- Issuer
- Innovator
- Inception Date
- Jan 24, 2024
- Category
- Nasdaq-100, Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $528M
Share Price Chart
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Performance
QFLR Performance Chart
Innovator Nasdaq-100 Managed Floor ETF (QFLR) is up 6.9% since the beginning of the year. QFLR is currently trading at $37 per share.
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Returns By Period
Innovator Nasdaq-100 Managed Floor ETF (QFLR) has returned 6.90% so far this year and 26.98% over the past 12 months.
Innovator Nasdaq-100 Managed Floor ETF
- 1D
- 0.01%
- 1M
- 3.99%
- YTD
- 6.90%
- 6M
- 5.88%
- 1Y
- 26.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
QFLR Monthly Returns History
Based on dividend-adjusted daily data since Jan 25, 2024, QFLR's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +6.0%, 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 59% 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% | 5.95% | 4.08% | -0.20% | 6.90% | ||||||
| 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 3.45%, 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 (76.85%) than losses (69.70%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.45% 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
- 3.45%
- Beta
- 0.69
- R²
- 0.74
- Upside Capture
- 76.85%
- Downside Capture
- 69.70%
Expense Ratio
QFLR has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QFLR ranks 75 for risk / return — better than 75% 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 Nasdaq-100 Managed Floor ETF (QFLR) and compare them to S&P 500 Index.
| QFLR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 2.93 | +0.63 |
| Martin ratioReturn relative to average drawdown | 15.19 | 13.52 | +1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | $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 0.48%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -13.97%Apr 2025 | 3mo 22d | 3mo 3d | 6mo 25dDec 2024 - Jul 2025 |
2024 pullback2024 | -9.01%Aug 2024 | 27d | 3mo 2d | 3mo 29dJul 2024 - Nov 2024 |
2026 pullback2026 | -7.61%Mar 2026 | 2mo | 1mo 1d | 3mo 1dJan 2026 - Apr 2026 |
2024 pullback2024 | -5.14%Apr 2024 | 7d | 26d | 1mo 3dApr 2024 - May 2024 |
2025 pullback2025 | -5.03%Nov 2025 | 16d | 13d | 29dNov 2025 - Dec 2025 |
Drawdown Indicators
| QFLR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.97% | -56.78% | +42.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.61% | -9.10% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.48% | -0.74% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -2.50% | -10.72% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.97% | -0.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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