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

ETF Info

IssuerInnovator
Inception DateMar 2, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Index TrackedCboe S&P 500 Buffer Protect Index March Series
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Innovator U.S. Equity Buffer ETF - March 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

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

Innovator U.S. Equity Buffer ETF - March

Popular comparisons: BMAR vs. PMAR, BMAR vs. SPY, BMAR vs. IVW, BMAR vs. PVAL

Performance

Performance Chart

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


30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
55.63%
69.84%
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator U.S. Equity Buffer ETF - March had a return of 5.05% year-to-date (YTD) and 22.63% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.05%10.04%
1 month2.34%3.53%
6 months14.79%22.79%
1 year22.63%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.45%1.37%
2023-0.42%-3.30%-1.67%7.48%3.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - March (BMAR) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BMAR
Innovator U.S. Equity Buffer ETF - March
2.90
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Innovator U.S. Equity Buffer ETF - March Sharpe ratio is 2.90. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.90
2.76
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

Dividends

Dividend History


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

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - March. 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 - March was 21.43%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.43%Mar 5, 202013Mar 23, 202050Jun 3, 202063
-15.02%Mar 30, 2022136Oct 12, 2022150May 18, 2023286
-6.8%Jul 31, 202364Oct 27, 202312Nov 14, 202376
-4.88%Jun 9, 20203Jun 11, 202023Jul 15, 202026
-4.85%Jan 5, 202234Feb 23, 202217Mar 18, 202251

Volatility

Volatility Chart

The current Innovator U.S. Equity Buffer ETF - March volatility is 1.96%, 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%OctoberNovemberDecember2024FebruaryMarch
1.96%
2.82%
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)