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Innovator Premium Income 40 Barrier ETF - April (A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS45783Y5906
IssuerInnovator
Inception DateMar 31, 2023
CategoryOptions Trading
Index TrackedNo Index (Active)
Asset ClassAlternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

APRQ features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for APRQ: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Innovator Premium Income 40 Barrier ETF - April

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Premium Income 40 Barrier ETF - April, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%FebruaryMarchAprilMayJuneJuly
7.41%
33.47%
APRQ (Innovator Premium Income 40 Barrier ETF - April)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator Premium Income 40 Barrier ETF - April had a return of 2.47% year-to-date (YTD) and 5.35% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.47%15.41%
1 month0.33%0.33%
6 months2.35%13.74%
1 year5.35%21.39%
5 years (annualized)N/A13.11%
10 years (annualized)N/A10.77%

Monthly Returns

The table below presents the monthly returns of APRQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.15%0.52%0.25%0.06%0.84%0.51%2.47%
20230.31%0.54%0.91%0.20%0.51%0.32%0.38%1.00%0.55%4.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of APRQ is 98, placing it in the top 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of APRQ is 9898
APRQ (Innovator Premium Income 40 Barrier ETF - April)
The Sharpe Ratio Rank of APRQ is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of APRQ is 9898Sortino Ratio Rank
The Omega Ratio Rank of APRQ is 9898Omega Ratio Rank
The Calmar Ratio Rank of APRQ is 9898Calmar Ratio Rank
The Martin Ratio Rank of APRQ is 9898Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator Premium Income 40 Barrier ETF - April (APRQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


APRQ
Sharpe ratio
The chart of Sharpe ratio for APRQ, currently valued at 3.61, compared to the broader market0.002.004.006.003.61
Sortino ratio
The chart of Sortino ratio for APRQ, currently valued at 6.08, compared to the broader market0.005.0010.0015.006.08
Omega ratio
The chart of Omega ratio for APRQ, currently valued at 1.88, compared to the broader market1.002.003.001.88
Calmar ratio
The chart of Calmar ratio for APRQ, currently valued at 8.99, compared to the broader market0.005.0010.0015.0020.009.00
Martin ratio
The chart of Martin ratio for APRQ, currently valued at 40.27, compared to the broader market0.0050.00100.00150.0040.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current Innovator Premium Income 40 Barrier ETF - April Sharpe ratio is 3.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator Premium Income 40 Barrier ETF - April with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14
3.61
1.82
APRQ (Innovator Premium Income 40 Barrier ETF - April)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator Premium Income 40 Barrier ETF - April granted a 5.38% dividend yield in the last twelve months. The annual payout for that period amounted to $1.32 per share.


PeriodTTM2023
Dividend$1.32$1.01

Dividend yield

5.38%4.11%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Premium Income 40 Barrier ETF - April. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.34$0.00$0.00$0.31$0.00$0.65
2023$0.34$0.00$0.00$0.34$0.00$0.00$0.34$1.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.30%
-2.86%
APRQ (Innovator Premium Income 40 Barrier ETF - April)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Premium Income 40 Barrier ETF - April. 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 Premium Income 40 Barrier ETF - April was 0.59%, occurring on Apr 17, 2024. Recovery took 8 trading sessions.

The current Innovator Premium Income 40 Barrier ETF - April drawdown is 0.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.59%Mar 25, 202417Apr 17, 20248Apr 29, 202425
-0.36%Oct 11, 20237Oct 19, 20234Oct 25, 202311
-0.3%Jul 17, 20243Jul 19, 2024
-0.26%Jan 2, 20241Jan 2, 20241Jan 3, 20242
-0.26%May 19, 20234May 24, 20233May 30, 20237

Volatility

Volatility Chart

The current Innovator Premium Income 40 Barrier ETF - April volatility is 0.44%, 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.


0.00%1.00%2.00%3.00%4.00%FebruaryMarchAprilMayJuneJuly
0.44%
2.76%
APRQ (Innovator Premium Income 40 Barrier ETF - April)
Benchmark (^GSPC)