Innovator Equity Defined Protection ETF - 1 Yr September
Symbol: ZSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2024
Latest date: 31/08/2026
Current price: $27.86
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
0.41%
Ann. -4.70% (Sharpe / Sortino numerator)
Volatility
3.91%
Sharpe ratio
-2.132
VaR 95%
-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
1.33%
Ann. -0.35% (Sharpe / Sortino numerator)
Volatility
3.03%
Sharpe ratio
-1.313
VaR 95%
-0.30%
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
3.53%
Ann. 1.81% (Sharpe / Sortino numerator)
Volatility
2.81%
Sharpe ratio
-0.648
VaR 95%
-0.30%
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
5.93%
Ann. 7.12% (Sharpe / Sortino numerator)
Volatility
3.67%
Sharpe ratio
0.951
VaR 95%
-0.32%
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
13.44%
Ann. 6.63% (Sharpe / Sortino numerator)
Volatility
3.40%
Sharpe ratio
0.893
VaR 95%
-0.33%
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.
Average daily return
0.023%
Best day
0.572%
Worst day
-0.467%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 31/08/2026 | $27.89 | $27.90 | $27.81 | $27.86 | 446,300 |
| 28/08/2026 | $27.86 | $27.86 | $27.83 | $27.86 | 33,000 |
| 27/08/2026 | $27.85 | $27.87 | $27.83 | $27.84 | 70,900 |
| 26/08/2026 | $27.86 | $27.86 | $27.81 | $27.83 | 23,800 |
| 25/08/2026 | $27.82 | $27.85 | $27.81 | $27.83 | 50,900 |
| 24/08/2026 | $27.83 | $27.83 | $27.79 | $27.82 | 27,100 |
| 21/08/2026 | $27.80 | $27.82 | $27.80 | $27.81 | 10,300 |
| 20/08/2026 | $27.75 | $27.83 | $27.75 | $27.81 | 10,900 |
| 19/08/2026 | $27.77 | $27.81 | $27.77 | $27.78 | 18,600 |
| 18/08/2026 | $27.77 | $27.78 | $27.77 | $27.77 | 12,400 |