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Issuer
Innovator
Inception Date
Mar 28, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

AAPR Performance Chart

Innovator Equity Defined Protection ETF - 2 Yr To April 2026 (AAPR) is up 3.4% since the beginning of the year. AAPR is currently trading at $29 per share.


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S&P 500 Index

Returns By Period

Innovator Equity Defined Protection ETF - 2 Yr To April 2026 (AAPR) has returned 3.40% so far this year and 9.11% over the past 12 months.


Innovator Equity Defined Protection ETF - 2 Yr To April 2026

1D
-0.14%
1M
-0.25%
YTD
3.40%
6M
3.56%
1Y
9.11%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPR Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 2024, AAPR's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 78% of months were positive and 22% were negative. The best month was May 2024 with a return of +2.2%, while the worst month was Apr 2024 at -1.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 2 months.

On a daily basis, AAPR closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +3.2%, while the worst single day was Apr 4, 2025 at -2.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.48%0.28%0.56%1.89%0.72%-0.56%3.40%
20251.03%-0.23%-1.51%0.20%2.15%1.79%0.67%0.85%0.92%0.45%0.46%0.80%7.79%
2024-1.82%2.18%1.69%0.73%1.77%1.14%-0.55%1.47%-0.38%6.33%

Benchmark Metrics

Innovator Equity Defined Protection ETF - 2 Yr To April 2026 has an annualized alpha of 3.17%, beta of 0.27, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since April 01, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (29.90%) than losses (15.54%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.17% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.27 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
3.17%
Beta
0.27
0.83
Upside Capture
29.90%
Downside Capture
15.54%

Expense Ratio

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


Return for Risk

Risk / Return Rank

AAPR ranks 97 for risk / return — in the top 97% 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.


AAPR Risk / Return Rank: 9797
Overall Rank
AAPR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AAPR Sortino Ratio Rank: 9797
Sortino Ratio Rank
AAPR Omega Ratio Rank: 9797
Omega Ratio Rank
AAPR Calmar Ratio Rank: 9797
Calmar Ratio Rank
AAPR Martin Ratio Rank: 9898
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 Equity Defined Protection ETF - 2 Yr To April 2026 (AAPR) 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.


AAPRBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.86

1.37

+0.49

Calmar ratioReturn relative to maximum drawdown

9.48

2.78

+6.70

Martin ratioReturn relative to average drawdown

47.98

12.44

+35.54

Dividends

Dividend History


Innovator Equity Defined Protection ETF - 2 Yr To April 2026 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 Equity Defined Protection ETF - 2 Yr To April 2026. 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 Equity Defined Protection ETF - 2 Yr To April 2026 was 5.99%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

The current Innovator Equity Defined Protection ETF - 2 Yr To April 2026 drawdown is 0.56%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-5.99%Apr 2025
1mo 17d1mo 8d
2mo 25dFeb 2025 - May 2025
2024 pullback2024
-2.18%Aug 2024
21d9d
1moJul 2024 - Aug 2024
2024 pullback2024
-2.06%Apr 2024
17d26d
1mo 13dApr 2024 - May 2024
2024 pullback2024
-1.16%Sep 2024
3d7d
10dSep 2024 - Sep 2024
2024 pullback2024
-1.02%Dec 2024
10d29d
1mo 9dDec 2024 - Jan 2025

Drawdown Indicators


AAPRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-5.99%

-56.78%

+50.79%

Max Drawdown (1Y)

Largest decline over 1 year

-0.96%

-9.10%

+8.14%

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 Drawdown

Current decline from peak

-0.56%

-1.80%

+1.24%

Average Drawdown

Average peak-to-trough decline

-0.45%

-10.71%

+10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

2.03%

-1.84%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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