- ISIN
- US45782C7487
- CUSIP
- 45782C748
- Issuer
- Innovator
- Inception Date
- May 31, 2019
- Region
- North America (U.S.)
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 Price Return Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $908M
Share Price Chart
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Performance
PJUN Performance Chart
Innovator U.S. Equity Power Buffer ETF - June (PJUN) is up 3.1% since the beginning of the year. PJUN is currently trading at $43 per share. Investors who bought $1,000 worth of PJUN shares 5 years ago would now be looking at an investment worth $1,397.
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Returns By Period
Innovator U.S. Equity Power Buffer ETF - June (PJUN) has returned 3.06% so far this year and 10.72% over the past 12 months.
Innovator U.S. Equity Power Buffer ETF - June
- 1D
- -0.21%
- 1M
- -0.32%
- YTD
- 3.06%
- 6M
- 3.01%
- 1Y
- 10.72%
- 3Y*
- 11.28%
- 5Y*
- 6.91%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
PJUN Monthly Returns History
Based on dividend-adjusted daily data since Jun 3, 2019, PJUN's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +6.8%, while the worst month was Mar 2020 at -5.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PJUN closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Mar 16, 2020 at -7.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.62% | 0.33% | -1.07% | 3.09% | 0.65% | -0.55% | 3.06% | ||||||
| 2025 | 1.39% | 0.03% | -2.73% | -0.76% | 5.77% | 2.34% | 1.06% | 1.01% | 1.38% | 0.55% | 0.39% | 0.82% | 11.62% |
| 2024 | 1.11% | 1.63% | 0.64% | 0.29% | 0.87% | 2.00% | 0.79% | 1.50% | 1.20% | -0.23% | 2.53% | -0.53% | 12.40% |
| 2023 | 3.07% | -0.98% | 1.43% | 0.17% | -0.55% | 3.29% | 1.36% | -0.34% | -2.13% | -1.02% | 5.45% | 2.14% | 12.28% |
| 2022 | -1.04% | -0.90% | 1.83% | -3.88% | -1.34% | -4.72% | 5.04% | -1.95% | -5.28% | 4.56% | 3.26% | -2.94% | -7.75% |
| 2021 | -0.37% | 1.03% | 1.27% | 0.07% | 0.34% | 0.81% | 0.72% | 1.09% | -1.72% | 2.61% | -0.66% | 1.78% | 7.13% |
Benchmark Metrics
Innovator U.S. Equity Power Buffer ETF - June has an annualized alpha of 0.60%, beta of 0.45, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 03, 2019.
- This ETF participated in 42.19% of S&P 500 Index downside but only 38.00% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.45 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
- 0.60%
- Beta
- 0.45
- R²
- 0.86
- Upside Capture
- 38.00%
- Downside Capture
- 42.19%
Expense Ratio
PJUN has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PJUN ranks 80 for risk / return — better than 80% 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 - June (PJUN) 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.
| PJUN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 2.78 | +1.07 |
| Martin ratioReturn relative to average drawdown | 20.14 | 12.44 | +7.70 |
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 - June. 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 - June was 16.31%, occurring on Mar 20, 2020. Recovery took 46 trading sessions.
The current Innovator U.S. Equity Power Buffer ETF - June drawdown is 0.74%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -16.31%Mar 2020 | 1mo | 2mo 8d | 3mo 8dFeb 2020 - May 2020 |
Bear market2022 | -12.51%Oct 2022 | 6mo 16d | 1y 1mo | 1y 7moMar 2022 - Nov 2023 |
2025 selloff2025 | -10.09%Apr 2025 | 1mo 17d | 1mo 5d | 2mo 22dFeb 2025 - May 2025 |
2024 pullback2024 | -4.09%Aug 2024 | 19d | 14d | 1mo 3dJul 2024 - Aug 2024 |
2020 pullback2020 | -3.94%Jun 2020 | 2d | 1mo 9d | 1mo 11dJun 2020 - Jul 2020 |
Drawdown Indicators
| PJUN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.31% | -56.78% | +40.47% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -9.10% | +6.31% |
Max Drawdown (3Y)Largest decline over 3 years | -10.09% | -18.90% | +8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -12.51% | -25.43% | +12.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.74% | -1.80% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -10.71% | +8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 2.03% | -1.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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