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Innovator Emerging Markets Power Buffer ETF Januar...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Innovator

Inception Date

Jan 1, 2020

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Emerging Markets Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

EJAN has an expense ratio of 0.89%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

Innovator Emerging Markets Power Buffer ETF January (EJAN) returned 5.18% year-to-date (YTD) and 4.65% over the past 12 months.


EJAN

YTD

5.18%

1M

5.40%

6M

0.45%

1Y

4.65%

5Y*

4.90%

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.02%0.57%1.10%0.17%2.23%5.18%
2024-3.10%2.41%1.72%0.21%1.11%1.74%0.76%0.74%3.50%-1.57%-2.67%-1.95%2.69%
20236.29%-5.05%2.66%-0.80%-1.59%3.12%4.55%-5.48%-2.36%-1.83%3.42%3.13%5.37%
2022-0.37%-1.80%-1.80%-2.92%0.91%-2.74%0.54%0.01%-8.44%-1.52%12.71%-1.66%-8.01%
2021-0.63%0.60%0.91%0.96%1.02%0.47%-2.90%1.03%-1.78%0.24%-1.40%0.03%-1.53%
2020-3.75%-2.59%-10.40%6.18%2.60%2.82%4.65%1.53%-0.37%0.43%4.91%5.23%10.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EJAN is 45, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EJAN is 4545
Overall Rank
The Sharpe Ratio Rank of EJAN is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of EJAN is 4444
Sortino Ratio Rank
The Omega Ratio Rank of EJAN is 4141
Omega Ratio Rank
The Calmar Ratio Rank of EJAN is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EJAN is 4242
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 Emerging Markets Power Buffer ETF January (EJAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Innovator Emerging Markets Power Buffer ETF January Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.40
  • 5-Year: 0.42
  • All Time: 0.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Innovator Emerging Markets Power Buffer ETF January compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Innovator Emerging Markets Power Buffer ETF January doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Emerging Markets Power Buffer ETF January. 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 January was 22.24%, occurring on Mar 18, 2020. Recovery took 111 trading sessions.

The current Innovator Emerging Markets Power Buffer ETF January drawdown is 2.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.24%Jan 14, 202045Mar 18, 2020111Aug 25, 2020156
-22%Jun 30, 2021333Oct 24, 2022481Sep 24, 2024814
-11.75%Oct 8, 2024125Apr 8, 2025
-3.34%Feb 17, 202114Mar 8, 202158May 28, 202172
-2.99%Aug 31, 202018Sep 24, 202011Oct 9, 202029

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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