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Innovator Premium Income 15 Buffer ETF - January (...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Dec 29, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Premium Income 15 Buffer ETF - January, 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 Premium Income 15 Buffer ETF - January (LJAN) has returned -0.36% so far this year and 4.36% over the past 12 months.


Innovator Premium Income 15 Buffer ETF - January

1D
0.85%
1M
-0.82%
YTD
-0.36%
6M
0.48%
1Y
4.36%
3Y*
5Y*
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 Jan 2, 2024, LJAN's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, your investment would double in approximately 14.8 years.

Historically, 89% of months were positive and 11% were negative. The best month was May 2025 with a return of +1.6%, while the worst month was Mar 2026 at -0.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 2 months.

On a daily basis, LJAN closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Apr 4, 2025 at -2.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.34%0.12%-0.82%-0.36%
20250.77%0.14%-0.34%-0.32%1.58%0.92%0.42%0.71%0.50%0.34%0.36%0.14%5.34%
20240.71%0.63%0.55%0.17%0.68%0.46%0.51%0.46%0.46%0.38%0.45%0.30%5.92%

Benchmark Metrics

Innovator Premium Income 15 Buffer ETF - January has an annualized alpha of 1.63%, beta of 0.21, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since January 03, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (17.23%) than losses (1.14%) — typical of diversified or defensive assets.
  • Beta of 0.21 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
1.63%
Beta
0.21
0.64
Upside Capture
17.23%
Downside Capture
1.14%

Expense Ratio

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


Return for Risk

Risk / Return Rank

LJAN ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


LJAN Risk / Return Rank: 4949
Overall Rank
LJAN Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LJAN Sortino Ratio Rank: 4141
Sortino Ratio Rank
LJAN Omega Ratio Rank: 6565
Omega Ratio Rank
LJAN Calmar Ratio Rank: 3737
Calmar Ratio Rank
LJAN Martin Ratio Rank: 6464
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 Premium Income 15 Buffer ETF - January (LJAN) and compare them to a chosen benchmark (S&P 500 Index).


LJANBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.90

-0.12

Sortino ratio

Return per unit of downside risk

1.20

1.39

-0.19

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

0.98

1.40

-0.42

Martin ratio

Return relative to average drawdown

6.56

6.61

-0.04

Explore LJAN 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 Premium Income 15 Buffer ETF - January provided a 5.11% dividend yield over the last twelve months, with an annual payout of $1.24 per share.


5.10%5.20%5.30%5.40%5.50%5.60%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.24$1.25$1.37

Dividend yield

5.11%5.08%5.59%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Premium Income 15 Buffer ETF - January. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.10$0.10$0.30
2025$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.25
2024$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$1.37

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 Premium Income 15 Buffer ETF - January. 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 Premium Income 15 Buffer ETF - January was 4.83%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current Innovator Premium Income 15 Buffer ETF - January drawdown is 1.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.83%Mar 26, 202510Apr 8, 202523May 12, 202533
-1.83%Feb 26, 202623Mar 30, 2026
-1.21%Feb 21, 202515Mar 13, 20257Mar 24, 202522
-1.01%Aug 1, 20243Aug 5, 20246Aug 13, 20249
-0.43%May 16, 20256May 23, 20251May 27, 20257

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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