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Issuer
Innovator
Inception Date
Feb 29, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$102M

Share Price Chart


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Performance

IMAR Performance Chart

Innovator International Developed Power Buffer ETF - March (IMAR) is up 1.7% since the beginning of the year. IMAR is currently trading at $30 per share.


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S&P 500 Index

Returns By Period

Innovator International Developed Power Buffer ETF - March (IMAR) has returned 1.68% so far this year and 8.91% over the past 12 months.


Innovator International Developed Power Buffer ETF - March

1D
0.07%
1M
1.53%
YTD
1.68%
6M
3.48%
1Y
8.91%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMAR Monthly Returns History

Based on dividend-adjusted daily data since Mar 1, 2024, IMAR's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 75% of months were positive and 25% were negative. The best month was May 2024 with a return of +3.3%, while the worst month was Mar 2026 at -4.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IMAR closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.2%, while the worst single day was Apr 4, 2025 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.19%1.01%-4.91%3.13%1.38%0.07%1.68%
20252.48%2.23%0.48%2.23%2.60%1.64%-0.97%2.63%1.13%0.63%0.57%1.83%18.88%
20241.68%-2.23%3.31%-1.14%1.94%2.59%0.47%-4.24%-0.93%-1.95%-0.77%

Benchmark Metrics

Innovator International Developed Power Buffer ETF - March has an annualized alpha of 0.78%, beta of 0.41, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since March 04, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (34.71%) than losses (29.68%) - typical of diversified or defensive assets.
  • Beta of 0.41 may look defensive, but with R2 of 0.49 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.78%
Beta
0.41
0.49
Upside Capture
34.71%
Downside Capture
29.68%

Expense Ratio

IMAR has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IMAR ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IMAR Risk / Return Rank: 3131
Overall Rank
IMAR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IMAR Sortino Ratio Rank: 3030
Sortino Ratio Rank
IMAR Omega Ratio Rank: 3535
Omega Ratio Rank
IMAR Calmar Ratio Rank: 2626
Calmar Ratio Rank
IMAR Martin Ratio Rank: 3232
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 International Developed Power Buffer ETF - March (IMAR) and compare them to S&P 500 Index.


IMARBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.12

2.39

-1.27

Sortino ratio

Return per unit of downside risk

1.64

3.25

-1.62

Omega ratio

Gain probability vs. loss probability

1.24

1.43

-0.20

Calmar ratio

Return relative to maximum drawdown

1.29

3.11

-1.82

Martin ratio

Return relative to average drawdown

5.01

14.38

-9.37

Dividends

Dividend History


Innovator International Developed Power Buffer ETF - March 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 International Developed Power Buffer ETF - March. 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 International Developed Power Buffer ETF - March was 9.05%, occurring on Apr 7, 2025. Recovery took 18 trading sessions.

The current Innovator International Developed Power Buffer ETF - March drawdown is 0.52%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-9.05%Apr 2025
6mo 12d25d
7mo 7dSep 2024 - May 2025
2026 pullback2026
-6.91%Mar 2026
25d
3mo 3dMar 2026 - now
2024 pullback2024
-4.92%Aug 2024
21d16d
1mo 7dJul 2024 - Aug 2024
2024 pullback2024
-3.33%Apr 2024
22d20d
1mo 12dMar 2024 - May 2024
2024 pullback2024
-2.95%Sep 2024
3d20d
23dSep 2024 - Sep 2024

Drawdown Indicators


IMARBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.05%

-56.78%

+47.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.91%

-9.10%

+2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

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

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-1.89%

-10.72%

+8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.97%

-0.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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