Innovator U.S. Small Cap Power Buffer ETF - August

Symbol: KAUG

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception Date: 31/07/2024

Latest Date: 02/04/2026

Current Price: $26.98

Expense Ratio: 0.79%

Assets Under Management
$135.3M
1.10% 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

-1.05%

Volatility

12.30%

Sharpe Ratio

-1.185

VaR 95%

-1.27%

CVaR 95%: -1.30%
Max Drawdown: -3.30%
Sortino Ratio: -2.251
Calmar Ratio: -3.31
Return

1.25%

Volatility

9.11%

Sharpe Ratio

0.170

VaR 95%

-0.93%

CVaR 95%: -1.14%
Max Drawdown: -3.94%
Sortino Ratio: 0.265
Calmar Ratio: 1.31
Return

3.38%

Volatility

8.88%

Sharpe Ratio

0.371

VaR 95%

-0.95%

CVaR 95%: -1.16%
Max Drawdown: -3.94%
Sortino Ratio: 0.579
Calmar Ratio: 1.76
Return

11.58%

Volatility

11.70%

Sharpe Ratio

0.684

VaR 95%

-1.02%

CVaR 95%: -1.68%
Max Drawdown: -5.28%
Sortino Ratio: 0.894
Calmar Ratio: 2.20

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

0.046%

Best Day

5.443%

09/04/2025
Worst Day

-3.267%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $26.69 $26.98 $26.69 $26.98 1,600
01/04/2026 $26.96 $27.01 $26.88 $26.88 2,800
31/03/2026 $26.59 $26.82 $26.56 $26.81 3,200
30/03/2026 $26.51 $26.51 $26.32 $26.34 4,200
27/03/2026 $26.56 $26.60 $26.48 $26.48 21,400
26/03/2026 $26.84 $26.84 $26.67 $26.67 2,200
25/03/2026 $26.88 $26.93 $26.88 $26.92 2,700
24/03/2026 $26.78 $26.84 $26.68 $26.74 2,800
23/03/2026 $26.86 $26.86 $26.71 $26.71 4,000
20/03/2026 $26.71 $26.77 $26.42 $26.43 9,300