PortfoliosLab logo

Innovator U.S. Equity Buffer ETF - December (BDEC)

ETF · Currency in USD · Last updated Dec 8, 2022

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

ETF Info

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

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$32.49
Year Range$29.53 - $35.34
EMA (50)$31.92
EMA (200)$32.25
Average Volume$56.53K

BDECShare Price Chart


Loading data...

BDECPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - December in Dec 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,363 for a total return of roughly 23.63%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.61%
-2.08%
BDEC (Innovator U.S. Equity Buffer ETF - December)
Benchmark (^GSPC)

BDECCompare to other instruments

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

BDECReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.02%4.33%
6M0.37%-5.45%
YTD-7.78%-17.46%
1Y-5.14%-14.32%
5Y7.29%8.06%
10Y7.29%8.06%

BDECMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.45%-2.08%2.84%-6.69%0.72%-5.45%6.38%-1.95%-6.83%7.07%5.25%-2.53%
2021-1.00%1.96%3.40%2.01%1.11%1.12%0.51%0.84%-0.56%1.60%0.43%3.13%
20200.10%-6.37%-8.32%8.98%3.70%1.02%3.68%4.07%-1.43%-1.83%8.20%2.31%
20192.41%

BDECSharpe 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 - December Sharpe ratio is -0.36. 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.


-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.36
-0.67
BDEC (Innovator U.S. Equity Buffer ETF - December)
Benchmark (^GSPC)

BDECDividend History


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

BDECDrawdowns 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
-8.06%
-17.98%
BDEC (Innovator U.S. Equity Buffer ETF - December)
Benchmark (^GSPC)

BDECWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - December. 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 - December is 25.60%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.6%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-16.44%Jan 5, 2022194Oct 12, 2022
-4.64%Oct 13, 202012Oct 28, 20207Nov 6, 202019
-4.28%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-2.61%Jan 21, 20217Jan 29, 20216Feb 8, 202113
-2.43%Feb 25, 20216Mar 4, 20215Mar 11, 202111
-2.24%May 10, 20213May 12, 202111May 27, 202114
-2%Jan 21, 20209Jan 31, 20204Feb 6, 202013
-2%Dec 13, 20216Dec 20, 20213Dec 23, 20219
-1.29%Jul 8, 20218Jul 19, 20214Jul 23, 202112

BDECVolatility Chart

Current Innovator U.S. Equity Buffer ETF - December volatility is 19.71%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
19.71%
22.83%
BDEC (Innovator U.S. Equity Buffer ETF - December)
Benchmark (^GSPC)