Innovator U.S. Equity Buffer ETF - January

Symbol: BJAN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 31/12/2018

Latest Date: 02/04/2026

Current Price: $53.81

Expense Ratio: 0.79%

Assets Under Management
$369.6M
0.63% 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

-2.82%

Volatility

13.31%

Sharpe Ratio

-2.292

VaR 95%

-1.15%

CVaR 95%: -1.30%
Max Drawdown: -5.40%
Sortino Ratio: -4.064
Calmar Ratio: -4.97
Return

-2.27%

Volatility

10.40%

Sharpe Ratio

-1.206

VaR 95%

-1.15%

CVaR 95%: -1.27%
Max Drawdown: -6.27%
Sortino Ratio: -1.777
Calmar Ratio: -1.42
Return

1.30%

Volatility

8.85%

Sharpe Ratio

-0.112

VaR 95%

-1.08%

CVaR 95%: -1.26%
Max Drawdown: -6.27%
Sortino Ratio: -0.149
Calmar Ratio: 0.42
Return

14.52%

Volatility

12.91%

Sharpe Ratio

0.849

VaR 95%

-1.10%

CVaR 95%: -1.85%
Max Drawdown: -6.27%
Sortino Ratio: 1.011
Calmar Ratio: 2.33
Return

24.09%

Volatility

10.73%

Sharpe Ratio

0.728

VaR 95%

-1.06%

CVaR 95%: -1.57%
Max Drawdown: -13.81%
Sortino Ratio: 0.852
Calmar Ratio: 0.83
Return

53.04%

Volatility

10.19%

Sharpe Ratio

1.146

VaR 95%

-0.98%

CVaR 95%: -1.45%
Max Drawdown: -13.81%
Sortino Ratio: 1.449
Calmar Ratio: 1.11

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

0.057%

Best Day

7.046%

09/04/2025
Worst Day

-4.17%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $53.47 $53.81 $53.47 $53.81 7,600
01/04/2026 $53.68 $53.91 $53.68 $53.76 32,000
31/03/2026 $52.97 $53.41 $52.80 $53.33 55,800
30/03/2026 $52.48 $52.66 $52.14 $52.34 7,400
27/03/2026 $53.00 $53.00 $52.37 $52.37 8,000
26/03/2026 $53.47 $53.47 $53.06 $53.13 6,100
25/03/2026 $53.78 $53.83 $53.73 $53.75 4,500
24/03/2026 $53.51 $53.74 $53.51 $53.56 11,800
23/03/2026 $53.98 $54.02 $53.65 $53.74 6,700
20/03/2026 $53.66 $53.66 $53.04 $53.19 5,200