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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Innovator Nasdaq-100 Managed Floor ETF, 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 Nasdaq-100 Managed Floor ETF (QFLR) has returned -2.86% so far this year and 23.29% over the past 12 months.
Innovator Nasdaq-100 Managed Floor ETF
- 1D
- 2.40%
- 1M
- -3.49%
- YTD
- -2.86%
- 6M
- 0.45%
- 1Y
- 23.29%
- 3Y*
- —
- 5Y*
- —
- 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 Jan 25, 2024, QFLR's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2024 with a return of +5.1%, while the worst month was Mar 2025 at -5.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, QFLR closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +3.4%, while the worst single day was Jul 24, 2024 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.07% | -1.39% | -3.49% | -2.86% | |||||||||
| 2025 | 0.64% | -2.51% | -5.83% | 2.00% | 3.56% | 4.59% | 3.78% | 2.11% | 4.84% | 3.86% | -0.20% | -0.23% | 17.27% |
| 2024 | -1.71% | 4.31% | 1.42% | -2.88% | 4.27% | 3.87% | -0.70% | 0.01% | 1.23% | -0.20% | 5.09% | 1.14% | 16.64% |
Benchmark Metrics
Innovator Nasdaq-100 Managed Floor ETF has an annualized alpha of 3.90%, beta of 0.69, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 26, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.12%) than losses (70.04%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.90% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.69 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
- 3.90%
- Beta
- 0.69
- R²
- 0.74
- Upside Capture
- 82.12%
- Downside Capture
- 70.04%
Expense Ratio
QFLR has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QFLR ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator Nasdaq-100 Managed Floor ETF (QFLR) and compare them to a chosen benchmark (S&P 500 Index).
| QFLR | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.90 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.39 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.03 | 1.40 | +1.63 |
Martin ratioReturn relative to average drawdown | 13.18 | 6.61 | +6.58 |
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 QFLR 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 Nasdaq-100 Managed Floor ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.00 | $0.01 | $0.01 |
Dividend yield | 0.00% | 0.02% | 0.03% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Nasdaq-100 Managed Floor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
| 2024 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
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 Nasdaq-100 Managed Floor ETF. 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 Nasdaq-100 Managed Floor ETF was 13.97%, occurring on Apr 8, 2025. Recovery took 63 trading sessions.
The current Innovator Nasdaq-100 Managed Floor ETF drawdown is 5.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.97% | Dec 17, 2024 | 76 | Apr 8, 2025 | 63 | Jul 10, 2025 | 139 |
| -9.01% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
| -7.61% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -5.14% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
| -5.03% | Nov 4, 2025 | 13 | Nov 20, 2025 | 8 | Dec 3, 2025 | 21 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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