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

ETF Info

IssuerInnovator
Inception DateJan 1, 2020
RegionEmerging Markets (Broad)
CategoryVolatility Hedged Equity
Index TrackedMSCI Emerging Markets Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

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


0.50%1.00%1.50%2.00%0.89%

Share Price Chart


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Innovator Emerging Markets Power Buffer ETF January

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Emerging Markets Power Buffer ETF January, 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%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.22%
15.73%
EJAN (Innovator Emerging Markets Power Buffer ETF January)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator Emerging Markets Power Buffer ETF January had a return of -0.23% year-to-date (YTD) and 1.50% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.23%6.12%
1 month-0.77%-1.08%
6 months4.22%15.73%
1 year1.50%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.10%2.41%1.72%
2023-2.36%-1.83%3.42%3.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EJAN is 18, indicating that it is in the bottom 18% of the market 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 EJAN is 1818
Innovator Emerging Markets Power Buffer ETF January(EJAN)
The Sharpe Ratio Rank of EJAN is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of EJAN is 1818Sortino Ratio Rank
The Omega Ratio Rank of EJAN is 1717Omega Ratio Rank
The Calmar Ratio Rank of EJAN is 1919Calmar Ratio Rank
The Martin Ratio Rank of EJAN is 1818Martin 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.


EJAN
Sharpe ratio
The chart of Sharpe ratio for EJAN, currently valued at 0.07, compared to the broader market0.002.004.000.07
Sortino ratio
The chart of Sortino ratio for EJAN, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.0010.000.18
Omega ratio
The chart of Omega ratio for EJAN, currently valued at 1.02, compared to the broader market1.001.502.002.501.02
Calmar ratio
The chart of Calmar ratio for EJAN, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.000.05
Martin ratio
The chart of Martin ratio for EJAN, currently valued at 0.14, compared to the broader market0.0020.0040.0060.0080.000.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current Innovator Emerging Markets Power Buffer ETF January Sharpe ratio is 0.07. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.07
1.89
EJAN (Innovator Emerging Markets Power Buffer ETF January)
Benchmark (^GSPC)

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.29%
-3.66%
EJAN (Innovator Emerging Markets Power Buffer ETF January)
Benchmark (^GSPC)

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 8.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.24%Jan 14, 202045Mar 18, 2020111Aug 25, 2020156
-22%Jun 30, 2021333Oct 24, 2022
-3.34%Feb 17, 202114Mar 8, 202158May 28, 202172
-2.99%Aug 31, 202018Sep 24, 202011Oct 9, 202029
-2.18%Jun 7, 202110Jun 18, 20215Jun 25, 202115

Volatility

Volatility Chart

The current Innovator Emerging Markets Power Buffer ETF January volatility is 2.09%, 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%NovemberDecember2024FebruaryMarchApril
2.09%
3.44%
EJAN (Innovator Emerging Markets Power Buffer ETF January)
Benchmark (^GSPC)