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

Symbol: KSEP

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception Date: 30/08/2024

Latest Date: 02/04/2026

Current Price: $28.41

Expense Ratio: 0.79%

Assets Under Management
$26.7M
0.73% 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

-1.76%

Volatility

13.63%

Sharpe Ratio

-1.565

VaR 95%

-1.28%

CVaR 95%: -1.31%
Max Drawdown: -4.17%
Sortino Ratio: -3.325
Calmar Ratio: -4.25
Return

1.19%

Volatility

10.60%

Sharpe Ratio

0.124

VaR 95%

-1.11%

CVaR 95%: -1.22%
Max Drawdown: -4.75%
Sortino Ratio: 0.200
Calmar Ratio: 1.04
Return

3.28%

Volatility

10.48%

Sharpe Ratio

0.294

VaR 95%

-1.11%

CVaR 95%: -1.29%
Max Drawdown: -4.75%
Sortino Ratio: 0.471
Calmar Ratio: 1.41
Return

14.75%

Volatility

13.12%

Sharpe Ratio

0.852

VaR 95%

-1.12%

CVaR 95%: -1.74%
Max Drawdown: -5.11%
Sortino Ratio: 1.241
Calmar Ratio: 2.90

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

0.058%

Best Day

5.213%

09/04/2025
Worst Day

-3.393%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $28.20 $28.41 $28.20 $28.41 200
01/04/2026 $28.41 $28.46 $28.33 $28.33 4,800
31/03/2026 $27.92 $28.24 $27.92 $28.20 3,300
30/03/2026 $27.79 $27.79 $27.65 $27.65 1,100
27/03/2026 $28.02 $28.02 $27.90 $27.90 800
26/03/2026 $28.13 $28.13 $28.13 $28.13 100
25/03/2026 $28.37 $28.39 $28.36 $28.39 900
24/03/2026 $28.11 $28.28 $28.11 $28.20 700
23/03/2026 $28.29 $28.29 $28.09 $28.09 900
20/03/2026 $28.08 $28.08 $27.74 $27.77 13,100