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

ETF Info

Issuer

Innovator

Inception Date

Mar 2, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Cboe S&P 500 Buffer Protect Index March Series

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BMAR features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for BMAR: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.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 for a quick comparison or use the comparison tool for more options.


Popular comparisons:
BMAR vs. PMAR BMAR vs. PVAL BMAR vs. SPY BMAR vs. IVW BMAR vs. POCT BMAR vs. JEPQ
Popular comparisons:
BMAR vs. PMAR BMAR vs. PVAL BMAR vs. SPY BMAR vs. IVW BMAR vs. POCT BMAR vs. JEPQ

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.14%
8.53%
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

Returns By Period

Innovator U.S. Equity Buffer ETF - March had a return of 16.64% year-to-date (YTD) and 17.26% in the last 12 months.


BMAR

YTD

16.64%

1M

0.54%

6M

7.14%

1Y

17.26%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of BMAR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.45%1.37%2.29%-2.51%3.50%2.69%0.86%1.96%1.41%-0.30%3.64%16.64%
20233.98%1.17%2.39%1.56%0.54%4.86%1.67%-0.42%-3.30%-1.67%7.48%3.16%23.09%
2022-0.90%-0.39%2.50%-6.49%0.60%-6.15%6.77%-2.65%-6.17%5.75%3.48%-2.51%-7.06%
20210.15%1.08%3.73%2.97%0.83%1.57%1.02%1.27%-1.81%3.24%-0.51%2.22%16.80%
2020-11.77%9.33%3.09%1.14%3.02%2.44%-0.55%-1.61%5.64%1.05%10.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, BMAR is among the top 11% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BMAR is 8989
Overall Rank
The Sharpe Ratio Rank of BMAR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BMAR is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BMAR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of BMAR is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BMAR is 8989
Martin 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 - March (BMAR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BMAR, currently valued at 2.34, compared to the broader market0.002.004.002.342.10
The chart of Sortino ratio for BMAR, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.0010.003.182.80
The chart of Omega ratio for BMAR, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.481.39
The chart of Calmar ratio for BMAR, currently valued at 3.25, compared to the broader market0.005.0010.0015.003.253.09
The chart of Martin ratio for BMAR, currently valued at 15.27, compared to the broader market0.0020.0040.0060.0080.00100.0015.2713.49
BMAR
^GSPC

The current Innovator U.S. Equity Buffer ETF - March Sharpe ratio is 2.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator U.S. Equity Buffer ETF - March with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.34
2.10
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.06%
-2.62%
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.

The current Innovator U.S. Equity Buffer ETF - March drawdown is 1.06%.


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
-5.48%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-4.88%Jun 9, 20203Jun 11, 202023Jul 15, 202026

Volatility

Volatility Chart

The current Innovator U.S. Equity Buffer ETF - March volatility is 1.91%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.91%
3.79%
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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