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

ETF · Currency in USD · Last updated Aug 11, 2022

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$30.73
Year Range$27.64 - $33.29
EMA (50)$29.64
EMA (200)$30.71
Average Volume$29.73K

BMAYShare Price Chart


Chart placeholderClick Calculate to get results

BMAYPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - May in May 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,198 for a total return of roughly 21.98%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-3.77%
-4.35%
BMAY (Innovator U.S. Equity Buffer ETF - May)
Benchmark (^GSPC)

BMAYReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M6.10%7.97%
6M-5.51%-6.88%
YTD-7.36%-11.66%
1Y-3.10%-5.01%
5Y9.13%19.08%
10Y9.13%19.08%

BMAYMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.29%-1.93%3.04%-7.79%0.13%-6.12%6.70%1.44%
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%
20205.56%1.06%2.82%3.05%-1.19%-1.39%5.62%1.28%

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 -0.23. 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.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.23
-0.25
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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-7.69%
-12.22%
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 16.97%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.97%Jan 5, 2022113Jun 16, 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 13.25%. 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%MarchAprilMayJuneJulyAugust
13.25%
16.23%
BMAY (Innovator U.S. Equity Buffer ETF - May)
Benchmark (^GSPC)