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Innovator Russell 2000 Power Buffer ETF - April (K...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Mar 31, 2020
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Russell 2000 Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Russell 2000 Power Buffer ETF - April, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Innovator Russell 2000 Power Buffer ETF - April (KAPR) has returned 3.19% so far this year and 17.50% over the past 12 months.


Innovator Russell 2000 Power Buffer ETF - April

1D
0.62%
1M
1.14%
YTD
3.19%
6M
5.99%
1Y
17.50%
3Y*
10.87%
5Y*
6.01%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 1, 2020, KAPR's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +9.9%, while the worst month was Apr 2022 at -5.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, KAPR closed higher 52% of trading days. The best single day was Apr 6, 2020 with a return of +5.5%, while the worst single day was Apr 3, 2025 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.28%0.74%1.14%3.19%
20252.00%-4.27%-3.39%-0.98%3.18%2.75%1.13%3.03%1.35%0.73%1.03%0.94%7.42%
2024-2.41%4.50%4.74%-3.91%3.20%-0.32%4.87%-0.03%0.53%-0.46%6.01%-4.53%12.10%
20234.11%0.02%1.01%-0.95%-0.29%4.83%2.80%-2.08%-3.50%-3.74%4.90%8.00%15.36%
2022-4.50%0.80%1.17%-5.71%0.35%-4.90%6.25%-1.11%-5.27%6.34%1.46%-2.38%-8.14%
2021-0.13%0.43%0.50%0.63%0.77%0.73%-1.37%1.09%-1.35%2.30%-2.38%1.32%2.48%

Benchmark Metrics

Innovator Russell 2000 Power Buffer ETF - April has an annualized alpha of -0.46%, beta of 0.53, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since April 02, 2020.

  • This ETF participated in 60.75% of S&P 500 Index downside but only 47.08% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.53 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.46%
Beta
0.53
0.64
Upside Capture
47.08%
Downside Capture
60.75%

Expense Ratio

KAPR has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

KAPR ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


KAPR Risk / Return Rank: 8787
Overall Rank
KAPR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
KAPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
KAPR Omega Ratio Rank: 9393
Omega Ratio Rank
KAPR Calmar Ratio Rank: 7777
Calmar Ratio Rank
KAPR Martin Ratio Rank: 9292
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 Russell 2000 Power Buffer ETF - April (KAPR) and compare them to a chosen benchmark (S&P 500 Index).


KAPRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.72

0.90

+0.83

Sortino ratio

Return per unit of downside risk

2.47

1.39

+1.09

Omega ratio

Gain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratio

Return relative to maximum drawdown

2.10

1.40

+0.70

Martin ratio

Return relative to average drawdown

12.86

6.61

+6.25

Explore KAPR risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Innovator Russell 2000 Power Buffer ETF - April 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 Russell 2000 Power Buffer ETF - April. 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 Russell 2000 Power Buffer ETF - April was 16.91%, occurring on Jun 16, 2022. Recovery took 376 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.91%Nov 9, 2021152Jun 16, 2022376Dec 14, 2023528
-16.84%Nov 26, 202490Apr 8, 2025114Sep 22, 2025204
-5.83%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-4.97%Apr 1, 202413Apr 17, 202458Jul 11, 202471
-4.6%Apr 30, 202011May 14, 20207May 26, 202018

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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