Summary
ZAUG
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 6.48% 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: 31/08/2026

Current price: $27.87

Expense ratio: 0.79%

Assets under management
$97.5M
-0.11% 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

0.36%

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

1.59%

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

3.69%

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

6.48%

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

14.76%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

0.769%

29/06/2026
Worst day

-0.546%

26/06/2026
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