Innovator Equity Defined Protection ETF - 1 Yr August
Symbol: ZAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 31/07/2024
Latest Date: 17/04/2026
Current Price: $27.16
Expense Ratio: 0.79%
Assets Under Management
$105.3M
0.09% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
1.59%
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
Return
1.65%
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
Return
2.51%
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
Return
11.96%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.046%
Best Day
1.112%
12/05/2025
Worst Day
-0.651%
21/04/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $27.14 | $27.17 | $27.14 | $27.16 | 1,500 |
| 16/04/2026 | $27.07 | $27.11 | $27.07 | $27.10 | 1,000 |
| 15/04/2026 | $27.05 | $27.09 | $27.05 | $27.08 | 5,300 |
| 14/04/2026 | $27.06 | $27.06 | $27.04 | $27.05 | 2,100 |
| 13/04/2026 | $26.92 | $27.03 | $26.92 | $27.02 | 17,900 |
| 10/04/2026 | $27.01 | $27.01 | $26.94 | $26.98 | 1,100 |
| 02/04/2026 | $26.70 | $26.72 | $26.69 | $26.69 | 500 |
| 01/04/2026 | $26.71 | $26.75 | $26.67 | $26.72 | 14,900 |
| 31/03/2026 | $26.57 | $26.65 | $26.52 | $26.63 | 8,700 |
| 30/03/2026 | $26.53 | $26.55 | $26.46 | $26.46 | 161,100 |