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Innovator Growth-100 Power Buffer ETF - April (NAP...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerInnovator
Inception DateApr 1, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Index TrackedNASDAQ-100 Index
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

NAPR has a high expense ratio of 0.79%, indicating higher-than-average management fees.


Expense ratio chart for NAPR: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

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.


Innovator Growth-100 Power Buffer ETF - April

Popular comparisons: NAPR vs. SPY, NAPR vs. JEPQ, NAPR vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Growth-100 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.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchApril
45.37%
103.83%
NAPR (Innovator Growth-100 Power Buffer ETF - April)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator Growth-100 Power Buffer ETF - April had a return of 0.20% year-to-date (YTD) and 13.90% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.20%5.57%
1 month-2.07%-4.16%
6 months6.94%20.07%
1 year13.90%20.82%
5 years (annualized)N/A11.56%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.86%0.87%0.56%
2023-0.34%4.95%1.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of NAPR is 92, placing it in the top 8% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of NAPR is 9292
Innovator Growth-100 Power Buffer ETF - April(NAPR)
The Sharpe Ratio Rank of NAPR is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of NAPR is 8888Sortino Ratio Rank
The Omega Ratio Rank of NAPR is 9393Omega Ratio Rank
The Calmar Ratio Rank of NAPR is 9797Calmar Ratio Rank
The Martin Ratio Rank of NAPR is 9494Martin 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 Growth-100 Power Buffer ETF - April (NAPR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NAPR
Sharpe ratio
The chart of Sharpe ratio for NAPR, currently valued at 2.22, compared to the broader market-1.000.001.002.003.004.005.002.22
Sortino ratio
The chart of Sortino ratio for NAPR, currently valued at 3.19, compared to the broader market-2.000.002.004.006.008.003.19
Omega ratio
The chart of Omega ratio for NAPR, currently valued at 1.46, compared to the broader market0.501.001.502.002.501.46
Calmar ratio
The chart of Calmar ratio for NAPR, currently valued at 3.57, compared to the broader market0.002.004.006.008.0010.0012.003.57
Martin ratio
The chart of Martin ratio for NAPR, currently valued at 15.16, compared to the broader market0.0020.0040.0060.0015.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market0.0020.0040.0060.006.92

Sharpe Ratio

The current Innovator Growth-100 Power Buffer ETF - April Sharpe ratio is 2.22. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator Growth-100 Power Buffer ETF - April with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00December2024FebruaryMarchApril
2.22
1.78
NAPR (Innovator Growth-100 Power Buffer ETF - April)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator Growth-100 Power Buffer ETF - April doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchApril
-2.19%
-4.16%
NAPR (Innovator Growth-100 Power Buffer ETF - April)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Growth-100 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 Growth-100 Power Buffer ETF - April was 16.53%, occurring on Oct 14, 2022. Recovery took 145 trading sessions.

The current Innovator Growth-100 Power Buffer ETF - April drawdown is 2.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.53%Apr 5, 2022134Oct 14, 2022145May 15, 2023279
-6.22%Jan 4, 202248Mar 14, 20228Mar 24, 202256
-3.88%Apr 12, 20246Apr 19, 2024
-3.36%Sep 15, 202330Oct 26, 20236Nov 3, 202336
-3%Apr 16, 202119May 12, 202118Jun 8, 202137

Volatility

Volatility Chart

The current Innovator Growth-100 Power Buffer ETF - April volatility is 3.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchApril
3.12%
3.95%
NAPR (Innovator Growth-100 Power Buffer ETF - April)
Benchmark (^GSPC)