PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Innovator U.S. Equity Power Buffer ETF - October (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45782C7974

CUSIP

45782C797

Issuer

Innovator

Inception Date

Oct 1, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Cboe S&P 500 15% Buffer Protect October Series Index

Asset Class

Equity

Asset Class Size

Large-Cap

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
POCT vs. UOCT POCT vs. BOCT POCT vs. BMAR POCT vs. SIXH POCT vs. BUFR POCT vs. PSFD POCT vs. VOO POCT vs. VTI POCT vs. DIVO POCT vs. NVDY
Popular comparisons:
POCT vs. UOCT POCT vs. BOCT POCT vs. BMAR POCT vs. SIXH POCT vs. BUFR POCT vs. PSFD POCT vs. VOO POCT vs. VTI POCT vs. DIVO POCT vs. NVDY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Equity Power Buffer ETF - October, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.83%
11.20%
POCT (Innovator U.S. Equity Power Buffer ETF - October)
Benchmark (^GSPC)

Returns By Period

Innovator U.S. Equity Power Buffer ETF - October had a return of 9.22% year-to-date (YTD) and 11.85% in the last 12 months.


POCT

YTD

9.22%

1M

0.48%

6M

3.83%

1Y

11.85%

5Y (annualized)

9.72%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.05%1.81%0.89%-0.40%1.77%0.76%0.63%0.73%0.36%-0.69%9.22%
20234.06%-1.05%2.16%1.42%1.03%3.27%0.81%0.77%-0.12%-0.97%5.29%2.01%20.12%
2022-1.58%-1.10%1.99%-4.17%0.55%-3.64%3.74%-0.69%-1.00%3.74%3.10%-1.80%-1.25%
2021-1.15%1.35%2.26%0.95%0.52%0.69%0.17%0.27%0.27%2.69%-0.96%2.08%9.45%
20200.08%-3.81%-6.92%7.20%2.91%1.08%2.38%1.47%0.96%-1.10%5.13%1.31%10.40%
20194.52%1.62%0.78%2.27%-2.89%3.09%0.76%-1.59%0.28%1.13%1.46%0.89%12.80%
2018-3.46%0.59%-4.35%-7.12%

Expense Ratio

POCT features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for POCT: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of POCT is 96, placing it in the top 4% 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 POCT is 9696
Combined Rank
The Sharpe Ratio Rank of POCT is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of POCT is 9494
Sortino Ratio Rank
The Omega Ratio Rank of POCT is 9696
Omega Ratio Rank
The Calmar Ratio Rank of POCT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of POCT is 9797
Martin 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 - October (POCT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for POCT, currently valued at 3.08, compared to the broader market0.002.004.006.003.082.54
The chart of Sortino ratio for POCT, currently valued at 4.50, compared to the broader market-2.000.002.004.006.008.0010.0012.004.503.40
The chart of Omega ratio for POCT, currently valued at 1.73, compared to the broader market0.501.001.502.002.503.001.731.47
The chart of Calmar ratio for POCT, currently valued at 6.47, compared to the broader market0.005.0010.0015.006.473.66
The chart of Martin ratio for POCT, currently valued at 37.50, compared to the broader market0.0020.0040.0060.0080.00100.00120.0037.5016.28
POCT
^GSPC

The current Innovator U.S. Equity Power Buffer ETF - October Sharpe ratio is 3.08. This value is calculated based on the past 1 year 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 - October 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.08
2.54
POCT (Innovator U.S. Equity Power Buffer ETF - October)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator U.S. Equity Power Buffer ETF - October provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$0.56

Dividend yield

0.00%0.00%0.00%0.00%0.00%2.21%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator U.S. Equity Power Buffer ETF - October. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.56$0.00$0.56

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.58%
-1.41%
POCT (Innovator U.S. Equity Power Buffer ETF - October)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Power Buffer ETF - October. 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 - October was 18.80%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Innovator U.S. Equity Power Buffer ETF - October drawdown is 0.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.8%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-10.24%Oct 3, 201857Dec 24, 201870Apr 5, 2019127
-9.66%Jan 4, 2022114Jun 16, 2022115Nov 30, 2022229
-3.73%Jul 29, 201920Aug 23, 201958Nov 18, 201978
-3.62%Oct 13, 202012Oct 28, 20207Nov 6, 202019

Volatility

Volatility Chart

The current Innovator U.S. Equity Power Buffer ETF - October volatility is 2.02%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
2.02%
4.07%
POCT (Innovator U.S. Equity Power Buffer ETF - October)
Benchmark (^GSPC)