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Innovator U.S. Equity Buffer ETF - April (BAPR)

ETF · Currency in USD · Last updated Dec 7, 2022

BAPR is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index April. BAPR launched on Apr 1, 2019 and has a 0.79% expense ratio.

ETF Info

ISINUS45782C8881
CUSIP45782C888
IssuerInnovator
Inception DateApr 1, 2019
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.79%
Index TrackedCboe S&P 500 Buffer Protect Index April
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$31.66
Year Range$28.99 - $34.17
EMA (50)$30.96
EMA (200)$31.44
Average Volume$8.23K

BAPRShare Price Chart


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BAPRPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - April in Apr 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,412 for a total return of roughly 24.12%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.45%
-1.91%
BAPR (Innovator U.S. Equity Buffer ETF - April)
Benchmark (^GSPC)

BAPRCompare to other instruments

Search for stocks, ETFs, and funds to compare with BAPR

BAPRReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M3.77%4.53%
6M-1.32%-4.37%
YTD-6.04%-17.31%
1Y-3.39%-13.16%
5Y6.05%8.89%
10Y6.05%8.89%

BAPRMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.23%-1.30%4.24%-6.52%0.39%-6.03%6.80%-2.77%-6.42%5.78%3.91%-1.83%
20210.05%0.84%0.45%3.05%0.86%1.45%0.95%1.37%-1.92%3.30%-0.70%2.33%
20200.08%-6.53%-4.98%7.23%2.99%0.70%2.24%1.96%-0.72%-0.85%4.08%0.58%
20192.26%-4.86%5.27%1.21%-1.34%1.57%1.38%2.96%1.91%

BAPRSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Innovator U.S. Equity Buffer ETF - April Sharpe ratio is -0.25. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.25
-0.59
BAPR (Innovator U.S. Equity Buffer ETF - April)
Benchmark (^GSPC)

BAPRDividend History


Innovator U.S. Equity Buffer ETF - April doesn't pay dividends

BAPRDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-8.21%
-17.83%
BAPR (Innovator U.S. Equity Buffer ETF - April)
Benchmark (^GSPC)

BAPRWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - April. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Innovator U.S. Equity Buffer ETF - April is 23.91%, recorded on Mar 20, 2020. It took 108 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.91%Feb 20, 202022Mar 20, 2020108Aug 24, 2020130
-15.17%Apr 5, 2022132Oct 12, 2022
-7.85%Jul 25, 201922Aug 23, 201975Dec 12, 201997
-5.95%Jan 5, 202247Mar 14, 20228Mar 24, 202255
-5.12%May 1, 201923Jun 3, 201913Jun 20, 201936
-2.69%May 10, 20213May 12, 202111May 27, 202114
-2.63%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-2.45%Sep 7, 202120Oct 4, 202110Oct 18, 202130
-2.28%Aug 31, 202017Sep 23, 202012Oct 9, 202029
-1.81%Nov 17, 202112Dec 3, 20215Dec 10, 202117

BAPRVolatility Chart

Current Innovator U.S. Equity Buffer ETF - April volatility is 14.04%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
14.04%
23.28%
BAPR (Innovator U.S. Equity Buffer ETF - April)
Benchmark (^GSPC)