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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Equity Power Buffer ETF - February, 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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Returns By Period
Innovator U.S. Equity Power Buffer ETF - February (PFEB) has returned -1.52% so far this year and 11.95% over the past 12 months.
Innovator U.S. Equity Power Buffer ETF - February
- 1D
- 1.82%
- 1M
- -2.36%
- YTD
- -1.52%
- 6M
- 1.03%
- 1Y
- 11.95%
- 3Y*
- 11.11%
- 5Y*
- 7.73%
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Feb 3, 2020, PFEB's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +6.9%, while the worst month was Mar 2020 at -7.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PFEB closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +6.6%, while the worst single day was Mar 16, 2020 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.26% | -0.39% | -2.36% | -1.52% | |||||||||
| 2025 | 0.87% | -0.46% | -3.06% | -0.36% | 3.75% | 2.65% | 1.45% | 1.17% | 1.74% | 0.81% | 0.70% | 1.06% | 10.65% |
| 2024 | 1.10% | 2.21% | 1.24% | -1.17% | 2.52% | 1.50% | 0.57% | 1.25% | 0.75% | 0.11% | 1.66% | 0.33% | 12.71% |
| 2023 | 2.29% | -1.48% | 2.13% | 1.13% | 0.51% | 3.64% | 1.49% | -0.15% | -2.40% | -1.40% | 6.32% | 2.25% | 14.96% |
| 2022 | 0.24% | -1.43% | 1.59% | -4.57% | 0.61% | -4.22% | 4.69% | -1.86% | -4.08% | 4.59% | 2.77% | -0.63% | -2.84% |
| 2021 | 0.99% | 1.44% | 2.50% | 1.89% | 0.71% | 0.50% | 0.49% | 0.75% | -0.58% | 1.41% | -0.21% | 1.11% | 11.52% |
Benchmark Metrics
Innovator U.S. Equity Power Buffer ETF - February has an annualized alpha of 1.63%, beta of 0.51, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since February 04, 2020.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (43.16%) than losses (42.99%) — typical of diversified or defensive assets.
- 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
- 1.63%
- Beta
- 0.51
- R²
- 0.87
- Upside Capture
- 43.16%
- Downside Capture
- 42.99%
Expense Ratio
PFEB has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PFEB ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - February (PFEB) and compare them to a chosen benchmark (S&P 500 Index).
| PFEB | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.90 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.39 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.40 | +0.28 |
Martin ratioReturn relative to average drawdown | 8.95 | 6.61 | +2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PFEB risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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. Equity 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. Equity Power Buffer ETF - February was 19.98%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Innovator U.S. Equity Power Buffer ETF - February drawdown is 2.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -11.05% | Mar 30, 2022 | 55 | Jun 16, 2022 | 231 | May 18, 2023 | 286 |
| -10.58% | Feb 19, 2025 | 35 | Apr 8, 2025 | 43 | Jun 10, 2025 | 78 |
| -5.18% | Sep 15, 2023 | 31 | Oct 27, 2023 | 12 | Nov 14, 2023 | 43 |
| -4.87% | Feb 3, 2022 | 23 | Mar 8, 2022 | 15 | Mar 29, 2022 | 38 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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