Innovator Equity Defined Protection ETF - 1 Yr September
Symbol: ZSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 30/08/2024
Latest Date: 17/04/2026
Current Price: $27.20
Expense Ratio: 0.79%
Assets Under Management
$132.3M
0.13% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
1.66%
Volatility
3.91%
Sharpe Ratio
-2.132
VaR 95%
-0.37%
CVaR 95%:
-0.42%
Max Drawdown:
-1.26%
Sortino Ratio:
-3.923
Calmar Ratio:
-3.72
Return
1.59%
Volatility
3.03%
Sharpe Ratio
-1.313
VaR 95%
-0.30%
CVaR 95%:
-0.38%
Max Drawdown:
-1.45%
Sortino Ratio:
-2.079
Calmar Ratio:
-0.24
Return
2.43%
Volatility
2.81%
Sharpe Ratio
-0.648
VaR 95%
-0.30%
CVaR 95%:
-0.37%
Max Drawdown:
-1.45%
Sortino Ratio:
-1.007
Calmar Ratio:
1.25
Return
10.54%
Volatility
3.67%
Sharpe Ratio
0.951
VaR 95%
-0.32%
CVaR 95%:
-0.51%
Max Drawdown:
-1.45%
Sortino Ratio:
1.160
Calmar Ratio:
4.92
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.041%
Best Day
0.869%
12/05/2025
Worst Day
-0.467%
26/03/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $27.17 | $27.23 | $27.17 | $27.20 | 6,600 |
| 16/04/2026 | $27.11 | $27.16 | $27.11 | $27.15 | 5,500 |
| 15/04/2026 | $27.12 | $27.14 | $27.09 | $27.12 | 10,800 |
| 14/04/2026 | $27.06 | $27.13 | $27.06 | $27.11 | 4,300 |
| 13/04/2026 | $26.96 | $27.09 | $26.96 | $27.09 | 15,800 |
| 10/04/2026 | $27.00 | $27.05 | $26.98 | $26.98 | 23,800 |
| 02/04/2026 | $26.76 | $26.79 | $26.76 | $26.79 | 1,300 |
| 01/04/2026 | $26.74 | $26.81 | $26.74 | $26.76 | 3,600 |
| 31/03/2026 | $26.66 | $26.73 | $26.65 | $26.72 | 3,600 |
| 30/03/2026 | $26.61 | $26.61 | $26.55 | $26.57 | 3,700 |