Innovator Equity Defined Protection ETF - 1 Yr September
Symbol: ZSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 30/08/2024
Latest Date: 02/04/2026
Current Price: $26.79
Expense Ratio: 0.79%
Assets Under Management
$133.4M
0.12% 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
-0.44%
Volatility
3.91%
Sharpe Ratio
-2.132
VaR 95%
-0.37%
CVaR 95%:
-0.42%
Max Drawdown:
-1.26%
Sortino Ratio:
-3.923
Calmar Ratio:
-3.72
Return
-0.09%
Volatility
3.03%
Sharpe Ratio
-1.313
VaR 95%
-0.30%
CVaR 95%:
-0.38%
Max Drawdown:
-1.45%
Sortino Ratio:
-2.079
Calmar Ratio:
-0.24
Return
0.89%
Volatility
2.81%
Sharpe Ratio
-0.648
VaR 95%
-0.30%
CVaR 95%:
-0.37%
Max Drawdown:
-1.45%
Sortino Ratio:
-1.007
Calmar Ratio:
1.25
Return
7.10%
Volatility
3.67%
Sharpe Ratio
0.951
VaR 95%
-0.32%
CVaR 95%:
-0.51%
Max Drawdown:
-1.45%
Sortino Ratio:
1.160
Calmar Ratio:
4.92
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
0.028%
Best Day
1.475%
09/04/2025
Worst Day
-1.347%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $26.76 | $26.79 | $26.76 | $26.79 | 1,300 |
| 01/04/2026 | $26.74 | $26.81 | $26.74 | $26.76 | 3,600 |
| 31/03/2026 | $26.66 | $26.73 | $26.65 | $26.72 | 3,600 |
| 30/03/2026 | $26.61 | $26.61 | $26.55 | $26.57 | 3,700 |
| 27/03/2026 | $26.62 | $26.66 | $26.57 | $26.58 | 11,400 |
| 26/03/2026 | $26.79 | $26.79 | $26.66 | $26.66 | 5,300 |
| 25/03/2026 | $26.80 | $26.80 | $26.79 | $26.79 | 500 |
| 24/03/2026 | $26.73 | $26.77 | $26.72 | $26.72 | 7,200 |
| 23/03/2026 | $26.82 | $26.82 | $26.74 | $26.74 | 6,800 |
| 20/03/2026 | $26.73 | $26.77 | $26.66 | $26.67 | 20,400 |