- Issuer
- Innovator
- Inception Date
- Feb 23, 2026
- Region
- North America (U.S.)
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $9M
Share Price Chart
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Performance
KBFR Performance Chart
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Returns By Period
Innovator U.S. Small Cap Managed 10 Buffer ETF
- 1D
- 0.45%
- 1M
- 3.64%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.05%
- 1M
- -2.21%
- YTD
- 7.43%
- 6M
- 6.12%
- 1Y
- 19.75%
- 3Y*
- 18.87%
- 5Y*
- 11.43%
- 10Y*
- 13.70%
KBFR Monthly Returns History
Based on dividend-adjusted daily data since Feb 24, 2026, KBFR's average daily return is +0.09%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.
Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +3.7%, while the worst month was Mar 2026 at -1.5%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, KBFR closed higher 61% of trading days. The best single day was May 20, 2026 with a return of +1.7%, while the worst single day was Jun 5, 2026 at -1.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.34% | -1.45% | 3.74% | 1.73% | 3.47% | 7.99% |
Benchmark Metrics
Innovator U.S. Small Cap Managed 10 Buffer ETF has an annualized alpha of 12.38%, beta of 0.51, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since February 24, 2026.
- This ETF captured 29.90% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -32.00%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 12.38% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.51 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
- 12.38%
- Beta
- 0.51
- R²
- 0.52
- Upside Capture
- 29.90%
- Downside Capture
- -32.00%
Expense Ratio
KBFR has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator U.S. Small Cap Managed 10 Buffer ETF (KBFR) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KBFR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.18 | — |
| Martin ratioReturn relative to average drawdown | — | 9.54 | — |
Dividends
Dividend History
Innovator U.S. Small Cap Managed 10 Buffer ETF provided a 0.11% dividend yield over the last twelve months, with an annual payout of $0.03 per share.
| Period | TTM |
|---|---|
| Dividend | $0.03 |
Dividend yield | 0.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator U.S. Small Cap Managed 10 Buffer ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.03 | $0.00 | $0.00 | $0.00 | $0.03 |
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 U.S. Small Cap Managed 10 Buffer 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 U.S. Small Cap Managed 10 Buffer ETF was 4.18%, occurring on Mar 20, 2026. Recovery took 12 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -4.18%Mar 2026 | 21d | 19d | 1mo 10dFeb 2026 - Apr 2026 |
2026 pullback2026 | -3.05%May 2026 | 8d | 7d | 15dMay 2026 - May 2026 |
2026 pullback2026 | -1.61%Jun 2026 | 0s | 6d | 6dJun 2026 - Jun 2026 |
2026 pullback2026 | -1.44%Apr 2026 | 7d | 2d | 9dApr 2026 - May 2026 |
2026 pullback2026 | -1.03%Jun 2026 | 1d | 6d | 7dJun 2026 - Jun 2026 |
Drawdown Indicators
| KBFR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.18% | -56.78% | +52.60% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
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 DrawdownCurrent decline from peak | 0.00% | -3.36% | +3.36% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -10.71% | +9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.07% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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