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Innovator Double Stacker ETF - January (DSJA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerInnovator
Inception DateJan 4, 2021
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.innovatoretfs.com
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

The Innovator Double Stacker ETF - January has a high expense ratio of 0.79%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

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Innovator Double Stacker ETF - January

Popular comparisons: DSJA vs. DBJA, DSJA vs. SPY, DSJA vs. SCHX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Double Stacker ETF - January, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07
3.01%
9.30%
DSJA (Innovator Double Stacker ETF - January)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A6.12%
1 monthN/A-1.08%
6 monthsN/A15.73%
1 yearN/A22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.89%-0.14%3.86%0.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator Double Stacker ETF - January (DSJA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DSJA
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07
2.68
1.70
DSJA (Innovator Double Stacker ETF - January)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator Double Stacker ETF - January doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07
-1.28%
-0.34%
DSJA (Innovator Double Stacker ETF - January)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Double Stacker ETF - January. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innovator Double Stacker ETF - January was 25.93%, occurring on Oct 12, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.93%Jan 4, 2022195Oct 12, 2022
-3.68%Feb 16, 202113Mar 4, 20215Mar 11, 202118
-3.52%Jan 22, 20216Jan 29, 20214Feb 4, 202110
-3.34%May 10, 20213May 12, 202111May 27, 202114
-2.07%Sep 7, 202120Oct 4, 20218Oct 14, 202128

Volatility

Volatility Chart

The current Innovator Double Stacker ETF - January volatility is 0.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07
0.17%
3.09%
DSJA (Innovator Double Stacker ETF - January)
Benchmark (^GSPC)