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ISIN
US45783Y6656
Issuer
Innovator
Inception Date
Nov 16, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$61M

Share Price Chart


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Performance

IGTR Performance Chart

Innovator Gradient Tactical Rotation Strategy ETF (IGTR) is up 21.5% since the beginning of the year. IGTR is currently trading at $34 per share.


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S&P 500 Index

Returns By Period

Innovator Gradient Tactical Rotation Strategy ETF (IGTR) has returned 21.49% so far this year and 43.30% over the past 12 months.


Innovator Gradient Tactical Rotation Strategy ETF

1D
-0.47%
1M
13.18%
YTD
21.49%
6M
24.80%
1Y
43.30%
3Y*
17.59%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGTR Monthly Returns History

Based on dividend-adjusted daily data since Nov 17, 2022, IGTR's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2026 with a return of +9.6%, while the worst month was Mar 2026 at -8.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IGTR closed higher 52% of trading days. The best single day was Apr 8, 2026 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.17%6.84%-8.34%7.73%9.63%1.82%21.49%
20252.77%-1.35%-1.76%-2.19%1.00%2.15%-0.92%3.06%4.91%4.89%-1.78%3.90%15.25%
20241.69%7.21%6.23%-5.01%3.41%0.07%2.22%1.84%-1.08%-7.55%-2.16%-1.90%4.02%
2023-0.24%-8.20%-0.85%-4.15%0.09%6.58%2.95%-1.43%-4.89%-1.74%8.32%4.52%-0.31%
20220.06%-2.14%-2.08%

Benchmark Metrics

Innovator Gradient Tactical Rotation Strategy ETF has an annualized alpha of -4.77%, beta of 0.83, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since November 18, 2022.

  • This ETF participated in 90.38% of S&P 500 Index downside but only 62.57% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.77% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-4.77%
Beta
0.83
0.55
Upside Capture
62.57%
Downside Capture
90.38%

Expense Ratio

IGTR has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IGTR ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


IGTR Risk / Return Rank: 7171
Overall Rank
IGTR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGTR Sortino Ratio Rank: 6767
Sortino Ratio Rank
IGTR Omega Ratio Rank: 6767
Omega Ratio Rank
IGTR Calmar Ratio Rank: 7777
Calmar Ratio Rank
IGTR Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) and compare them to S&P 500 Index.


IGTRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.25

2.24

+0.01

Sortino ratio

Return per unit of downside risk

3.00

3.07

-0.07

Omega ratio

Gain probability vs. loss probability

1.39

1.41

-0.01

Calmar ratio

Return relative to maximum drawdown

3.89

2.93

+0.96

Martin ratio

Return relative to average drawdown

13.97

13.52

+0.45

Dividends

Dividend History

Innovator Gradient Tactical Rotation Strategy ETF provided a 0.66% dividend yield over the last twelve months, with an annual payout of $0.22 per share.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.22$0.22$0.59$0.21$0.07

Dividend yield

0.66%0.80%2.40%0.87%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Gradient Tactical Rotation Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2022$0.07$0.07

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 Gradient Tactical Rotation Strategy 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 Gradient Tactical Rotation Strategy ETF was 20.06%, occurring on Apr 8, 2025. Recovery took 171 trading sessions.

The current Innovator Gradient Tactical Rotation Strategy ETF drawdown is 0.47%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-20.06%Apr 2025
7mo 7d8mo 7d
1y 3moSep 2024 - Dec 2025
2023 correction2023
-17.43%Apr 2023
4mo 22d9mo 8d
1y 1moDec 2022 - Jan 2024
2024 correction2024
-11.26%Aug 2024
19d25d
1mo 14dJul 2024 - Aug 2024
2026 correction2026
-11.18%Mar 2026
28d1mo 7d
2mo 5dMar 2026 - May 2026
2024 pullback2024
-6.35%Apr 2024
22d2mo 17d
3mo 9dMar 2024 - Jul 2024

Drawdown Indicators


IGTRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.06%

-56.78%

+36.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-9.10%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.06%

-18.90%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.47%

-0.74%

+0.27%

Average Drawdown

Average peak-to-trough decline

-6.97%

-10.72%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

1.97%

+1.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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