Innovator Equity Defined Protection ETF - 2 Yr to July 2025
Symbol: TJUL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 17/07/2023
Latest Date: 02/04/2026
Current Price: $29.47
Expense Ratio: 0.79%
Assets Under Management
$151.9M
0.37% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-0.85%
Volatility
4.72%
Sharpe Ratio
-2.657
VaR 95%
-0.44%
CVaR 95%:
-0.48%
Max Drawdown:
-1.82%
Sortino Ratio:
-5.717
Calmar Ratio:
-4.90
Return
-0.55%
Volatility
3.66%
Sharpe Ratio
-1.599
VaR 95%
-0.41%
CVaR 95%:
-0.51%
Max Drawdown:
-2.08%
Sortino Ratio:
-2.380
Calmar Ratio:
-1.07
Return
0.42%
Volatility
3.11%
Sharpe Ratio
-0.894
VaR 95%
-0.33%
CVaR 95%:
-0.45%
Max Drawdown:
-2.08%
Sortino Ratio:
-1.255
Calmar Ratio:
0.41
Return
4.83%
Volatility
5.56%
Sharpe Ratio
0.219
VaR 95%
-0.35%
CVaR 95%:
-0.80%
Max Drawdown:
-3.03%
Sortino Ratio:
0.249
Calmar Ratio:
1.60
Return
12.26%
Volatility
4.47%
Sharpe Ratio
0.525
VaR 95%
-0.33%
CVaR 95%:
-0.62%
Max Drawdown:
-4.61%
Sortino Ratio:
0.605
Calmar Ratio:
1.30
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.
Average Daily Return
0.019%
Best Day
3.235%
09/04/2025
Worst Day
-2.2%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $29.36 | $29.47 | $29.36 | $29.47 | 4,200 |
| 01/04/2026 | $29.40 | $29.46 | $29.40 | $29.45 | 11,700 |
| 31/03/2026 | $29.27 | $29.38 | $29.25 | $29.36 | 6,700 |
| 30/03/2026 | $29.21 | $29.25 | $29.16 | $29.19 | 2,000 |
| 27/03/2026 | $29.23 | $29.25 | $29.17 | $29.17 | 7,000 |
| 26/03/2026 | $29.37 | $29.41 | $29.26 | $29.26 | 3,900 |
| 25/03/2026 | $29.35 | $29.46 | $29.35 | $29.41 | 2,000 |
| 24/03/2026 | $29.34 | $29.39 | $29.34 | $29.34 | 6,700 |
| 23/03/2026 | $29.41 | $29.45 | $29.37 | $29.38 | 4,400 |
| 20/03/2026 | $29.36 | $29.41 | $29.30 | $29.30 | 4,900 |