PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Innovator Laddered Fund of U.S. Equity Power Buffe...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45783G1022

CUSIP

45783Y814

Issuer

Innovator

Inception Date

Oct 20, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Refinitiv Laddered Power Buffer Strategy Index

Asset Class

Equity

Asset Class Size

Large-Cap

Expense Ratio

BUFF has a high expense ratio of 0.99%, indicating higher-than-average management fees.


Expense ratio chart for BUFF: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
BUFF vs. BUFR BUFF vs. BUFD BUFF vs. SPCIX BUFF vs. MAFIX BUFF vs. SPCX BUFF vs. SPY BUFF vs. DGRW BUFF vs. JPST BUFF vs. VOO BUFF vs. SPYC
Popular comparisons:
BUFF vs. BUFR BUFF vs. BUFD BUFF vs. SPCIX BUFF vs. MAFIX BUFF vs. SPCX BUFF vs. SPY BUFF vs. DGRW BUFF vs. JPST BUFF vs. VOO BUFF vs. SPYC

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
8.53%
BUFF (Innovator Laddered Fund of U.S. Equity Power Buffer ETF)
Benchmark (^GSPC)

Returns By Period

Innovator Laddered Fund of U.S. Equity Power Buffer ETF had a return of 12.20% year-to-date (YTD) and 12.79% in the last 12 months.


BUFF

YTD

12.20%

1M

0.31%

6M

5.03%

1Y

12.79%

5Y*

3.10%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.95%2.00%1.14%-0.91%2.41%1.22%0.79%1.09%1.01%0.02%2.31%12.20%
20233.23%-0.87%2.05%0.89%0.38%4.18%1.82%-0.34%-2.50%-1.40%6.01%2.24%16.51%
2022-1.39%-0.99%1.96%-4.60%0.32%-3.50%4.53%-1.50%-4.61%4.95%3.05%-2.16%-4.44%
2021-0.53%1.26%1.95%0.97%0.39%0.82%0.40%0.57%-0.86%2.06%-0.54%1.64%8.37%
2020-3.87%-9.28%-26.42%5.24%11.86%5.18%1.38%2.85%-0.66%-1.04%4.37%1.15%-14.00%
20197.03%3.79%1.79%2.33%-0.90%3.19%1.22%2.14%1.69%-0.51%0.09%5.35%30.51%
20184.05%-3.74%-1.92%-2.19%0.50%-3.25%3.22%1.78%-0.86%-2.59%4.30%-7.53%-8.59%
20171.62%1.52%1.09%0.78%2.91%-0.65%1.17%0.59%0.48%1.54%3.50%-1.46%13.77%
2016-1.38%12.72%0.71%11.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, BUFF is among the top 5% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BUFF is 9595
Overall Rank
The Sharpe Ratio Rank of BUFF is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFF is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BUFF is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BUFF is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BUFF is 9797
Martin 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 Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BUFF, currently valued at 2.70, compared to the broader market0.002.004.002.702.10
The chart of Sortino ratio for BUFF, currently valued at 3.93, compared to the broader market-2.000.002.004.006.008.0010.003.932.80
The chart of Omega ratio for BUFF, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.001.551.39
The chart of Calmar ratio for BUFF, currently valued at 4.12, compared to the broader market0.005.0010.0015.004.123.09
The chart of Martin ratio for BUFF, currently valued at 24.01, compared to the broader market0.0020.0040.0060.0080.00100.0024.0113.49
BUFF
^GSPC

The current Innovator Laddered Fund of U.S. Equity Power Buffer ETF Sharpe ratio is 2.70. 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 Laddered Fund of U.S. Equity Power Buffer ETF 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.70
2.10
BUFF (Innovator Laddered Fund of U.S. Equity Power Buffer ETF)
Benchmark (^GSPC)

Dividends

Dividend History

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


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.00$0.00$0.00$0.00$0.59$0.65$0.52$0.50$0.05

Dividend yield

0.00%0.00%0.00%0.00%1.78%1.68%1.74%1.55%0.18%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Laddered Fund of U.S. Equity Power Buffer ETF. 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$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$0.34$0.00$0.00$0.19$0.07$0.00$0.00$0.00$0.00$0.00$0.59
2019$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.13$0.65
2018$0.00$0.00$0.07$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.18$0.52
2017$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.13$0.50
2016$0.05$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%JulyAugustSeptemberOctoberNovemberDecember
-0.75%
-2.62%
BUFF (Innovator Laddered Fund of U.S. Equity Power Buffer ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Laddered Fund of U.S. Equity Power Buffer ETF. 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 Laddered Fund of U.S. Equity Power Buffer ETF was 46.23%, occurring on Mar 23, 2020. Recovery took 941 trading sessions.

The current Innovator Laddered Fund of U.S. Equity Power Buffer ETF drawdown is 0.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.23%Jan 21, 202044Mar 23, 2020941Dec 18, 2023985
-17.59%Jan 24, 2018231Dec 24, 2018101May 21, 2019332
-3.66%Dec 9, 201615Dec 30, 201616Jan 25, 201731
-3.55%Jul 11, 201918Aug 5, 201910Aug 19, 201928
-3.51%Sep 27, 201945Dec 3, 20197Dec 12, 201952

Volatility

Volatility Chart

The current Innovator Laddered Fund of U.S. Equity Power Buffer ETF volatility is 1.36%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.36%
3.79%
BUFF (Innovator Laddered Fund of U.S. Equity Power Buffer ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab