)

Volatility

6.84%

Sharpe ratio

-1.242

VaR 95%

-0.76%

CVaR 95%: -0.81%
Max drawdown: -4.03%
Sortino ratio: -1.938
Calmar ratio: -1.21

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

5.31%

Ann. 0.59% (Sharpe / Sortino numerator)

Volatility

6.06%

Sharpe ratio

-0.502

VaR 95%

-0.71%

CVaR 95%: -0.83%
Max drawdown: -4.03%
Sortino ratio: -0.720
Calmar ratio: 0.15

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

11.53%

Ann. 12.19% (Sharpe / Sortino numerator)

Volatility

8.88%

Sharpe ratio

0.964

VaR 95%

-0.75%

CVaR 95%: -1.25%
Max drawdown: -4.03%
Sortino ratio: 1.182
Calmar ratio: 3.03

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

22.46%

Ann. 8.82% (Sharpe / Sortino numerator)

Volatility

7.67%

Sharpe ratio

0.677

VaR 95%

-0.73%

CVaR 95%: -1.13%
Max drawdown: -9.72%
Sortino ratio: 0.802
Calmar ratio: 0.91

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

40.14%

Ann. 12.27% (Sharpe / Sortino numerator)

Volatility

7.37%

Sharpe ratio

1.171

VaR 95%

-0.72%

CVaR 95%: -1.04%
Max drawdown: -9.72%
Sortino ratio: 1.497
Calmar ratio: 1.26

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

0.044%

Best day

1.467%

31/03/2026
Worst day

-1.135%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $41.48 $41.59 $41.48 $41.59 500
20/07/2026 $41.50 $41.51 $41.48 $41.48 1,600
17/07/2026 $41.47 $41.48 $41.44 $41.48 29,900
16/07/2026 $41.55 $41.55 $41.53 $41.53 1,300
15/07/2026 $41.58 $41.59 $41.52 $41.59 5,500
14/07/2026 $41.54 $41.55 $41.51 $41.53 5,800
13/07/2026 $41.54 $41.54 $41.49 $41.50 4,000
10/07/2026 $41.56 $41.58 $41.54 $41.58 1,200
09/07/2026 $41.45 $41.49 $41.43 $41.49 4,500
08/07/2026 $41.35 $41.43 $41.35 $41.43 5,300