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

Symbol: KJAN

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception Date: 31/12/2019

Latest Date: 02/04/2026

Current Price: $41.99

Expense Ratio: 0.79%

Assets Under Management
$348.3M
1.45% 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

-2.10%

Volatility

14.05%

Sharpe Ratio

-1.733

VaR 95%

-1.24%

CVaR 95%: -1.40%
Max Drawdown: -4.22%
Sortino Ratio: -3.375
Calmar Ratio: -4.90
Return

0.77%

Volatility

10.86%

Sharpe Ratio

-0.043

VaR 95%

-1.00%

CVaR 95%: -1.22%
Max Drawdown: -5.38%
Sortino Ratio: -0.069
Calmar Ratio: 0.59
Return

3.60%

Volatility

12.29%

Sharpe Ratio

0.307

VaR 95%

-1.13%

CVaR 95%: -1.49%
Max Drawdown: -5.42%
Sortino Ratio: 0.514
Calmar Ratio: 1.37
Return

16.33%

Volatility

14.02%

Sharpe Ratio

0.911

VaR 95%

-1.19%

CVaR 95%: -1.93%
Max Drawdown: -5.42%
Sortino Ratio: 1.284
Calmar Ratio: 3.03
Return

20.70%

Volatility

12.93%

Sharpe Ratio

0.485

VaR 95%

-1.14%

CVaR 95%: -1.80%
Max Drawdown: -16.83%
Sortino Ratio: 0.692
Calmar Ratio: 0.59
Return

36.65%

Volatility

12.86%

Sharpe Ratio

0.574

VaR 95%

-1.15%

CVaR 95%: -1.71%
Max Drawdown: -16.83%
Sortino Ratio: 0.891
Calmar Ratio: 0.65

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

0.064%

Best Day

5.431%

09/04/2025
Worst Day

-3.851%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $41.39 $41.99 $41.33 $41.99 12,200
01/04/2026 $41.96 $42.06 $41.81 $41.84 18,100
31/03/2026 $41.32 $41.72 $41.24 $41.72 13,300
30/03/2026 $41.33 $41.33 $40.81 $40.87 8,100
27/03/2026 $41.33 $41.44 $41.15 $41.15 27,200
26/03/2026 $41.77 $41.83 $41.53 $41.55 3,400
25/03/2026 $41.91 $41.99 $41.78 $41.88 7,900
24/03/2026 $41.45 $41.79 $41.45 $41.64 24,300
23/03/2026 $41.55 $41.78 $41.55 $41.62 7,600
20/03/2026 $41.41 $41.55 $40.97 $41.05 22,900