Summary
ZMAR
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 7.17% Volatility 3.10% Sharpe 1.07
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF 1 Yr March

Symbol: ZMAR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/02/2025

Latest date: 11/06/2026

Current price: $28.16

Expense ratio: 0.79%

Assets under management
$119.3M
0.21% 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

0.28%

Ann. -6.13% (Sharpe / Sortino numerator)

Volatility

3.97%

Sharpe ratio

-2.456

VaR 95%

-0.34%

CVaR 95%: -0.36%
Max drawdown: -1.33%
Sortino ratio: -5.782
Calmar ratio: -4.60

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

1.66%

Ann. 1.78% (Sharpe / Sortino numerator)

Volatility

2.71%

Sharpe ratio

-0.682

VaR 95%

-0.25%

CVaR 95%: -0.32%
Max drawdown: -1.44%
Sortino ratio: -1.035
Calmar ratio: 1.24

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

2.74%

Ann. 4.37% (Sharpe / Sortino numerator)

Volatility

2.37%

Sharpe ratio

0.312

VaR 95%

-0.25%

CVaR 95%: -0.31%
Max drawdown: -1.44%
Sortino ratio: 0.455
Calmar ratio: 3.04

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

7.17%

Ann. 6.95% (Sharpe / Sortino numerator)

Volatility

3.10%

Sharpe ratio

1.071

VaR 95%

-0.25%

CVaR 95%: -0.41%
Max drawdown: -1.44%
Sortino ratio: 1.449
Calmar ratio: 4.83

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

0.028%

Best day

0.679%

31/03/2026
Worst day

-0.37%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $28.10 $28.16 $28.08 $28.16 7,100
10/06/2026 $28.11 $28.13 $28.10 $28.10 10,400
09/06/2026 $28.18 $28.18 $28.08 $28.14 10,000
08/06/2026 $28.16 $28.16 $28.13 $28.16 600
05/06/2026 $28.18 $28.18 $28.13 $28.13 4,500
04/06/2026 $28.21 $28.22 $28.20 $28.22 13,900
03/06/2026 $28.22 $28.23 $28.20 $28.23 3,100
02/06/2026 $28.21 $28.24 $28.21 $28.24 145,700
01/06/2026 $28.20 $28.23 $28.19 $28.23 8,600
29/05/2026 $28.20 $28.20 $28.19 $28.20 4,500