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Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly (DDNQ) Sortino Ratio

ETF · Currency in USD · Last updated Jun 23, 2026

The Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly is a defined-outcome ETF that uses FLEX options on the Invesco QQQ Trust over rolling quarterly outcome periods. The fund seeks limited positive returns in both rising markets and certain declining markets while providing a 5% buffer against losses beyond the inverse performance threshold, before fees and expenses.

Sortino ratio is not yet available for DDNQ. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly's Sortino Ratio with other ETFs in the Defined Outcome category across multiple time periods, showing how DDNQ's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
PMAPPGIM S&P 500 Max Buffer ETF - April12.40
CPSPCalamos S&P 500 Structured Alt Protection ETF - April9.59
MMAXiShares Large Cap Max Buffer Mar ETF9.29
ZAPRInnovator Equity Defined Protection ETF - 1 Yr April8.64
XBAPInnovator U.S. Equity Accelerated 9 Buffer ETF - April7.88
PAPRInnovator U.S. Equity Power Buffer ETF - April7.62
JAJLInnovator Equity Defined Protection ETF - 6 Mo Jan/Jul7.35
PSFMPacer Swan SOS Flex (April) ETF7.23
UAPRInnovator U.S. Equity Ultra Buffer ETF - April7.16
APXMFT Vest U.S. Equity Max Buffer ETF - April7.06
DDNQInnovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows DDNQ's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DDNQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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