Innovator U.S. Equity 10 Buffer ETF - Quarterly

Symbol: ZALT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 29/09/2023

Latest Date: 02/04/2026

Current Price: $32.65

Expense Ratio: 0.69%

Assets Under Management
$689.0M
0.65% 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

-0.73%

Volatility

4.75%

Sharpe Ratio

-2.386

VaR 95%

-0.54%

CVaR 95%: -0.61%
Max Drawdown: -1.46%
Sortino Ratio: -3.377
Calmar Ratio: -5.28
Return

0.15%

Volatility

4.57%

Sharpe Ratio

-0.658

VaR 95%

-0.55%

CVaR 95%: -0.67%
Max Drawdown: -1.71%
Sortino Ratio: -0.867
Calmar Ratio: 0.37
Return

2.25%

Volatility

5.12%

Sharpe Ratio

0.189

VaR 95%

-0.59%

CVaR 95%: -0.76%
Max Drawdown: -1.71%
Sortino Ratio: 0.249
Calmar Ratio: 2.69
Return

9.42%

Volatility

8.54%

Sharpe Ratio

0.683

VaR 95%

-0.60%

CVaR 95%: -1.25%
Max Drawdown: -4.61%
Sortino Ratio: 0.738
Calmar Ratio: 2.05
Return

19.55%

Volatility

7.06%

Sharpe Ratio

0.814

VaR 95%

-0.58%

CVaR 95%: -1.03%
Max Drawdown: -8.19%
Sortino Ratio: 0.880
Calmar Ratio: 1.15

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

0.037%

Best Day

5.122%

09/04/2025
Worst Day

-3.519%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $32.44 $32.65 $32.41 $32.65 143,600
01/04/2026 $32.63 $32.68 $32.56 $32.62 342,700
31/03/2026 $32.46 $32.81 $32.34 $32.46 4,923,100
30/03/2026 $32.50 $32.50 $32.41 $32.45 449,300
27/03/2026 $32.48 $32.49 $32.40 $32.43 230,900
26/03/2026 $32.44 $32.49 $32.40 $32.40 86,100
25/03/2026 $32.51 $32.51 $32.43 $32.46 65,100
24/03/2026 $32.44 $32.51 $32.39 $32.49 57,800
23/03/2026 $32.49 $32.52 $32.40 $32.49 122,100
20/03/2026 $32.41 $32.45 $32.33 $32.39 111,600