BUFF ETFs
https://www.innovatoretfs.com/define/etfs/#buffer
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BUFF ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jan 3, 2022, corresponding to the inception date of XBJA
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
BUFF ETFs | 6.44% | 2.34% | 3.79% | 11.73% | N/A | N/A |
Portfolio components: | ||||||
XBJA Innovator U.S. Equity Accelerated 9 Buffer ETF - January | 7.98% | 2.13% | 4.33% | 11.60% | N/A | N/A |
XBAP Innovator U.S. Equity Accelerated 9 Buffer ETF - April | 5.80% | 2.92% | 3.98% | 10.40% | N/A | N/A |
XBJL Innovator U.S. Equity Accelerated 9 Buffer ETF - July | 5.75% | 3.06% | 2.96% | 11.47% | N/A | N/A |
XBOC Innovator U.S. Equity Accelerated 9 Buffer ETF - October | 6.19% | 1.28% | 3.88% | 13.40% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of BUFF ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.91% | 1.59% | 0.85% | -0.73% | 2.09% | 1.01% | 0.70% | 1.23% | 6.44% | ||||
2023 | 4.84% | -0.76% | 2.73% | 1.42% | 1.04% | 2.69% | 1.08% | 0.23% | -1.04% | -0.82% | 5.08% | 1.63% | 19.44% |
2022 | -2.01% | -1.23% | 2.50% | -5.66% | 0.48% | -5.51% | 6.45% | -2.34% | -6.49% | 5.59% | 3.99% | -3.18% | -8.17% |
Expense Ratio
BUFF ETFs features an expense ratio of 0.79%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of BUFF ETFs is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
XBJA Innovator U.S. Equity Accelerated 9 Buffer ETF - January | 2.05 | 2.90 | 1.43 | 3.33 | 15.47 |
XBAP Innovator U.S. Equity Accelerated 9 Buffer ETF - April | 1.61 | 2.22 | 1.35 | 2.26 | 9.03 |
XBJL Innovator U.S. Equity Accelerated 9 Buffer ETF - July | 1.69 | 2.37 | 1.37 | 2.16 | 8.27 |
XBOC Innovator U.S. Equity Accelerated 9 Buffer ETF - October | 3.29 | 5.05 | 1.89 | 4.29 | 27.71 |
Dividends
Dividend yield
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the BUFF ETFs. 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 BUFF ETFs was 13.97%, occurring on Oct 12, 2022. Recovery took 150 trading sessions.
The current BUFF ETFs drawdown is 1.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.97% | Jan 4, 2022 | 195 | Oct 12, 2022 | 150 | May 18, 2023 | 345 |
-3.6% | Sep 15, 2023 | 31 | Oct 27, 2023 | 5 | Nov 3, 2023 | 36 |
-3.6% | Jul 17, 2024 | 14 | Aug 5, 2024 | 9 | Aug 16, 2024 | 23 |
-1.7% | Apr 1, 2024 | 15 | Apr 19, 2024 | 11 | May 6, 2024 | 26 |
-1.4% | Jul 31, 2023 | 14 | Aug 17, 2023 | 9 | Aug 30, 2023 | 23 |
Volatility
Volatility Chart
The current BUFF ETFs volatility is 1.79%, 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.
Diversification
Asset Correlations Table
XBOC | XBAP | XBJL | XBJA | |
---|---|---|---|---|
XBOC | 1.00 | 0.87 | 0.89 | 0.92 |
XBAP | 0.87 | 1.00 | 0.91 | 0.92 |
XBJL | 0.89 | 0.91 | 1.00 | 0.92 |
XBJA | 0.92 | 0.92 | 0.92 | 1.00 |