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BUFF ETFs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XBJA 25%XBAP 25%XBOC 25%XBJL 25%AlternativesAlternativesEquityEquity
PositionCategory/SectorWeight
XBAP
Innovator U.S. Equity Accelerated 9 Buffer ETF - April
Options Trading

25%

XBJA
Innovator U.S. Equity Accelerated 9 Buffer ETF - January
Options Trading

25%

XBJL
Innovator U.S. Equity Accelerated 9 Buffer ETF - July
Volatility Hedged Equity, Actively Managed

25%

XBOC
Innovator U.S. Equity Accelerated 9 Buffer ETF - October
Options Trading

25%

S&P 500

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


-15.00%-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2024FebruaryMarchApril
11.47%
3.56%
BUFF ETFs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 3, 2022, corresponding to the inception date of XBJA

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
BUFF ETFs1.62%-1.47%8.51%12.57%N/AN/A
XBJA
Innovator U.S. Equity Accelerated 9 Buffer ETF - January
2.48%-1.84%7.15%12.26%N/AN/A
XBAP
Innovator U.S. Equity Accelerated 9 Buffer ETF - April
-1.06%-2.98%5.55%9.55%N/AN/A
XBJL
Innovator U.S. Equity Accelerated 9 Buffer ETF - July
2.79%-0.49%11.85%13.52%N/AN/A
XBOC
Innovator U.S. Equity Accelerated 9 Buffer ETF - October
2.29%-0.59%9.52%14.91%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.91%1.59%0.85%
2023-1.04%-0.82%5.08%1.63%

Expense Ratio

The BUFF ETFs has a high expense ratio of 0.79%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

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.


BUFF ETFs
Sharpe ratio
The chart of Sharpe ratio for BUFF ETFs, currently valued at 2.50, compared to the broader market-1.000.001.002.003.004.002.50
Sortino ratio
The chart of Sortino ratio for BUFF ETFs, currently valued at 3.83, compared to the broader market-2.000.002.004.006.003.83
Omega ratio
The chart of Omega ratio for BUFF ETFs, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.801.52
Calmar ratio
The chart of Calmar ratio for BUFF ETFs, currently valued at 3.43, compared to the broader market0.002.004.006.008.003.43
Martin ratio
The chart of Martin ratio for BUFF ETFs, currently valued at 17.09, compared to the broader market0.0010.0020.0030.0040.0017.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XBJA
Innovator U.S. Equity Accelerated 9 Buffer ETF - January
2.353.621.472.0018.47
XBAP
Innovator U.S. Equity Accelerated 9 Buffer ETF - April
1.662.471.342.169.69
XBJL
Innovator U.S. Equity Accelerated 9 Buffer ETF - July
2.113.131.432.5110.18
XBOC
Innovator U.S. Equity Accelerated 9 Buffer ETF - October
3.535.591.874.6930.28

Sharpe Ratio

The current BUFF ETFs Sharpe ratio is 2.50. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.50

The Sharpe ratio of BUFF ETFs is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.50
1.66
BUFF ETFs
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


BUFF ETFs 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%NovemberDecember2024FebruaryMarchApril
-1.70%
-5.46%
BUFF ETFs
Benchmark (^GSPC)
Portfolio components

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 1.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.97%Jan 4, 2022195Oct 12, 2022150May 18, 2023345
-3.6%Sep 15, 202331Oct 27, 20235Nov 3, 202336
-1.7%Apr 1, 202415Apr 19, 2024
-1.4%Jul 31, 202314Aug 17, 20239Aug 30, 202323
-0.87%May 23, 20232May 24, 20232May 26, 20234

Volatility

Volatility Chart

The current BUFF ETFs volatility is 0.97%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
0.97%
3.15%
BUFF ETFs
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

XBAPXBOCXBJLXBJA
XBAP1.000.900.920.92
XBOC0.901.000.920.94
XBJL0.920.921.000.94
XBJA0.920.940.941.00