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

ETF Info

ISINUS45782C4096
CUSIP45782C409
IssuerInnovator
Inception DateJan 2, 2019
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Index TrackedCboe S&P 500 Buffer Protect Index January
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

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Innovator U.S. Equity Buffer ETF - January

Popular comparisons: BJAN vs. VTI, BJAN vs. VOO, BJAN vs. BUFR

Performance

Performance Chart

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


50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2024FebruaryMarchApril
77.03%
101.25%
BJAN (Innovator U.S. Equity Buffer ETF - January)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator U.S. Equity Buffer ETF - January had a return of 4.44% year-to-date (YTD) and 20.14% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.44%5.90%
1 month-0.47%-1.28%
6 months13.99%15.51%
1 year20.14%21.68%
5 years (annualized)9.60%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.40%3.36%1.68%
2023-4.05%-2.07%8.62%4.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BJAN is 90, placing it in the top 10% 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 BJAN is 9090
Innovator U.S. Equity Buffer ETF - January(BJAN)
The Sharpe Ratio Rank of BJAN is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of BJAN is 9191Sortino Ratio Rank
The Omega Ratio Rank of BJAN is 9090Omega Ratio Rank
The Calmar Ratio Rank of BJAN is 9393Calmar Ratio Rank
The Martin Ratio Rank of BJAN is 8686Martin 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 - January (BJAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BJAN
Sharpe ratio
The chart of Sharpe ratio for BJAN, currently valued at 2.25, compared to the broader market-1.000.001.002.003.004.005.002.25
Sortino ratio
The chart of Sortino ratio for BJAN, currently valued at 3.32, compared to the broader market-2.000.002.004.006.008.003.32
Omega ratio
The chart of Omega ratio for BJAN, currently valued at 1.41, compared to the broader market1.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for BJAN, currently valued at 2.52, compared to the broader market0.002.004.006.008.0010.0012.002.52
Martin ratio
The chart of Martin ratio for BJAN, currently valued at 10.29, compared to the broader market0.0020.0040.0060.0080.0010.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Innovator U.S. Equity Buffer ETF - January Sharpe ratio is 2.25. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.25
1.89
BJAN (Innovator U.S. Equity Buffer ETF - January)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator U.S. Equity Buffer ETF - January granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$1.36

Dividend yield

0.00%0.00%0.00%0.00%0.00%4.66%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator U.S. Equity Buffer ETF - January. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$1.36$0.00

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
-2.00%
-3.86%
BJAN (Innovator U.S. Equity Buffer ETF - January)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - January. 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 - January was 26.86%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Innovator U.S. Equity Buffer ETF - January drawdown is 2.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.86%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-17.38%Jan 5, 2022194Oct 12, 2022179Jun 30, 2023373
-8.1%Jul 31, 202364Oct 27, 202313Nov 15, 202377
-4.69%Aug 31, 202018Sep 24, 202012Oct 12, 202030
-4.67%Oct 13, 202012Oct 28, 20208Nov 9, 202020

Volatility

Volatility Chart

The current Innovator U.S. Equity Buffer ETF - January volatility is 1.83%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.83%
3.39%
BJAN (Innovator U.S. Equity Buffer ETF - January)
Benchmark (^GSPC)