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Innovator Growth-100 Power Buffer ETF - June (NJUN...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
May 31, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Growth-100 Power Buffer ETF - June, 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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S&P 500 Index

Returns By Period

Innovator Growth-100 Power Buffer ETF - June (NJUN) has returned -0.01% so far this year and 18.33% over the past 12 months.


Innovator Growth-100 Power Buffer ETF - June

1D
0.08%
1M
-0.29%
YTD
-0.01%
6M
2.15%
1Y
18.33%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-3.43%
YTD
-3.84%
6M
-1.98%
1Y
16.08%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 3, 2024, NJUN's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.

Historically, 74% of months were positive and 26% were negative. The best month was May 2025 with a return of +8.1%, while the worst month was Mar 2025 at -4.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, NJUN closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 3, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.59%-0.08%-1.27%0.76%-0.01%
20251.61%-0.93%-3.98%0.80%8.10%3.20%1.21%1.12%1.68%1.14%0.25%0.92%15.75%
20242.83%-0.30%1.15%1.39%-0.03%2.90%0.20%8.38%

Benchmark Metrics

Innovator Growth-100 Power Buffer ETF - June has an annualized alpha of 4.69%, beta of 0.63, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 04, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (64.66%) than losses (27.63%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.69% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.63 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
4.69%
Beta
0.63
0.90
Upside Capture
64.66%
Downside Capture
27.63%

Expense Ratio

NJUN has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NJUN ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


NJUN Risk / Return Rank: 8484
Overall Rank
NJUN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NJUN Sortino Ratio Rank: 8787
Sortino Ratio Rank
NJUN Omega Ratio Rank: 9191
Omega Ratio Rank
NJUN Calmar Ratio Rank: 7171
Calmar Ratio Rank
NJUN Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - June (NJUN) and compare them to a chosen benchmark (S&P 500 Index).


NJUNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.88

+0.64

Sortino ratio

Return per unit of downside risk

2.49

1.37

+1.12

Omega ratio

Gain probability vs. loss probability

1.41

1.21

+0.20

Calmar ratio

Return relative to maximum drawdown

2.39

1.39

+1.00

Martin ratio

Return relative to average drawdown

15.07

6.43

+8.64

Explore NJUN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Innovator Growth-100 Power Buffer ETF - June doesn't pay dividends

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 Growth-100 Power Buffer ETF - June. 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 Growth-100 Power Buffer ETF - June was 12.59%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current Innovator Growth-100 Power Buffer ETF - June drawdown is 0.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.59%Feb 20, 202534Apr 8, 202524May 13, 202558
-5.97%Jul 11, 202418Aug 5, 202435Sep 24, 202453
-3.32%Jan 28, 202643Mar 30, 2026
-2.19%Oct 30, 202516Nov 20, 20255Nov 28, 202521
-1.58%Dec 17, 20243Dec 19, 202419Jan 21, 202522

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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