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Innovator U.S. Equity Buffer ETF - April (BAPR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS45782C8881
CUSIP45782C888
IssuerInnovator
Inception DateApr 1, 2019
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Index TrackedCboe S&P 500 Buffer Protect Index April
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Innovator U.S. Equity Buffer ETF - April has a high expense ratio of 0.79%, indicating higher-than-average management fees.


Expense ratio chart for BAPR: 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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Innovator U.S. Equity Buffer ETF - April

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Equity Buffer 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%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
13.84%
21.14%
BAPR (Innovator U.S. Equity Buffer ETF - April)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator U.S. Equity Buffer ETF - April had a return of 2.40% year-to-date (YTD) and 17.35% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.40%6.33%
1 month-2.14%-2.81%
6 months13.85%21.13%
1 year17.35%24.56%
5 years (annualized)8.76%11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.48%2.40%0.83%
2023-3.52%-1.60%7.27%3.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BAPR is 86, placing it in the top 14% of the market 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 BAPR is 8686
Innovator U.S. Equity Buffer ETF - April(BAPR)
The Sharpe Ratio Rank of BAPR is 8484Sharpe Ratio Rank
The Sortino Ratio Rank of BAPR is 8686Sortino Ratio Rank
The Omega Ratio Rank of BAPR is 8686Omega Ratio Rank
The Calmar Ratio Rank of BAPR is 9090Calmar Ratio Rank
The Martin Ratio Rank of BAPR is 8181Martin 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 U.S. Equity Buffer ETF - April (BAPR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BAPR
Sharpe ratio
The chart of Sharpe ratio for BAPR, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.002.00
Sortino ratio
The chart of Sortino ratio for BAPR, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.002.96
Omega ratio
The chart of Omega ratio for BAPR, currently valued at 1.38, compared to the broader market1.001.502.001.38
Calmar ratio
The chart of Calmar ratio for BAPR, currently valued at 2.27, compared to the broader market0.002.004.006.008.0010.002.27
Martin ratio
The chart of Martin ratio for BAPR, currently valued at 8.74, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current Innovator U.S. Equity Buffer ETF - April Sharpe ratio is 2.00. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.00
1.91
BAPR (Innovator U.S. Equity Buffer ETF - April)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator U.S. Equity Buffer ETF - April 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
-2.27%
-3.48%
BAPR (Innovator U.S. Equity Buffer ETF - April)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer 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 U.S. Equity Buffer ETF - April was 23.91%, occurring on Mar 20, 2020. Recovery took 108 trading sessions.

The current Innovator U.S. Equity Buffer ETF - April drawdown is 2.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.91%Feb 20, 202022Mar 20, 2020108Aug 24, 2020130
-15.17%Apr 5, 2022132Oct 12, 2022156May 26, 2023288
-7.85%Jul 25, 201922Aug 23, 201977Dec 12, 201999
-7.04%Aug 1, 202363Oct 27, 202314Nov 16, 202377
-5.95%Jan 5, 202247Mar 14, 20228Mar 24, 202255

Volatility

Volatility Chart

The current Innovator U.S. Equity Buffer ETF - April volatility is 2.51%, 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%5.00%NovemberDecember2024FebruaryMarchApril
2.51%
3.59%
BAPR (Innovator U.S. Equity Buffer ETF - April)
Benchmark (^GSPC)