Summary
ZJUL
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 6.88% 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: 11/06/2026

Current price: $29.82

Expense ratio: 0.79%

Assets under management
$128.3M
0.08% 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

0.44%

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

2.09%

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

2.88%

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

6.88%

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

14.71%

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

0.72%

08/04/2026
Worst day

-0.464%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $29.80 $29.84 $29.80 $29.82 500
10/06/2026 $29.83 $29.83 $29.80 $29.82 7,000
09/06/2026 $29.82 $29.85 $29.80 $29.82 7,700
08/06/2026 $29.84 $29.84 $29.81 $29.82 5,600
05/06/2026 $29.82 $29.83 $29.78 $29.80 13,200
04/06/2026 $29.82 $29.82 $29.80 $29.82 11,900
03/06/2026 $29.81 $29.84 $29.80 $29.82 4,700
02/06/2026 $29.81 $29.84 $29.78 $29.81 8,100
01/06/2026 $29.80 $29.84 $29.79 $29.81 21,400
29/05/2026 $29.75 $29.81 $29.75 $29.81 8,700