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Innovator U.S. Equity Buffer ETF - March (BMAR)

ETF · Currency in USD · Last updated Jan 25, 2023

BMAR is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index March Series. BMAR launched on Mar 2, 2020 and has a 0.79% expense ratio.

ETF Info

IssuerInnovator
Inception DateMar 2, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.79%
Index TrackedCboe S&P 500 Buffer Protect Index March Series
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$33.27
Year Range$30.11 - $35.43
EMA (50)$32.43
EMA (200)$32.61
Average Volume$4.49K

BMARShare Price Chart


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BMARPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - March in Mar 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,441 for a total return of roughly 24.41%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2023
1.57%
-1.36%
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

BMARCompare to other instruments

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

BMARReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD3.37%4.62%
1M3.43%4.48%
6M3.70%1.26%
1Y-1.30%-8.66%
5Y7.83%9.48%
10Y7.83%9.48%

BMARMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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%
20210.15%1.08%3.73%2.97%0.83%1.56%1.02%1.27%-1.81%3.24%-0.51%2.22%
2020-11.77%9.33%3.09%1.14%3.02%2.44%-0.55%-1.61%5.64%1.05%

BMARSharpe 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 - March Sharpe ratio is -0.08. 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.


-0.80-0.60-0.40-0.200.000.20AugustSeptemberOctoberNovemberDecember2023
-0.08
-0.36
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

BMARDividend History


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

BMARDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-6.10%
-16.25%
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)

BMARWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - March. 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 - March is 21.43%, recorded on Mar 23, 2020. It took 50 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.43%Mar 5, 202013Mar 23, 202050Jun 3, 202063
-15.02%Mar 30, 2022136Oct 12, 2022
-4.88%Jun 9, 20203Jun 11, 202023Jul 15, 202026
-4.85%Jan 5, 202234Feb 23, 202217Mar 18, 202251
-3.75%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-3.54%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-2.53%May 10, 20213May 12, 202114Jun 2, 202117
-2.43%Mar 2, 20213Mar 4, 20214Mar 10, 20217
-2.21%Sep 7, 202120Oct 4, 20219Oct 15, 202129
-1.9%Mar 3, 20201Mar 3, 20201Mar 4, 20202

BMARVolatility Chart

Current Innovator U.S. Equity Buffer ETF - March volatility is 8.98%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2023
8.98%
17.05%
BMAR (Innovator U.S. Equity Buffer ETF - March)
Benchmark (^GSPC)