Summary
ZALT
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 10.17% Volatility 8.54% Sharpe 0.68
Official loaded data — not a live quote.

Innovator U.S. Equity 10 Buffer ETF - Quarterly

Symbol: ZALT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/09/2023

Latest date: 11/06/2026

Current price: $33.76

Expense ratio: 0.69%

Assets under management
$618.9M
0.19% 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

0.67%

Ann. -7.71% (Sharpe / Sortino numerator)

Volatility

4.75%

Sharpe ratio

-2.386

VaR 95%

-0.54%

CVaR 95%: -0.61%
Max drawdown: -1.46%
Sortino ratio: -3.377
Calmar ratio: -5.28

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

3.13%

Ann. 0.62% (Sharpe / Sortino numerator)

Volatility

4.57%

Sharpe ratio

-0.658

VaR 95%

-0.55%

CVaR 95%: -0.67%
Max drawdown: -1.71%
Sortino ratio: -0.867
Calmar ratio: 0.37

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

3.57%

Ann. 4.60% (Sharpe / Sortino numerator)

Volatility

5.12%

Sharpe ratio

0.189

VaR 95%

-0.59%

CVaR 95%: -0.76%
Max drawdown: -1.71%
Sortino ratio: 0.249
Calmar ratio: 2.69

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

10.17%

Ann. 9.46% (Sharpe / Sortino numerator)

Volatility

8.54%

Sharpe ratio

0.683

VaR 95%

-0.60%

CVaR 95%: -1.25%
Max drawdown: -4.61%
Sortino ratio: 0.738
Calmar ratio: 2.05

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

21.00%

Ann. 9.38% (Sharpe / Sortino numerator)

Volatility

7.06%

Sharpe ratio

0.814

VaR 95%

-0.58%

CVaR 95%: -1.03%
Max drawdown: -8.19%
Sortino ratio: 0.880
Calmar ratio: 1.15

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

31.96%

Ann. 11.08% (Sharpe / Sortino numerator)

Volatility

6.49%

Sharpe ratio

1.153

VaR 95%

-0.52%

CVaR 95%: -0.93%
Max drawdown: -8.19%
Sortino ratio: 1.250
Calmar ratio: 1.35

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.039%

Best day

0.948%

08/04/2026
Worst day

-1.25%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $33.69 $33.78 $33.69 $33.76 37,400
10/06/2026 $33.72 $33.76 $33.70 $33.74 65,000
09/06/2026 $33.72 $33.76 $33.67 $33.75 29,900
08/06/2026 $33.78 $33.78 $33.73 $33.77 43,300
05/06/2026 $33.72 $33.78 $33.70 $33.73 34,800
04/06/2026 $33.70 $33.77 $33.70 $33.77 61,000
03/06/2026 $33.75 $33.78 $33.70 $33.74 76,400
02/06/2026 $33.78 $33.78 $33.72 $33.76 37,500
01/06/2026 $33.76 $33.77 $33.70 $33.74 260,200
29/05/2026 $33.76 $33.76 $33.70 $33.73 35,400