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Innovator Loup Frontier Tech ETF (LOUP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45782C8626

CUSIP

45782C862

Issuer

Innovator

Inception Date

Jul 25, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Loup Frontier Tech Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

LOUP has an expense ratio of 0.70%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Innovator Loup Frontier Tech ETF (LOUP) returned -5.53% year-to-date (YTD) and 11.17% over the past 12 months.


LOUP

YTD

-5.53%

1M

9.01%

6M

-7.77%

1Y

11.17%

5Y*

13.13%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of LOUP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202510.99%-9.80%-14.96%5.79%4.90%-5.53%
2024-2.47%10.60%1.08%-8.03%3.62%4.59%-6.15%3.41%3.06%4.01%11.35%-3.23%21.80%
202317.87%0.33%3.58%-6.29%11.86%6.37%3.40%-7.40%-6.19%-5.41%19.96%8.70%51.32%
2022-12.71%1.23%-3.01%-18.80%-6.21%-15.20%10.34%-5.46%-13.25%8.89%9.38%-9.48%-46.00%
20219.68%6.61%-7.21%-0.76%-1.98%5.40%-7.65%2.95%-2.88%9.59%-2.85%-1.67%7.54%
20203.76%-6.37%-13.76%17.24%9.37%7.36%4.18%8.88%-0.66%7.59%22.18%9.02%86.25%
201913.70%5.72%-1.44%6.35%-14.54%10.20%0.80%-8.20%2.10%3.92%5.87%6.83%31.76%
20180.16%5.60%-1.38%-13.38%0.09%-11.23%-19.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LOUP is 41, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LOUP is 4141
Overall Rank
The Sharpe Ratio Rank of LOUP is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LOUP is 4444
Sortino Ratio Rank
The Omega Ratio Rank of LOUP is 4343
Omega Ratio Rank
The Calmar Ratio Rank of LOUP is 4242
Calmar Ratio Rank
The Martin Ratio Rank of LOUP is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator Loup Frontier Tech ETF (LOUP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Innovator Loup Frontier Tech ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.30
  • 5-Year: 0.41
  • All Time: 0.33

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Innovator Loup Frontier Tech ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Innovator Loup Frontier Tech ETF 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 Loup Frontier Tech 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 Loup Frontier Tech ETF was 58.68%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Innovator Loup Frontier Tech ETF drawdown is 20.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.68%Feb 16, 2021421Oct 14, 2022
-41.54%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-28.7%Sep 4, 201878Dec 24, 2018251Dec 23, 2019329
-10.15%Sep 3, 20203Sep 8, 202019Oct 5, 202022
-6.84%Jun 11, 20201Jun 11, 202016Jul 6, 202017

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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