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Innovator U.S. Equity Buffer ETF - October (BOCT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS45782C7719
CUSIP45782C771
IssuerInnovator
Inception DateOct 1, 2018
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Leveraged1x
Index TrackedCboe S&P 500 Buffer Protect Index October
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BOCT features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for BOCT: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: BOCT vs. IVW, BOCT vs. VOO, BOCT vs. POCT, BOCT vs. SVOL, BOCT vs. SCHG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Equity Buffer ETF - October, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.70%
14.79%
BOCT (Innovator U.S. Equity Buffer ETF - October)
Benchmark (^GSPC)

Returns By Period

Innovator U.S. Equity Buffer ETF - October had a return of 13.13% year-to-date (YTD) and 21.02% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date13.13%25.70%
1 month2.30%3.51%
6 months6.69%14.80%
1 year21.02%37.91%
5 years (annualized)11.31%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

The table below presents the monthly returns of BOCT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.27%2.49%1.35%-0.95%2.56%1.14%0.60%0.91%0.57%-0.57%13.13%
20235.10%-1.59%2.92%1.36%0.73%5.42%2.01%0.00%-4.36%-1.49%6.81%3.00%21.13%
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%-8.13%
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%14.97%
20200.05%-6.21%-8.94%9.46%4.08%1.45%3.67%3.61%0.29%-2.33%7.89%2.31%14.70%
20196.13%2.33%0.81%3.29%-4.09%4.14%0.76%-1.11%0.12%1.49%2.54%1.50%19.03%
2018-4.60%1.22%-7.07%-10.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BOCT is 96, placing it in the top 4% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BOCT is 9696
Combined Rank
The Sharpe Ratio Rank of BOCT is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of BOCT is 9696Sortino Ratio Rank
The Omega Ratio Rank of BOCT is 9797Omega Ratio Rank
The Calmar Ratio Rank of BOCT is 9595Calmar Ratio Rank
The Martin Ratio Rank of BOCT is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - October (BOCT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BOCT
Sharpe ratio
The chart of Sharpe ratio for BOCT, currently valued at 3.52, compared to the broader market-2.000.002.004.003.52
Sortino ratio
The chart of Sortino ratio for BOCT, currently valued at 5.30, compared to the broader market-2.000.002.004.006.008.0010.0012.005.30
Omega ratio
The chart of Omega ratio for BOCT, currently valued at 1.86, compared to the broader market1.001.502.002.503.001.86
Calmar ratio
The chart of Calmar ratio for BOCT, currently valued at 6.02, compared to the broader market0.005.0010.0015.006.02
Martin ratio
The chart of Martin ratio for BOCT, currently valued at 40.79, compared to the broader market0.0020.0040.0060.0080.00100.0040.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current Innovator U.S. Equity Buffer ETF - October Sharpe ratio is 3.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator U.S. Equity Buffer ETF - October with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.52
2.97
BOCT (Innovator U.S. Equity Buffer ETF - October)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator U.S. Equity Buffer ETF - October provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.05%0.10%0.15%0.20%$0.00$0.01$0.02$0.03$0.04$0.0520192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$0.05

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.20%

Monthly 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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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$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$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$0.00
2019$0.05$0.00$0.05

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
BOCT (Innovator U.S. Equity Buffer ETF - October)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - October. 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 - October was 24.54%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.54%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-14.29%Jan 5, 2022113Jun 16, 2022240Jun 1, 2023353
-13.6%Oct 3, 201857Dec 24, 201875Apr 12, 2019132
-7.44%Sep 15, 202331Oct 27, 202318Nov 22, 202349
-5.15%Oct 13, 202014Oct 30, 20205Nov 6, 202019

Volatility

Volatility Chart

The current Innovator U.S. Equity Buffer ETF - October volatility is 2.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.63%
3.92%
BOCT (Innovator U.S. Equity Buffer ETF - October)
Benchmark (^GSPC)