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Innovator U.S. Equity Buffer ETF - June (BJUN)

ETF · Currency in USD · Last updated Mar 24, 2023

BJUN is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index June. BJUN launched on Jun 3, 2019 and has a 0.79% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - June in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,334 for a total return of roughly 23.34%. All prices are adjusted for splits and dividends.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
23.34%
43.11%
BJUN (Innovator U.S. Equity Buffer ETF - June)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Return

Innovator U.S. Equity Buffer ETF - June had a return of 2.44% year-to-date (YTD) and -8.24% in the last 12 months. Over the past 10 years, Innovator U.S. Equity Buffer ETF - June had an annualized return of 5.70%, while the S&P 500 had an annualized return of 9.94%, indicating that Innovator U.S. Equity Buffer ETF - June did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-1.99%-3.20%
Year-To-Date2.44%2.84%
6 months4.07%4.19%
1 year-8.24%-12.48%
5 years (annualized)5.70%9.94%
10 years (annualized)5.70%9.94%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.18%-1.35%
2022-6.89%5.91%4.01%-3.93%

Sharpe 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 - June Sharpe ratio is -0.53. 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.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.53
-0.54
BJUN (Innovator U.S. Equity Buffer ETF - June)
Benchmark (^GSPC)

Dividend History


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

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-9.67%
-17.68%
BJUN (Innovator U.S. Equity Buffer ETF - June)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - June. 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 - June is 22.70%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.7%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-16.69%Mar 30, 2022138Oct 14, 2022
-6.65%Jan 5, 202243Mar 8, 202215Mar 29, 202258
-4.05%Jul 29, 201920Aug 23, 201936Oct 15, 201956
-4.01%Oct 13, 202014Oct 30, 20205Nov 6, 202019
-3.68%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-2.65%Sep 2, 202122Oct 4, 202111Oct 19, 202133
-2.16%Nov 17, 202112Dec 3, 20215Dec 10, 202117
-1.87%Jul 13, 20215Jul 19, 20214Jul 23, 20219
-1.54%Jan 22, 20216Jan 29, 20215Feb 5, 202111

Volatility Chart

Current Innovator U.S. Equity Buffer ETF - June volatility is 11.64%. 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%NovemberDecember2023FebruaryMarch
11.64%
19.59%
BJUN (Innovator U.S. Equity Buffer ETF - June)
Benchmark (^GSPC)