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

ETF Info

IssuerInnovator
Inception DateMar 2, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Index TrackedCboe S&P 500 15% Buffer Protect March Series Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for PMAR: 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 U.S. Equity Power Buffer ETF - March

Popular comparisons: PMAR vs. BMAR, PMAR vs. SPY, PMAR vs. IVW

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.


30.00%40.00%50.00%60.00%70.00%December2024FebruaryMarchAprilMay
38.51%
68.97%
PMAR (Innovator U.S. Equity Power Buffer ETF - March)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator U.S. Equity Power Buffer ETF - March had a return of 3.71% year-to-date (YTD) and 14.15% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.71%9.47%
1 month1.57%1.91%
6 months7.76%18.36%
1 year14.15%26.61%
5 years (annualized)N/A12.90%
10 years (annualized)N/A10.79%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.93%0.78%1.60%-1.74%3.71%
20231.86%0.51%2.29%0.90%0.66%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%0.43%0.93%0.52%0.70%-0.81%2.05%-0.33%1.15%10.96%
2020-9.87%7.56%2.42%1.01%1.57%1.95%-0.28%-1.15%3.57%0.57%6.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PMAR is 93, placing it in the top 7% of ETFs on our website 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 PMAR is 9393
PMAR (Innovator U.S. Equity Power Buffer ETF - March)
The Sharpe Ratio Rank of PMAR is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of PMAR is 9494Sortino Ratio Rank
The Omega Ratio Rank of PMAR is 9696Omega Ratio Rank
The Calmar Ratio Rank of PMAR is 9494Calmar Ratio Rank
The Martin Ratio Rank of PMAR is 9191Martin 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 U.S. Equity Power Buffer ETF - March (PMAR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PMAR
Sharpe ratio
The chart of Sharpe ratio for PMAR, currently valued at 2.53, compared to the broader market0.002.004.002.53
Sortino ratio
The chart of Sortino ratio for PMAR, currently valued at 3.83, compared to the broader market-2.000.002.004.006.008.0010.003.83
Omega ratio
The chart of Omega ratio for PMAR, currently valued at 1.52, compared to the broader market0.501.001.502.002.501.52
Calmar ratio
The chart of Calmar ratio for PMAR, currently valued at 3.28, compared to the broader market0.002.004.006.008.0010.0012.0014.003.28
Martin ratio
The chart of Martin ratio for PMAR, currently valued at 13.54, compared to the broader market0.0020.0040.0060.0080.0013.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.0014.001.84
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.008.75

Sharpe Ratio

The current Innovator U.S. Equity Power Buffer ETF - March Sharpe ratio is 2.53. 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 U.S. Equity Power Buffer ETF - March 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.53
2.28
PMAR (Innovator U.S. Equity Power Buffer ETF - March)
Benchmark (^GSPC)

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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.63%
PMAR (Innovator U.S. Equity Power Buffer ETF - March)
Benchmark (^GSPC)

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.


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
-4.29%Sep 15, 202331Oct 27, 202310Nov 10, 202341
-3.72%Jun 9, 20203Jun 11, 202023Jul 15, 202026
-2.88%Apr 2, 202414Apr 19, 202414May 9, 202428

Volatility

Volatility Chart

The current Innovator U.S. Equity Power Buffer ETF - March volatility is 2.09%, 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%December2024FebruaryMarchAprilMay
2.09%
3.61%
PMAR (Innovator U.S. Equity Power Buffer ETF - March)
Benchmark (^GSPC)