Innovator Equity Defined Protection ETF - 1 Yr August
Symbol: ZAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/07/2024
Latest date: 31/08/2026
Current price: $27.87
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.36%
Ann. -7.25% (Sharpe / Sortino numerator)
Volatility
4.24%
Sharpe ratio
-2.566
VaR 95%
-0.39%
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
1.59%
Ann. -0.17% (Sharpe / Sortino numerator)
Volatility
3.16%
Sharpe ratio
-1.200
VaR 95%
-0.33%
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
3.69%
Ann. 1.83% (Sharpe / Sortino numerator)
Volatility
2.63%
Sharpe ratio
-0.686
VaR 95%
-0.29%
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
6.48%
Ann. 7.65% (Sharpe / Sortino numerator)
Volatility
4.61%
Sharpe ratio
0.871
VaR 95%
-0.33%
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
14.76%
Ann. 7.58% (Sharpe / Sortino numerator)
Volatility
4.73%
Sharpe ratio
0.844
VaR 95%
-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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 02/09/2025 - 31/08/2026.
Average daily return
0.025%
Best day
0.769%
Worst day
-0.546%
Days with data
249
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 31/08/2026 | $27.90 | $27.90 | $27.85 | $27.87 | 17,500 |
| 27/08/2026 | $27.94 | $27.94 | $27.89 | $27.92 | 34,700 |
| 26/08/2026 | $27.91 | $27.91 | $27.86 | $27.88 | 14,900 |
| 25/08/2026 | $27.86 | $27.89 | $27.86 | $27.89 | 27,800 |
| 24/08/2026 | $27.87 | $27.88 | $27.85 | $27.86 | 58,000 |
| 21/08/2026 | $27.86 | $27.88 | $27.85 | $27.87 | 60,400 |
| 20/08/2026 | $27.90 | $27.90 | $27.86 | $27.86 | 460,900 |
| 19/08/2026 | $27.94 | $27.94 | $27.88 | $27.89 | 89,600 |
| 18/08/2026 | $27.90 | $27.93 | $27.85 | $27.88 | 71,900 |
| 17/08/2026 | $27.91 | $27.93 | $27.91 | $27.91 | 131,700 |