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Innovator U.S. Equity Buffer ETF - November (BNOV)

ETF · Currency in USD · Last updated May 25, 2022

BNOV is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index November. BNOV launched on Nov 1, 2019 and has a 0.79% expense ratio.

ETF Info

  • IssuerInnovator
  • Inception DateNov 1, 2019
  • RegionNorth America (U.S.)
  • CategoryVolatility Hedged Equity
  • Expense Ratio0.79%
  • Index TrackedCboe S&P 500 Buffer Protect Index November
  • Asset ClassEquity
  • Asset Class Size

    Large-Cap
  • Asset Class Style

    Blend

Trading Data

  • Previous Close$29.31
  • Year Range$29.11 - $33.07
  • EMA (50)$30.52
  • EMA (200)$31.38
  • Average Volume$9.46K

BNOVShare Price Chart


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BNOVPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - November on Nov 4, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,410 for a total return of roughly 14.10%. All prices are adjusted for splits and dividends.


BNOV (Innovator U.S. Equity Buffer ETF - November)
Benchmark (^GSPC)

BNOVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-4.84%-7.73%
YTD-11.04%-17.30%
6M-9.84%-15.83%
1Y-6.34%-5.16%
5Y5.30%10.32%
10Y5.30%10.32%

BNOVMonthly Returns Heatmap


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BNOVSharpe 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 - November Sharpe ratio is -0.57. 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.


BNOV (Innovator U.S. Equity Buffer ETF - November)
Benchmark (^GSPC)

BNOVDividend History


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

BNOVDrawdowns Chart

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


BNOV (Innovator U.S. Equity Buffer ETF - November)
Benchmark (^GSPC)

BNOVWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - November. 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 - November is 24.66%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.66%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-11.97%Jan 5, 202295May 20, 2022
-4.78%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-4.13%Sep 3, 202014Sep 23, 202011Oct 8, 202025
-2.88%Nov 8, 202117Dec 1, 20215Dec 8, 202122
-2.13%Jan 21, 20217Jan 29, 20215Feb 5, 202112
-1.88%Feb 25, 20216Mar 4, 20213Mar 9, 20219
-1.81%Dec 13, 20216Dec 20, 20213Dec 23, 20219
-1.78%May 10, 20213May 12, 202112May 28, 202115
-1.6%Jan 23, 20207Jan 31, 20203Feb 5, 202010

BNOVVolatility Chart

Current Innovator U.S. Equity Buffer ETF - November volatility is 20.78%. 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.


BNOV (Innovator U.S. Equity Buffer ETF - November)
Benchmark (^GSPC)

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