Innovator U.S. Equity Buffer ETF - May (BMAY)
BMAY is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index May Series. BMAY launched on May 1, 2020 and has a 0.79% expense ratio.
ETF Info
May 1, 2020
North America (U.S.)
1x
Cboe S&P 500 Buffer Protect Index May Series
Large-Cap
Blend
Expense Ratio
BMAY has an expense ratio of 0.79%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Innovator U.S. Equity Buffer ETF - May (BMAY) returned -1.21% year-to-date (YTD) and 8.33% over the past 12 months.
BMAY
-1.21%
5.65%
-1.10%
8.33%
9.01%
N/A
^GSPC (Benchmark)
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
Monthly Returns
The table below presents the monthly returns of BMAY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.59% | -0.02% | -3.13% | -0.58% | 0.99% | -1.21% | |||||||
| 2024 | 1.41% | 2.66% | 0.98% | 0.73% | 3.46% | 2.36% | 0.84% | 1.82% | 1.21% | -0.17% | 2.92% | -0.56% | 19.06% |
| 2023 | 3.83% | -1.20% | 1.58% | -0.18% | 0.47% | 4.82% | 1.86% | -0.55% | -3.46% | -1.52% | 7.03% | 3.39% | 16.73% |
| 2022 | -2.29% | -1.93% | 3.04% | -7.79% | 0.13% | -6.12% | 6.70% | -2.72% | -6.95% | 6.09% | 3.74% | -3.87% | -12.54% |
| 2021 | -0.64% | 1.57% | 1.18% | 0.45% | 0.79% | 1.47% | 1.44% | 1.66% | -2.55% | 4.09% | -0.84% | 2.73% | 11.76% |
| 2020 | 5.56% | 1.06% | 2.82% | 3.05% | -1.19% | -1.39% | 5.62% | 1.28% | 17.82% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BMAY is 73, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - May (BMAY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - May. 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 - May was 17.66%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Innovator U.S. Equity Buffer ETF - May drawdown is 3.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.66% | Jan 5, 2022 | 196 | Oct 14, 2022 | 292 | Dec 13, 2023 | 488 |
| -12.75% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -5.16% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -4.87% | Jun 9, 2020 | 3 | Jun 11, 2020 | 25 | Jul 17, 2020 | 28 |
| -3.7% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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