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Innovator U.S. Equity Buffer ETF - October (BOCT)

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

BOCT is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index October. BOCT launched on Oct 1, 2018 and has a 0.79% expense ratio.

ETF Info

ISINUS45782C7719
CUSIP45782C771
IssuerInnovator
Inception DateOct 1, 2018
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.79%
Index TrackedCboe S&P 500 Buffer Protect Index October
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$33.03
Year Range$29.70 - $34.41
EMA (50)$32.05
EMA (200)$32.10
Average Volume$18.36K

BOCTShare Price Chart


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BOCTPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - October in Oct 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,470 for a total return of roughly 34.70%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2023
3.50%
-1.36%
BOCT (Innovator U.S. Equity Buffer ETF - October)
Benchmark (^GSPC)

BOCTCompare to other instruments

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

BOCTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD4.09%4.62%
1M4.36%4.48%
6M5.02%1.26%
1Y-0.33%-8.66%
5Y7.18%7.55%
10Y7.18%7.55%

BOCTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.43%-1.54%2.53%-6.26%0.56%-5.17%5.72%-1.40%-5.77%5.25%4.13%-3.08%
2021-1.20%1.92%3.10%1.63%0.85%0.84%0.43%0.46%0.34%3.98%-0.85%2.64%
20200.05%-6.21%-8.94%9.46%4.08%1.45%3.67%3.61%0.29%-2.33%7.89%2.31%
20196.13%2.33%0.81%3.29%-4.09%4.14%0.76%-1.11%0.12%1.49%2.54%1.50%
2018-4.60%1.22%-7.07%

BOCTSharpe 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 - October Sharpe ratio is -0.02. 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
-0.02
-0.36
BOCT (Innovator U.S. Equity Buffer ETF - October)
Benchmark (^GSPC)

BOCTDividend History

Innovator U.S. Equity Buffer ETF - October granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM2022202120202019
Dividend$0.00$0.00$0.00$0.00$0.05

Dividend yield

0.00%0.00%0.00%0.00%0.20%

BOCTMonthly Dividends

The table displays the monthly dividend distributions for Innovator U.S. Equity Buffer ETF - October. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.05$0.00

BOCTDrawdowns 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
-4.59%
-16.25%
BOCT (Innovator U.S. Equity Buffer ETF - October)
Benchmark (^GSPC)

BOCTWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - October. 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 - October is 24.54%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.54%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-14.29%Jan 5, 2022113Jun 16, 2022
-13.6%Oct 3, 201857Dec 24, 201875Apr 12, 2019132
-5.15%Oct 13, 202014Oct 30, 20205Nov 6, 202019
-4.63%Jul 29, 201951Oct 8, 201920Nov 7, 201971
-4.13%May 1, 201923Jun 3, 201913Jun 20, 201936
-3.81%Sep 3, 202014Sep 23, 20205Sep 30, 202019
-2.54%Nov 17, 202110Dec 1, 20217Dec 10, 202117
-2.33%Jan 27, 20213Jan 29, 20214Feb 4, 20217
-1.85%May 10, 20213May 12, 202110May 26, 202113

BOCTVolatility Chart

Current Innovator U.S. Equity Buffer ETF - October volatility is 11.44%. 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
11.44%
17.05%
BOCT (Innovator U.S. Equity Buffer ETF - October)
Benchmark (^GSPC)