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

ETF Info

ISIN

US45782C6232

Issuer

Innovator

Inception Date

Sep 30, 2021

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EOCT features an expense ratio of 0.89%, falling within the medium range.


Expense ratio chart for EOCT: 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


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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

The chart shows the growth of an initial investment of $10,000 in Innovator Emerging Markets Power 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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.77%
9.24%
EOCT (Innovator Emerging Markets Power Buffer ETF - October)
Benchmark (^GSPC)

Returns By Period

Innovator Emerging Markets Power Buffer ETF - October had a return of 3.15% year-to-date (YTD) and 13.38% in the last 12 months.


EOCT

YTD

3.15%

1M

2.84%

6M

4.12%

1Y

13.38%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.99%3.15%
2024-2.81%2.65%2.03%-0.09%1.47%2.33%0.91%1.14%5.39%-1.62%-1.48%-0.41%9.65%
20235.66%-3.81%2.32%-0.03%-1.75%3.25%4.71%-5.60%-3.27%-1.71%4.68%2.42%6.27%
2022-0.01%-2.06%-1.51%-2.89%1.02%-2.44%0.58%-0.44%-9.75%-1.15%9.34%-1.01%-10.75%
20211.09%-2.14%0.91%-0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EOCT is 57, 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 EOCT is 5757
Overall Rank
The Sharpe Ratio Rank of EOCT is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of EOCT is 5959
Sortino Ratio Rank
The Omega Ratio Rank of EOCT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of EOCT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of EOCT is 5151
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 - October (EOCT) 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 EOCT, currently valued at 1.46, compared to the broader market0.002.004.001.461.83
The chart of Sortino ratio for EOCT, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.0012.002.122.47
The chart of Omega ratio for EOCT, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.33
The chart of Calmar ratio for EOCT, currently valued at 1.78, compared to the broader market0.005.0010.0015.001.782.76
The chart of Martin ratio for EOCT, currently valued at 5.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.5211.27
EOCT
^GSPC

The current Innovator Emerging Markets Power Buffer ETF - October Sharpe ratio is 1.46. 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 Emerging Markets Power 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.46
1.83
EOCT (Innovator Emerging Markets Power Buffer ETF - October)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator Emerging Markets Power Buffer ETF - October 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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.80%
-0.07%
EOCT (Innovator Emerging Markets Power Buffer ETF - October)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Emerging Markets Power 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 Emerging Markets Power Buffer ETF - October was 20.35%, occurring on Oct 24, 2022. Recovery took 428 trading sessions.

The current Innovator Emerging Markets Power Buffer ETF - October drawdown is 1.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.35%Oct 20, 2021255Oct 24, 2022428Jul 10, 2024683
-7.03%Jul 15, 202416Aug 5, 202434Sep 23, 202450
-6.04%Oct 3, 202469Jan 13, 2025
-0.88%Oct 4, 20211Oct 4, 20213Oct 7, 20214
-0.57%Sep 25, 20241Sep 25, 20241Sep 26, 20242

Volatility

Volatility Chart

The current Innovator Emerging Markets Power Buffer ETF - October volatility is 2.05%, 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%SeptemberOctoberNovemberDecember2025February
2.05%
3.21%
EOCT (Innovator Emerging Markets Power Buffer ETF - October)
Benchmark (^GSPC)
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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.

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