Summary
ZAUG
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 7.85% Volatility 4.61% Sharpe 0.87
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF - 1 Yr August

Symbol: ZAUG

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/07/2024

Latest date: 17/06/2026

Current price: $27.45

Expense ratio: 0.79%

Assets under management
$101.6M
-0.07% 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

0.37%

Ann. -7.25% (Sharpe / Sortino numerator)

Volatility

4.24%

Sharpe ratio

-2.566

VaR 95%

-0.39%

CVaR 95%: -0.41%
Max drawdown: -1.56%
Sortino ratio: -5.150
Calmar ratio: -4.66

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

2.42%

Ann. -0.17% (Sharpe / Sortino numerator)

Volatility

3.16%

Sharpe ratio

-1.200

VaR 95%

-0.33%

CVaR 95%: -0.37%
Max drawdown: -1.72%
Sortino ratio: -2.036
Calmar ratio: -0.10

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

3.26%

Ann. 1.83% (Sharpe / Sortino numerator)

Volatility

2.63%

Sharpe ratio

-0.686

VaR 95%

-0.29%

CVaR 95%: -0.35%
Max drawdown: -1.72%
Sortino ratio: -1.015
Calmar ratio: 1.06

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

7.85%

Ann. 7.65% (Sharpe / Sortino numerator)

Volatility

4.61%

Sharpe ratio

0.871

VaR 95%

-0.33%

CVaR 95%: -0.67%
Max drawdown: -1.72%
Sortino ratio: 0.991
Calmar ratio: 4.43

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

14.33%

Ann. 7.58% (Sharpe / Sortino numerator)

Volatility

4.73%

Sharpe ratio

0.844

VaR 95%

-0.37%

CVaR 95%: -0.68%
Max drawdown: -4.83%
Sortino ratio: 0.983
Calmar ratio: 1.57

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: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

0.631%

31/03/2026
Worst day

-0.415%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $27.47 $27.48 $27.45 $27.45 9,900
16/06/2026 $27.55 $27.55 $27.48 $27.50 4,300
15/06/2026 $27.48 $27.52 $27.48 $27.52 2,600
12/06/2026 $27.43 $27.45 $27.42 $27.45 6,100
11/06/2026 $27.40 $27.43 $27.40 $27.43 2,800
10/06/2026 $27.39 $27.39 $27.39 $27.39 0
09/06/2026 $27.40 $27.41 $27.35 $27.41 12,500
08/06/2026 $27.43 $27.45 $27.43 $27.45 3,900
05/06/2026 $27.42 $27.42 $27.39 $27.39 1,200
04/06/2026 $27.46 $27.48 $27.43 $27.45 7,400