Summary
ZALT
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 9.58% 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: 31/08/2026

Current price: $34.53

Expense ratio: 0.69%

Assets under management
$776.2M
0.00% 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

0.85%

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

2.34%

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

4.99%

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

9.58%

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

20.27%

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

34.99%

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.037%

Best day

0.948%

08/04/2026
Worst day

-1.25%

10/10/2025
Days with data

249

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $34.53 $34.53 $34.46 $34.53 40,900
27/08/2026 $34.49 $34.56 $34.44 $34.55 55,100
26/08/2026 $34.41 $34.49 $34.38 $34.49 37,900
25/08/2026 $34.46 $34.46 $34.40 $34.46 36,500
24/08/2026 $34.46 $34.46 $34.36 $34.41 47,400
21/08/2026 $34.46 $34.46 $34.38 $34.42 70,600
20/08/2026 $34.47 $34.47 $34.33 $34.39 42,700
19/08/2026 $34.41 $34.49 $34.41 $34.48 101,700
18/08/2026 $34.37 $34.47 $34.37 $34.44 69,900
17/08/2026 $34.47 $34.58 $34.47 $34.51 43,200