Summary
ZSEP
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 7.06% Volatility 3.67% Sharpe 0.95
Official loaded data — not a live quote.

Innovator Equity Defined Protection ETF - 1 Yr September

Symbol: ZSEP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/08/2024

Latest date: 11/06/2026

Current price: $27.44

Expense ratio: 0.79%

Assets under management
$127.8M
0.18% 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

0.40%

Ann. -4.70% (Sharpe / Sortino numerator)

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

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

2.20%

Ann. -0.35% (Sharpe / Sortino numerator)

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

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

2.73%

Ann. 1.81% (Sharpe / Sortino numerator)

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

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

7.06%

Ann. 7.12% (Sharpe / Sortino numerator)

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

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

11.73%

Ann. 6.63% (Sharpe / Sortino numerator)

Volatility

3.40%

Sharpe ratio

0.893

VaR 95%

-0.33%

CVaR 95%: -0.48%
Max drawdown: -3.97%
Sortino ratio: 1.133
Calmar ratio: 1.67

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

0.572%

31/03/2026
Worst day

-0.467%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $27.39 $27.44 $27.39 $27.44 900
10/06/2026 $27.42 $27.42 $27.39 $27.39 3,500
09/06/2026 $27.45 $27.45 $27.40 $27.43 9,700
08/06/2026 $27.43 $27.47 $27.43 $27.45 3,300
05/06/2026 $27.48 $27.48 $27.42 $27.43 4,500
04/06/2026 $27.46 $27.49 $27.45 $27.47 43,900
03/06/2026 $27.50 $27.54 $27.45 $27.48 15,100
02/06/2026 $27.46 $27.49 $27.46 $27.49 3,900
01/06/2026 $27.50 $27.50 $27.45 $27.50 4,000
29/05/2026 $27.46 $27.50 $27.45 $27.48 7,800