Innovator Equity Defined Protection ETF 1 Yr February

Symbol: ZFEB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 31/01/2025

Latest Date: 02/04/2026

Current Price: $25.41

Expense Ratio: 0.79%

Assets Under Management
$155.8M
0.28% 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

-0.55%

Volatility

3.18%

Sharpe Ratio

-2.980

VaR 95%

-0.28%

CVaR 95%: -0.30%
Max Drawdown: -1.20%
Sortino Ratio: -5.526
Calmar Ratio: -4.88
Return

0.06%

Volatility

2.38%

Sharpe Ratio

-1.425

VaR 95%

-0.26%

CVaR 95%: -0.28%
Max Drawdown: -1.35%
Sortino Ratio: -2.366
Calmar Ratio: 0.18
Return

1.72%

Volatility

2.37%

Sharpe Ratio

-0.058

VaR 95%

-0.26%

CVaR 95%: -0.32%
Max Drawdown: -1.35%
Sortino Ratio: -0.086
Calmar Ratio: 2.59
Return

7.26%

Volatility

2.85%

Sharpe Ratio

1.282

VaR 95%

-0.27%

CVaR 95%: -0.41%
Max Drawdown: -1.35%
Sortino Ratio: 1.651
Calmar Ratio: 5.41

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

0.028%

Best Day

0.856%

09/04/2025
Worst Day

-0.892%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $25.34 $25.41 $25.34 $25.41 19,200
01/04/2026 $25.40 $25.42 $25.37 $25.38 11,900
31/03/2026 $25.32 $25.39 $25.29 $25.39 5,600
30/03/2026 $25.31 $25.31 $25.22 $25.25 22,400
27/03/2026 $25.29 $25.29 $25.25 $25.25 1,500
26/03/2026 $25.36 $25.36 $25.30 $25.30 8,300
25/03/2026 $25.38 $25.40 $25.38 $25.38 1,600
24/03/2026 $25.32 $25.38 $25.32 $25.37 8,900
23/03/2026 $25.34 $25.40 $25.34 $25.37 27,100
20/03/2026 $25.38 $25.38 $25.29 $25.30 49,500