Innovator U.S. Equity Power Buffer ETF - September

Symbol: PSEP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 30/08/2019

Latest Date: 02/04/2026

Current Price: $43.29

Expense Ratio: 0.79%

Assets Under Management
$828.5M
0.51% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
--
--

Performance Metrics

Return

-1.64%

Volatility

9.84%

Sharpe Ratio

-2.049

VaR 95%

-0.89%

CVaR 95%: -0.93%
Max Drawdown: -3.66%
Sortino Ratio: -4.608
Calmar Ratio: -4.52
Return

-1.01%

Volatility

7.33%

Sharpe Ratio

-1.045

VaR 95%

-0.79%

CVaR 95%: -0.89%
Max Drawdown: -4.09%
Sortino Ratio: -1.715
Calmar Ratio: -0.99
Return

0.77%

Volatility

6.60%

Sharpe Ratio

-0.315

VaR 95%

-0.71%

CVaR 95%: -0.90%
Max Drawdown: -4.09%
Sortino Ratio: -0.459
Calmar Ratio: 0.38
Return

12.03%

Volatility

9.65%

Sharpe Ratio

0.877

VaR 95%

-0.73%

CVaR 95%: -1.37%
Max Drawdown: -4.10%
Sortino Ratio: 1.056
Calmar Ratio: 2.95
Return

18.93%

Volatility

8.09%

Sharpe Ratio

0.675

VaR 95%

-0.70%

CVaR 95%: -1.19%
Max Drawdown: -9.92%
Sortino Ratio: 0.793
Calmar Ratio: 0.92
Return

41.10%

Volatility

7.89%

Sharpe Ratio

1.088

VaR 95%

-0.71%

CVaR 95%: -1.11%
Max Drawdown: -9.92%
Sortino Ratio: 1.395
Calmar Ratio: 1.23

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.047%

Best Day

5.05%

09/04/2025
Worst Day

-3.167%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $43.07 $43.33 $43.07 $43.29 20,100
01/04/2026 $43.20 $43.37 $43.20 $43.23 31,500
31/03/2026 $42.78 $43.09 $42.71 $43.06 29,300
30/03/2026 $42.53 $42.62 $42.31 $42.38 43,900
27/03/2026 $42.71 $42.74 $42.41 $42.47 24,800
26/03/2026 $43.17 $43.17 $42.85 $42.86 11,800
25/03/2026 $43.29 $43.42 $43.25 $43.27 5,400
24/03/2026 $43.09 $43.24 $43.09 $43.12 14,700
23/03/2026 $43.24 $43.43 $43.18 $43.27 13,600
20/03/2026 $43.08 $43.11 $42.85 $42.91 15,500