Summary
ZOCT
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 6.03% Volatility 3.20% Sharpe 0.82
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF - 1 Yr October

Symbol: ZOCT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2024

Latest date: 31/08/2026

Current price: $27.97

Expense ratio: 0.79%

Assets under management
$104.8M
0.09% 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

0.57%

Ann. -6.50% (Sharpe / Sortino numerator)

Volatility

3.57%

Sharpe ratio

-2.837

VaR 95%

-0.31%

CVaR 95%: -0.32%
Max drawdown: -1.33%
Sortino ratio: -6.265
Calmar ratio: -4.87

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. -0.54% (Sharpe / Sortino numerator)

Volatility

2.78%

Sharpe ratio

-1.503

VaR 95%

-0.30%

CVaR 95%: -0.32%
Max drawdown: -1.46%
Sortino ratio: -2.608
Calmar ratio: -0.37

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

3.69%

Ann. 1.37% (Sharpe / Sortino numerator)

Volatility

2.41%

Sharpe ratio

-0.938

VaR 95%

-0.26%

CVaR 95%: -0.31%
Max drawdown: -1.46%
Sortino ratio: -1.636
Calmar ratio: 0.93

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

6.03%

Ann. 6.25% (Sharpe / Sortino numerator)

Volatility

3.20%

Sharpe ratio

0.817

VaR 95%

-0.28%

CVaR 95%: -0.45%
Max drawdown: -1.46%
Sortino ratio: 1.029
Calmar ratio: 4.27

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

11.47%

Ann. 5.72% (Sharpe / Sortino numerator)

Volatility

3.15%

Sharpe ratio

0.673

VaR 95%

-0.29%

CVaR 95%: -0.44%
Max drawdown: -3.18%
Sortino ratio: 0.892
Calmar ratio: 1.80

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

0.577%

08/04/2026
Worst day

-0.353%

20/01/2026
Days with data

249

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $27.94 $27.99 $27.94 $27.97 4,200
27/08/2026 $27.94 $27.96 $27.93 $27.96 6,500
26/08/2026 $27.95 $27.95 $27.91 $27.95 1,500
25/08/2026 $27.95 $27.95 $27.91 $27.91 9,300
24/08/2026 $27.90 $27.94 $27.90 $27.94 1,000
21/08/2026 $27.93 $27.96 $27.91 $27.95 3,800
20/08/2026 $27.91 $27.91 $27.87 $27.91 9,500
19/08/2026 $27.93 $27.93 $27.90 $27.91 1,800
18/08/2026 $27.88 $27.90 $27.88 $27.90 10,800
17/08/2026 $27.92 $27.92 $27.88 $27.89 13,300