Summary
ZDEK
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 8.47% 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: 11/06/2026

Current price: $26.32

Expense ratio: 0.79%

Assets under management
$114.1M
0.17% 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

0.17%

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

2.10%

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

2.31%

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

8.47%

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.033%

Best day

0.51%

31/03/2026
Worst day

-0.671%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $26.27 $26.32 $26.27 $26.32 1,000
10/06/2026 $26.32 $26.32 $26.26 $26.26 7,500
09/06/2026 $26.33 $26.33 $26.28 $26.30 27,900
08/06/2026 $26.35 $26.37 $26.32 $26.34 44,900
05/06/2026 $26.40 $26.40 $26.31 $26.32 10,000
04/06/2026 $26.39 $26.41 $26.38 $26.41 600
03/06/2026 $26.38 $26.39 $26.38 $26.39 900
02/06/2026 $26.39 $26.41 $26.39 $26.41 16,100
01/06/2026 $26.37 $26.41 $26.37 $26.40 20,900
29/05/2026 $26.39 $26.39 $26.37 $26.39 9,700