- Issuer
- Innovator
- Inception Date
- Dec 29, 2023
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $46.55K
Share Price Chart
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Performance
JANH Performance Chart
Innovator Premium Income 20 Barrier ETF - January (JANH) is up 4.4% since the beginning of the year. JANH is currently trading at $25 per share.
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Returns By Period
Innovator Premium Income 20 Barrier ETF - January (JANH) has returned 4.35% so far this year and 7.02% over the past 12 months.
Innovator Premium Income 20 Barrier ETF - January
- 1D
- 0.14%
- 1M
- 0.54%
- 6M
- 4.02%
- YTD
- 4.35%
- 1Y
- 7.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.99%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
JANH Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2024, JANH's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.
Historically, 84% of months were positive and 16% were negative. The best month was Apr 2026 with a return of +3.4%, while the worst month was Mar 2026 at -1.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JANH closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Apr 4, 2025 at -3.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.32% | -0.02% | -1.37% | 3.36% | 1.14% | 0.17% | 0.73% | 4.35% | |||||
| 2025 | 0.71% | -0.10% | -0.54% | -0.73% | 2.46% | 1.39% | 0.70% | 0.71% | 0.55% | 0.46% | 0.36% | 0.23% | 6.34% |
| 2024 | 1.18% | 0.85% | 0.69% | 0.16% | 0.90% | 0.48% | 0.52% | 0.56% | 0.54% | 0.30% | 0.52% | 0.31% | 7.25% |
Benchmark Metrics
Innovator Premium Income 20 Barrier ETF - January has an annualized alpha of 0.92%, beta of 0.32, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 02, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (22.86%) than losses (4.24%) - typical of diversified or defensive assets.
- Beta of 0.32 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.92%
- Beta
- 0.32
- R²
- 0.65
- Upside Capture
- 22.86%
- Downside Capture
- 4.24%
Expense Ratio
JANH has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JANH ranks 83 for risk / return — above 83% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Innovator Premium Income 20 Barrier ETF - January (JANH) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JANH | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.25 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.00 | +0.24 |
| Martin ratioReturn relative to average drawdown | 13.65 | 8.49 | +5.16 |
Dividends
Dividend History
Innovator Premium Income 20 Barrier ETF - January provided a 6.19% dividend yield over the last twelve months, with an annual payout of $1.54 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.54 | $1.53 | $1.65 |
Dividend yield | 6.19% | 6.20% | 6.71% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Premium Income 20 Barrier ETF - January. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.39 | $0.00 | $0.78 | |||||
| 2025 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.38 | $1.53 |
| 2024 | $0.41 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.41 | $1.65 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Innovator Premium Income 20 Barrier 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 Premium Income 20 Barrier ETF - January was 8.00%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-8.00%Apr 2025 | 1mo 17d | 1mo 4d | 2mo 21dFeb 2025 - May 2025 | 2025 selloff2025 |
-3.04%Mar 2026 | 1mo 2d | 9d | 1mo 11dFeb 2026 - Apr 2026 | — |
-1.42%Aug 2024 | 4d | 8d | 12dAug 2024 - Aug 2024 | — |
-0.90%May 2025 | 4d | 10d | 14dMay 2025 - Jun 2025 | 2025 selloff2025 |
-0.79%Feb 2026 | 2d | 4d | 6dFeb 2026 - Feb 2026 | — |
Drawdown Indicators
| JANH | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.00% | -56.78% | +48.78% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -9.10% | +6.06% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -0.29% | -10.70% | +10.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 2.14% | -1.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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