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ISIN
US45784N7833
CUSIP
45784N783
Issuer
Innovator
Inception Date
Jan 31, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

KFEB Performance Chart

Innovator U.S. Small Cap Power Buffer ETF - February (KFEB) is up 13.1% since the beginning of the year. KFEB is currently trading at $31 per share.


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S&P 500 Index

Returns By Period

Innovator U.S. Small Cap Power Buffer ETF - February (KFEB) has returned 13.06% so far this year and 25.82% over the past 12 months.


Innovator U.S. Small Cap Power Buffer ETF - February

1D
0.80%
1M
3.86%
YTD
13.06%
6M
11.98%
1Y
25.82%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.08%
1M
2.00%
YTD
9.57%
6M
10.71%
1Y
25.41%
3Y*
19.37%
5Y*
12.48%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KFEB Monthly Returns History

Based on dividend-adjusted daily data since Feb 3, 2025, KFEB's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +6.3%, while the worst month was Mar 2025 at -3.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, KFEB closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.5%, while the worst single day was Apr 3, 2025 at -3.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.68%0.12%-2.56%6.28%2.11%1.05%13.06%
2025-1.48%-3.40%-1.26%3.12%3.04%0.83%4.32%2.16%1.20%0.82%-0.26%9.19%

Benchmark Metrics

Innovator U.S. Small Cap Power Buffer ETF - February has an annualized alpha of 4.92%, beta of 0.66, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since February 03, 2025.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.44%) than losses (54.85%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.66 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
4.92%
Beta
0.66
0.78
Upside Capture
74.44%
Downside Capture
54.85%

Expense Ratio

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


Return for Risk

Risk / Return Rank

KFEB ranks 80 for risk / return — in the top 80% 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.


KFEB Risk / Return Rank: 8080
Overall Rank
KFEB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
KFEB Sortino Ratio Rank: 8181
Sortino Ratio Rank
KFEB Omega Ratio Rank: 7373
Omega Ratio Rank
KFEB Calmar Ratio Rank: 8686
Calmar Ratio Rank
KFEB Martin Ratio Rank: 8484
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 U.S. Small Cap Power Buffer ETF - February (KFEB) 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.


KFEBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

4.47

2.81

+1.67

Martin ratioReturn relative to average drawdown

16.28

12.55

+3.73

Dividends

Dividend History


Innovator U.S. Small Cap Power Buffer ETF - February 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 U.S. Small Cap Power Buffer ETF - February. 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 Power Buffer ETF - February was 14.16%, occurring on Apr 8, 2025. Recovery took 63 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-14.16%Apr 2025
2mo 1d3mo 3d
5mo 4dFeb 2025 - Jul 2025
2026 pullback2026
-5.80%Mar 2026
2mo 6d15d
2mo 21dJan 2026 - Apr 2026
2025 pullback2025
-5.03%Nov 2025
23d8d
1mo 1dOct 2025 - Nov 2025
2025 pullback2025
-2.86%Dec 2025
19d6d
25dDec 2025 - Jan 2026
2025 pullback2025
-2.80%Aug 2025
8d11d
19dJul 2025 - Aug 2025

Drawdown Indicators


KFEBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.16%

-56.78%

+42.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.80%

-9.10%

+3.30%

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

0.00%

-1.43%

+1.43%

Average Drawdown

Average peak-to-trough decline

-2.27%

-10.71%

+8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

2.03%

-0.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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