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Innovator U.S. Equity Power Buffer ETF - March (PM...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Mar 2, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Cboe S&P 500 15% Buffer Protect March Series Index
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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 - March, 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 U.S. Equity Power Buffer ETF - March (PMAR) has returned -0.72% so far this year and 11.73% over the past 12 months.


Innovator U.S. Equity Power Buffer ETF - March

1D
1.78%
1M
-2.41%
YTD
-0.72%
6M
1.62%
1Y
11.73%
3Y*
11.52%
5Y*
8.51%
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 Mar 2, 2020, PMAR's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2020 with a return of +7.6%, while the worst month was Mar 2020 at -9.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, PMAR closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Mar 16, 2020 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.73%0.99%-2.41%-0.72%
20251.37%0.64%-2.60%-0.59%3.75%2.52%1.28%1.27%1.37%0.71%0.66%0.97%11.82%
20240.93%0.78%1.60%-1.74%3.04%1.74%0.82%1.62%1.03%-0.15%2.50%0.05%12.83%
20231.85%0.51%2.29%0.90%0.65%3.36%1.23%0.04%-2.08%-1.05%5.64%1.74%15.95%
2022-0.32%0.78%1.83%-4.55%0.41%-4.61%4.95%-1.76%-4.29%4.07%2.49%-1.09%-2.65%
20210.12%0.90%2.78%2.05%0.44%0.93%0.52%0.70%-0.81%2.05%-0.33%1.15%10.96%

Benchmark Metrics

Innovator U.S. Equity Power Buffer ETF - March has an annualized alpha of 2.04%, beta of 0.49, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 03, 2020.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (41.23%) than losses (38.46%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.04% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.49 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
2.04%
Beta
0.49
0.86
Upside Capture
41.23%
Downside Capture
38.46%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PMAR 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.


PMAR Risk / Return Rank: 7171
Overall Rank
PMAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PMAR Sortino Ratio Rank: 6868
Sortino Ratio Rank
PMAR Omega Ratio Rank: 8181
Omega Ratio Rank
PMAR Calmar Ratio Rank: 6161
Calmar Ratio Rank
PMAR Martin Ratio Rank: 8282
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 U.S. Equity Power Buffer ETF - March (PMAR) and compare them to a chosen benchmark (S&P 500 Index).


PMARBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.90

+0.27

Sortino ratio

Return per unit of downside risk

1.75

1.39

+0.37

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

1.62

1.40

+0.23

Martin ratio

Return relative to average drawdown

9.43

6.61

+2.82

Explore PMAR 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 U.S. Equity Power Buffer ETF - March 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 U.S. Equity Power Buffer ETF - March. 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 - March was 17.18%, occurring on Mar 20, 2020. Recovery took 51 trading sessions.

The current Innovator U.S. Equity Power Buffer ETF - March drawdown is 2.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.18%Mar 5, 202012Mar 20, 202051Jun 3, 202063
-10.84%Mar 30, 202255Jun 16, 2022230May 17, 2023285
-9.32%Mar 3, 202527Apr 8, 202524May 13, 202551
-4.38%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-4.29%Sep 15, 202331Oct 27, 202310Nov 10, 202341

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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