PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Innovator Emerging Markets Power Buffer ETF - Apri...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerInnovator
Inception DateApr 1, 2021
RegionEmerging Markets (Broad)
CategoryVolatility Hedged Equity, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Expense Ratio

The Innovator Emerging Markets Power Buffer ETF - April has a high expense ratio of 0.89%, indicating higher-than-average management fees.


Expense ratio chart for EAPR: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

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.


Innovator Emerging Markets Power Buffer ETF - April

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Emerging Markets Power Buffer ETF - April, 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%20.00%NovemberDecember2024FebruaryMarchApril
4.34%
19.37%
EAPR (Innovator Emerging Markets Power Buffer ETF - April)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator Emerging Markets Power Buffer ETF - April had a return of -1.18% year-to-date (YTD) and 3.07% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.18%6.30%
1 month-0.86%-3.13%
6 months4.33%19.37%
1 year3.07%22.56%
5 years (annualized)N/A11.65%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.20%1.57%1.54%
2023-1.87%-1.64%4.04%2.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EAPR is 26, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of EAPR is 2626
Innovator Emerging Markets Power Buffer ETF - April(EAPR)
The Sharpe Ratio Rank of EAPR is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of EAPR is 2424Sortino Ratio Rank
The Omega Ratio Rank of EAPR is 2323Omega Ratio Rank
The Calmar Ratio Rank of EAPR is 3636Calmar Ratio Rank
The Martin Ratio Rank of EAPR is 2424Martin 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 Emerging Markets Power Buffer ETF - April (EAPR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EAPR
Sharpe ratio
The chart of Sharpe ratio for EAPR, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.000.28
Sortino ratio
The chart of Sortino ratio for EAPR, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.000.49
Omega ratio
The chart of Omega ratio for EAPR, currently valued at 1.05, compared to the broader market1.001.502.001.05
Calmar ratio
The chart of Calmar ratio for EAPR, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.000.31
Martin ratio
The chart of Martin ratio for EAPR, currently valued at 0.73, compared to the broader market0.0010.0020.0030.0040.0050.000.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.0010.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Sharpe Ratio

The current Innovator Emerging Markets Power Buffer ETF - April Sharpe ratio is 0.28. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.28
1.92
EAPR (Innovator Emerging Markets Power Buffer ETF - April)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator Emerging Markets Power Buffer ETF - April doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.52%
-3.50%
EAPR (Innovator Emerging Markets Power Buffer ETF - April)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Emerging Markets Power Buffer ETF - April. 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 Emerging Markets Power Buffer ETF - April was 17.65%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Innovator Emerging Markets Power Buffer ETF - April drawdown is 3.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.65%Jun 28, 2021335Oct 24, 2022
-2.62%Apr 29, 202111May 13, 202111May 28, 202122
-1.24%Jun 3, 202114Jun 22, 20213Jun 25, 202117
-1.13%Apr 7, 20214Apr 12, 20219Apr 23, 202113
-0.27%Apr 27, 20211Apr 27, 20211Apr 28, 20212

Volatility

Volatility Chart

The current Innovator Emerging Markets Power Buffer ETF - April volatility is 2.13%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.13%
3.58%
EAPR (Innovator Emerging Markets Power Buffer ETF - April)
Benchmark (^GSPC)