Summary
ZJUL
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 6.23% Volatility 5.11% Sharpe 0.90
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF - 1 Yr July

Symbol: ZJUL

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/06/2024

Latest date: 31/08/2026

Current price: $30.26

Expense ratio: 0.79%

Assets under management
$183.9M
0.12% 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

0.46%

Ann. -4.40% (Sharpe / Sortino numerator)

Volatility

4.23%

Sharpe ratio

-1.898

VaR 95%

-0.35%

CVaR 95%: -0.41%
Max drawdown: -1.33%
Sortino ratio: -4.022
Calmar ratio: -3.30

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

1.51%

Ann. 0.97% (Sharpe / Sortino numerator)

Volatility

3.08%

Sharpe ratio

-0.865

VaR 95%

-0.26%

CVaR 95%: -0.34%
Max drawdown: -1.43%
Sortino ratio: -1.521
Calmar ratio: 0.68

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

3.40%

Ann. 2.29% (Sharpe / Sortino numerator)

Volatility

2.61%

Sharpe ratio

-0.514

VaR 95%

-0.24%

CVaR 95%: -0.31%
Max drawdown: -1.43%
Sortino ratio: -0.875
Calmar ratio: 1.59

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

6.23%

Ann. 8.24% (Sharpe / Sortino numerator)

Volatility

5.11%

Sharpe ratio

0.904

VaR 95%

-0.29%

CVaR 95%: -0.67%
Max drawdown: -1.89%
Sortino ratio: 1.117
Calmar ratio: 4.35

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

14.80%

Ann. 7.45% (Sharpe / Sortino numerator)

Volatility

4.78%

Sharpe ratio

0.808

VaR 95%

-0.36%

CVaR 95%: -0.67%
Max drawdown: -5.52%
Sortino ratio: 1.025
Calmar ratio: 1.35

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

0.024%

Best day

0.72%

08/04/2026
Worst day

-0.464%

26/03/2026
Days with data

249

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $30.23 $30.26 $30.19 $30.26 41,600
27/08/2026 $30.25 $30.28 $30.22 $30.23 9,600
26/08/2026 $30.13 $30.27 $30.13 $30.23 28,700
25/08/2026 $30.31 $30.31 $30.21 $30.24 12,900
24/08/2026 $30.15 $30.23 $30.15 $30.23 11,200
21/08/2026 $30.22 $30.26 $30.22 $30.24 9,000
20/08/2026 $30.20 $30.26 $30.20 $30.21 13,000
19/08/2026 $30.23 $30.29 $30.23 $30.27 11,100
18/08/2026 $30.22 $30.29 $30.22 $30.25 20,300
17/08/2026 $30.38 $30.38 $30.26 $30.28 25,300