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

ETF · Currency in USD · Last updated Jun 25, 2022

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$32.20
Year Range$31.30 - $37.45
EMA (50)$33.52
EMA (200)$35.08
Average Volume$32.97K

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 on Jan 3, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,649 for a total return of roughly 36.49%. All prices are adjusted for splits and dividends.


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

BJANReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.27%-0.75%
YTD-11.77%-17.93%
6M-11.70%-17.23%
1Y-7.97%-7.78%
5Y9.36%13.61%
10Y9.36%13.61%

BJANMonthly Returns Heatmap


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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 -0.60. 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.


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.


PeriodTTM202120202019
Dividend$0.00$0.00$0.00$1.36

Dividend yield

0.00%0.00%0.00%4.66%

BJANDrawdowns Chart

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


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
-16.42%Jan 5, 2022113Jun 16, 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 28.98%. 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.


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

Portfolios with Innovator U.S. Equity Buffer ETF - January


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