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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.37%
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
2.42%
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
3.26%
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
7.85%
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
14.33%
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: 17/06/2025 - 17/06/2026.
Average daily return
0.03%
Best day
0.631%
Worst day
-0.415%
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 |