PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Innovator Growth Accelerated Plus ETF - July (QTJL...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerInnovator
Inception DateJul 1, 2021
RegionNorth America (U.S.)
CategoryActively Managed, Leveraged, Leveraged Equities
Leveraged3x
Index TrackedNo Index (Active)
Home Pagewww.innovatoretfs.com
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

The Innovator Growth Accelerated Plus ETF - July has a high expense ratio of 0.79%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.79%

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.


Innovator Growth Accelerated Plus ETF - July

Popular comparisons: QTJL vs. ALTL, QTJL vs. QQQM, QTJL vs. QQQ, QTJL vs. SPY, QTJL vs. XLK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Growth Accelerated Plus ETF - July, 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%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
18.59%
18.64%
QTJL (Innovator Growth Accelerated Plus ETF - July)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator Growth Accelerated Plus ETF - July had a return of 4.29% year-to-date (YTD) and 21.96% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.29%5.06%
1 month-0.39%-3.23%
6 months16.86%17.14%
1 year21.96%20.62%
5 years (annualized)N/A11.54%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.75%2.60%0.94%
2023-3.87%-1.60%10.28%3.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of QTJL is 87, placing it in the top 13% of the market 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 QTJL is 8787
Innovator Growth Accelerated Plus ETF - July(QTJL)
The Sharpe Ratio Rank of QTJL is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of QTJL is 8787Sortino Ratio Rank
The Omega Ratio Rank of QTJL is 9393Omega Ratio Rank
The Calmar Ratio Rank of QTJL is 7777Calmar Ratio Rank
The Martin Ratio Rank of QTJL is 8888Martin 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 Growth Accelerated Plus ETF - July (QTJL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


QTJL
Sharpe ratio
The chart of Sharpe ratio for QTJL, currently valued at 2.07, compared to the broader market-1.000.001.002.003.004.002.07
Sortino ratio
The chart of Sortino ratio for QTJL, currently valued at 2.85, compared to the broader market-2.000.002.004.006.008.002.85
Omega ratio
The chart of Omega ratio for QTJL, currently valued at 1.42, compared to the broader market1.001.502.001.42
Calmar ratio
The chart of Calmar ratio for QTJL, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.001.30
Martin ratio
The chart of Martin ratio for QTJL, currently valued at 10.36, compared to the broader market0.0010.0020.0030.0040.0050.0010.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.0040.0050.007.04

Sharpe Ratio

The current Innovator Growth Accelerated Plus ETF - July Sharpe ratio is 2.07. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.07
1.76
QTJL (Innovator Growth Accelerated Plus ETF - July)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator Growth Accelerated Plus ETF - July doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.29%
-4.63%
QTJL (Innovator Growth Accelerated Plus ETF - July)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Growth Accelerated Plus ETF - July. 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 Growth Accelerated Plus ETF - July was 33.40%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.

The current Innovator Growth Accelerated Plus ETF - July drawdown is 1.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.4%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-5.47%Sep 8, 202119Oct 4, 202113Oct 21, 202132
-3.97%Nov 22, 20219Dec 3, 202115Dec 27, 202124
-2.15%Jul 15, 20213Jul 19, 20213Jul 22, 20216
-1.42%Aug 10, 20217Aug 18, 20213Aug 23, 202110

Volatility

Volatility Chart

The current Innovator Growth Accelerated Plus ETF - July volatility is 1.17%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
1.17%
3.27%
QTJL (Innovator Growth Accelerated Plus ETF - July)
Benchmark (^GSPC)