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Innovator U.S. Equity Buffer ETF - January (BJAN)

ETF · Currency in USD · Last updated Jan 27, 2023

BJAN is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index January. BJAN launched on Jan 2, 2019 and has a 0.79% expense ratio.

ETF Info

ISINUS45782C4096
CUSIP45782C409
IssuerInnovator
Inception DateJan 2, 2019
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.79%
Index TrackedCboe S&P 500 Buffer Protect Index January
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$34.70
Year Range$30.94 - $36.64
EMA (50)$33.67
EMA (200)$33.88
Average Volume$49.01K

BJANShare Price Chart


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BJANPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - January in Jan 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,395 for a total return of roughly 43.95%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2023
1.22%
-1.41%
BJAN (Innovator U.S. Equity Buffer ETF - January)
Benchmark (^GSPC)

BJANCompare to other instruments

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

BJANReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD5.02%5.75%
1M4.89%5.61%
6M2.96%0.92%
1Y-1.06%-6.79%
5Y9.38%12.57%
10Y9.38%12.57%

BJANMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.54%-2.25%2.73%-6.35%0.66%-5.58%6.78%-2.30%-7.55%6.90%4.95%-5.02%
2021-1.10%1.64%3.71%2.40%1.34%1.10%0.67%1.13%-1.11%2.39%-0.13%1.12%
20200.03%-6.87%-8.89%9.64%3.43%1.26%4.17%3.85%-1.69%-1.09%6.91%2.70%
20196.07%2.41%1.36%2.77%-4.32%5.00%1.16%-1.15%1.57%1.84%1.85%0.82%

BJANSharpe 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 - January Sharpe ratio is -0.06. 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.


-1.00-0.80-0.60-0.40-0.200.00SeptemberOctoberNovemberDecember2023
-0.06
-0.28
BJAN (Innovator U.S. Equity Buffer ETF - January)
Benchmark (^GSPC)

BJANDividend 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.


PeriodTTM2022202120202019
Dividend$0.00$0.00$0.00$0.00$1.36

Dividend yield

0.00%0.00%0.00%0.00%4.66%

BJANMonthly 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
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

BJANDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-7.35%
-15.35%
BJAN (Innovator U.S. Equity Buffer ETF - January)
Benchmark (^GSPC)

BJANWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - January. 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 - January is 26.86%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.86%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-17.38%Jan 5, 2022194Oct 12, 2022
-4.69%Aug 31, 202018Sep 24, 202012Oct 12, 202030
-4.67%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-4.64%May 1, 201923Jun 3, 201912Jun 19, 201935
-4.07%Jul 29, 20196Aug 5, 201927Sep 12, 201933
-2.6%May 10, 20213May 12, 202112May 28, 202115
-2.56%Jan 22, 20216Jan 29, 20214Feb 4, 202110
-2.55%Sep 13, 201914Oct 2, 20199Oct 15, 201923
-2.41%Feb 16, 202113Mar 4, 20215Mar 11, 202118

BJANVolatility Chart

Current Innovator U.S. Equity Buffer ETF - January volatility is 11.46%. 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%SeptemberOctoberNovemberDecember2023
11.46%
16.79%
BJAN (Innovator U.S. Equity Buffer ETF - January)
Benchmark (^GSPC)