Summary
ZDEK
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 7.36% Volatility 3.31% Sharpe 1.30
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF 1 Yr December

Symbol: ZDEK

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 29/11/2024

Latest date: 31/08/2026

Current price: $26.77

Expense ratio: 0.79%

Assets under management
$112.2M
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

0.58%

Ann. -6.58% (Sharpe / Sortino numerator)

Volatility

3.25%

Sharpe ratio

-3.142

VaR 95%

-0.34%

CVaR 95%: -0.36%
Max drawdown: -1.41%
Sortino ratio: -5.502
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

1.40%

Ann. -0.71% (Sharpe / Sortino numerator)

Volatility

2.67%

Sharpe ratio

-1.623

VaR 95%

-0.25%

CVaR 95%: -0.35%
Max drawdown: -1.51%
Sortino ratio: -2.470
Calmar ratio: -0.47

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

3.60%

Ann. 3.21% (Sharpe / Sortino numerator)

Volatility

2.86%

Sharpe ratio

-0.148

VaR 95%

-0.25%

CVaR 95%: -0.40%
Max drawdown: -1.51%
Sortino ratio: -0.205
Calmar ratio: 2.13

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

7.36%

Ann. 7.93% (Sharpe / Sortino numerator)

Volatility

3.31%

Sharpe ratio

1.299

VaR 95%

-0.25%

CVaR 95%: -0.45%
Max drawdown: -1.51%
Sortino ratio: 1.867
Calmar ratio: 5.26

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

11.68%

Ann. 6.51% (Sharpe / Sortino numerator)

Volatility

3.30%

Sharpe ratio

0.871

VaR 95%

-0.29%

CVaR 95%: -0.46%
Max drawdown: -3.40%
Sortino ratio: 1.233
Calmar ratio: 1.92

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

0.029%

Best day

0.51%

31/03/2026
Worst day

-0.671%

10/10/2025
Days with data

249

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $26.74 $26.78 $26.74 $26.77 1,600
27/08/2026 $26.72 $26.79 $26.72 $26.76 2,700
26/08/2026 $26.71 $26.72 $26.71 $26.71 5,500
25/08/2026 $26.71 $26.72 $26.71 $26.71 1,000
24/08/2026 $26.71 $26.73 $26.69 $26.69 3,200
21/08/2026 $26.70 $26.72 $26.69 $26.72 3,300
20/08/2026 $26.66 $26.70 $26.66 $26.70 100
19/08/2026 $26.70 $26.71 $26.70 $26.71 2,200
18/08/2026 $26.70 $26.70 $26.68 $26.69 4,400
17/08/2026 $26.71 $26.71 $26.69 $26.70 13,500