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Innovator U.S. Equity Buffer ETF - May (BMAY)

ETF · Currency in USD · Last updated Feb 4, 2023

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

IssuerInnovator
Inception DateMay 1, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.79%
Index TrackedCboe S&P 500 Buffer Protect Index May Series
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$30.47
Year Range$27.41 - $33.23
EMA (50)$29.58
EMA (200)$29.91
Average Volume$46.81K

BMAYShare Price Chart


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BMAYPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - May in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,097 for a total return of roughly 20.97%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
3.45%
4.27%
BMAY (Innovator U.S. Equity Buffer ETF - May)
Benchmark (^GSPC)

BMAYCompare to other instruments

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

BMAYReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.32%8.17%
YTD5.04%7.73%
6M0.20%-0.37%
1Y-7.02%-9.87%
5Y7.15%14.74%
10Y7.15%14.74%

BMAYMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.83%
2022-2.72%-6.95%6.09%3.74%-3.87%

BMAYSharpe 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 - May Sharpe ratio is -0.41. 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.


-0.90-0.80-0.70-0.60-0.50-0.40-0.30OctoberNovemberDecember2023February
-0.41
-0.41
BMAY (Innovator U.S. Equity Buffer ETF - May)
Benchmark (^GSPC)

BMAYDividend History


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

BMAYDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2023February
-8.46%
-13.76%
BMAY (Innovator U.S. Equity Buffer ETF - May)
Benchmark (^GSPC)

BMAYWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - May. 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 - May is 17.66%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.66%Jan 5, 2022196Oct 14, 2022
-4.87%Jun 9, 20203Jun 11, 202025Jul 17, 202028
-3.7%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-3.51%Aug 31, 202017Sep 23, 202012Oct 9, 202029
-3.01%Sep 7, 202120Oct 4, 202111Oct 19, 202131
-2.78%May 12, 20202May 13, 20203May 18, 20205
-2.77%May 10, 20213May 12, 202112May 28, 202115
-2.38%Jul 13, 20215Jul 19, 20215Jul 26, 202110
-2.3%Nov 17, 202112Dec 3, 20215Dec 10, 202117
-1.46%Dec 16, 20213Dec 20, 20213Dec 23, 20216

BMAYVolatility Chart

Current Innovator U.S. Equity Buffer ETF - May volatility is 10.53%. 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%OctoberNovemberDecember2023February
10.53%
16.33%
BMAY (Innovator U.S. Equity Buffer ETF - May)
Benchmark (^GSPC)