Innovator Equity Defined Protection ETF 1 Yr February
Symbol: ZFEB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/01/2025
Latest date: 15/10/2026
Current price: $26.45
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
0.69%
Ann. -5.84% (Sharpe / Sortino numerator)
Volatility
3.18%
Sharpe ratio
-2.980
VaR 95%
-0.28%
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
1.38%
Ann. 0.24% (Sharpe / Sortino numerator)
Volatility
2.38%
Sharpe ratio
-1.425
VaR 95%
-0.26%
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
2.92%
Ann. 3.49% (Sharpe / Sortino numerator)
Volatility
2.37%
Sharpe ratio
-0.058
VaR 95%
-0.26%
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
6.02%
Ann. 7.29% (Sharpe / Sortino numerator)
Volatility
2.85%
Sharpe ratio
1.282
VaR 95%
-0.27%
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
10.58%
Ann. 6.15% (Sharpe / Sortino numerator)
Volatility
2.75%
Sharpe ratio
0.862
VaR 95%
-0.27%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.023%
Best day
0.554%
Worst day
-0.354%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $26.42 | $26.45 | $26.42 | $26.45 | 31,700 |
| 14/10/2026 | $26.32 | $26.44 | $26.32 | $26.44 | 7,700 |
| 13/10/2026 | $26.46 | $26.47 | $26.46 | $26.47 | 500 |
| 12/10/2026 | $26.45 | $26.47 | $26.45 | $26.47 | 2,300 |
| 09/10/2026 | $26.44 | $26.45 | $26.44 | $26.45 | 2,900 |
| 08/10/2026 | $26.43 | $26.43 | $26.43 | $26.43 | 300 |
| 07/10/2026 | $26.42 | $26.43 | $26.42 | $26.43 | 600 |
| 06/10/2026 | $26.45 | $26.48 | $26.43 | $26.45 | 5,900 |
| 05/10/2026 | $26.43 | $26.43 | $26.40 | $26.43 | 7,000 |
| 02/10/2026 | $26.40 | $26.42 | $26.38 | $26.41 | 14,400 |