Innovator Equity Defined Protection ETF - 1 Yr August
Symbol: ZAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 31/07/2024
Latest Date: 02/04/2026
Current Price: $26.69
Expense Ratio: 0.79%
Assets Under Management
$102.2M
-0.02% 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
-0.68%
Volatility
4.24%
Sharpe Ratio
-2.566
VaR 95%
-0.39%
CVaR 95%:
-0.41%
Max Drawdown:
-1.56%
Sortino Ratio:
-5.150
Calmar Ratio:
-4.66
Return
-0.04%
Volatility
3.16%
Sharpe Ratio
-1.200
VaR 95%
-0.33%
CVaR 95%:
-0.37%
Max Drawdown:
-1.72%
Sortino Ratio:
-2.036
Calmar Ratio:
-0.10
Return
0.90%
Volatility
2.63%
Sharpe Ratio
-0.686
VaR 95%
-0.29%
CVaR 95%:
-0.35%
Max Drawdown:
-1.72%
Sortino Ratio:
-1.015
Calmar Ratio:
1.06
Return
7.62%
Volatility
4.61%
Sharpe Ratio
0.871
VaR 95%
-0.33%
CVaR 95%:
-0.67%
Max Drawdown:
-1.72%
Sortino Ratio:
0.991
Calmar Ratio:
4.43
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
0.03%
Best Day
2.077%
09/04/2025
Worst Day
-1.596%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $26.70 | $26.72 | $26.69 | $26.69 | 500 |
| 01/04/2026 | $26.71 | $26.75 | $26.67 | $26.72 | 14,900 |
| 31/03/2026 | $26.57 | $26.65 | $26.52 | $26.63 | 8,700 |
| 30/03/2026 | $26.53 | $26.55 | $26.46 | $26.46 | 161,100 |
| 27/03/2026 | $26.57 | $26.59 | $26.49 | $26.52 | 4,500 |
| 26/03/2026 | $26.66 | $26.68 | $26.62 | $26.62 | 4,300 |
| 25/03/2026 | $26.70 | $26.77 | $26.70 | $26.72 | 3,500 |
| 24/03/2026 | $26.68 | $26.68 | $26.66 | $26.67 | 12,300 |
| 23/03/2026 | $26.79 | $26.79 | $26.72 | $26.72 | 4,200 |
| 20/03/2026 | $26.64 | $26.64 | $26.62 | $26.62 | 8,700 |