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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Innovator Russell 2000 Power Buffer ETF - July, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Innovator Russell 2000 Power Buffer ETF - July (KJUL) has returned 1.04% so far this year and 14.53% over the past 12 months.
Innovator Russell 2000 Power Buffer ETF - July
- 1D
- 1.61%
- 1M
- -1.34%
- YTD
- 1.04%
- 6M
- 3.46%
- 1Y
- 14.53%
- 3Y*
- 8.95%
- 5Y*
- 3.93%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 1, 2020, KJUL's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jun 2023 with a return of +6.8%, while the worst month was Jun 2022 at -6.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, KJUL closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +4.6%, while the worst single day was Jun 16, 2022 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.89% | 0.51% | -1.34% | 1.04% | |||||||||
| 2025 | 1.85% | -2.94% | -3.90% | -1.40% | 2.16% | 3.64% | 0.79% | 3.64% | 1.53% | 0.77% | 0.85% | 0.75% | 7.70% |
| 2024 | -2.11% | 3.46% | 2.37% | -4.45% | 3.91% | -0.86% | 4.41% | 0.32% | 0.62% | -0.75% | 4.90% | -2.94% | 8.69% |
| 2023 | 5.99% | -0.48% | -3.09% | -1.76% | -1.13% | 6.80% | 2.94% | -2.06% | -3.40% | -3.72% | 5.44% | 6.62% | 11.78% |
| 2022 | -4.62% | 0.95% | 0.94% | -4.45% | 1.55% | -6.38% | 4.96% | -0.98% | -4.92% | 5.91% | 1.90% | -2.75% | -8.44% |
| 2021 | 0.76% | 1.04% | 0.61% | 0.13% | 0.23% | 0.26% | -1.87% | 1.16% | -1.15% | 2.12% | -2.12% | 1.40% | 2.51% |
Benchmark Metrics
Innovator Russell 2000 Power Buffer ETF - July has an annualized alpha of -1.70%, beta of 0.57, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since July 02, 2020.
- This ETF participated in 62.40% of S&P 500 Index downside but only 45.54% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.57 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
- -1.70%
- Beta
- 0.57
- R²
- 0.65
- Upside Capture
- 45.54%
- Downside Capture
- 62.40%
Expense Ratio
KJUL has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
KJUL ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator Russell 2000 Power Buffer ETF - July (KJUL) and compare them to a chosen benchmark (S&P 500 Index).
| KJUL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.90 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.39 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.40 | +0.40 |
Martin ratioReturn relative to average drawdown | 9.07 | 6.61 | +2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore KJUL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 Russell 2000 Power Buffer ETF - July. 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 Russell 2000 Power Buffer ETF - July was 16.69%, occurring on Jun 16, 2022. Recovery took 383 trading sessions.
The current Innovator Russell 2000 Power Buffer ETF - July drawdown is 1.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.69% | Nov 8, 2021 | 153 | Jun 16, 2022 | 383 | Dec 26, 2023 | 536 |
| -14.45% | Dec 3, 2024 | 86 | Apr 8, 2025 | 94 | Aug 22, 2025 | 180 |
| -5.31% | Apr 1, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
| -5.2% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -4.22% | May 16, 2024 | 21 | Jun 14, 2024 | 18 | Jul 12, 2024 | 39 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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