Innovator Equity Defined Protection ETF - 2 Yr to January 2026

Symbol: AJAN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 29/12/2023

Latest Date: 02/04/2026

Current Price: $27.69

Expense Ratio: 0.79%

Assets Under Management
$45.6M
0.32% 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

-1.20%

Volatility

4.58%

Sharpe Ratio

-3.492

VaR 95%

-0.50%

CVaR 95%: -0.51%
Max Drawdown: -1.93%
Sortino Ratio: -6.041
Calmar Ratio: -6.42
Return

-0.69%

Volatility

3.20%

Sharpe Ratio

-1.998

VaR 95%

-0.36%

CVaR 95%: -0.46%
Max Drawdown: -2.24%
Sortino Ratio: -2.762
Calmar Ratio: -1.23
Return

0.60%

Volatility

2.44%

Sharpe Ratio

-0.995

VaR 95%

-0.22%

CVaR 95%: -0.39%
Max Drawdown: -2.24%
Sortino Ratio: -1.193
Calmar Ratio: 0.54
Return

5.14%

Volatility

4.42%

Sharpe Ratio

0.346

VaR 95%

-0.32%

CVaR 95%: -0.67%
Max Drawdown: -2.24%
Sortino Ratio: 0.384
Calmar Ratio: 2.30
Return

11.49%

Volatility

3.91%

Sharpe Ratio

0.506

VaR 95%

-0.30%

CVaR 95%: -0.57%
Max Drawdown: -4.11%
Sortino Ratio: 0.612
Calmar Ratio: 1.37

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

0.02%

Best Day

2.502%

09/04/2025
Worst Day

-1.641%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $27.61 $27.72 $27.61 $27.69 9,600
01/04/2026 $27.69 $27.73 $27.68 $27.68 2,800
31/03/2026 $27.54 $27.64 $27.54 $27.64 700
30/03/2026 $27.48 $27.55 $27.42 $27.49 2,300
27/03/2026 $27.50 $27.50 $27.45 $27.45 600
26/03/2026 $27.63 $27.63 $27.52 $27.52 4,400
25/03/2026 $27.61 $27.66 $27.61 $27.66 200
24/03/2026 $27.53 $27.65 $27.53 $27.56 13,900
23/03/2026 $27.60 $27.67 $27.59 $27.65 2,200
20/03/2026 $27.61 $27.61 $27.49 $27.55 35,200