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Innovator Equity Managed Floor ETF (SFLR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45783Y6730

Issuer

Innovator

Inception Date

Nov 8, 2022

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

SFLR has an expense ratio of 0.89%, placing it in the medium range.


Expense ratio chart for SFLR: current value is 0.89%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFLR: 0.89%

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Equity 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.


30.00%35.00%40.00%45.00%50.00%55.00%60.00%65.00%December2025FebruaryMarchAprilMay
42.74%
49.50%
SFLR (Innovator Equity Managed Floor ETF)
Benchmark (^GSPC)

Returns By Period

Innovator Equity Managed Floor ETF (SFLR) returned -3.19% year-to-date (YTD) and 9.63% over the past 12 months.


SFLR

YTD

-3.19%

1M

0.61%

6M

-0.27%

1Y

9.63%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-4.72%

1M

-0.51%

6M

-1.78%

1Y

11.67%

5Y*

14.69%

10Y*

10.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.20%-0.96%-4.94%0.38%0.22%-3.19%
20241.76%4.35%3.51%-3.37%3.59%2.94%1.07%0.54%1.46%-0.25%4.95%-1.84%19.99%
20234.65%-1.39%3.11%1.37%1.70%4.48%3.47%-1.42%-3.39%-1.95%5.47%3.77%21.21%
20225.72%-4.10%1.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SFLR is 69, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SFLR is 6969
Overall Rank
The Sharpe Ratio Rank of SFLR is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SFLR is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SFLR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SFLR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SFLR is 6565
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 Equity Managed Floor ETF (SFLR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for SFLR, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.00
SFLR: 0.73
^GSPC: 0.49
The chart of Sortino ratio for SFLR, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
SFLR: 1.04
^GSPC: 0.81
The chart of Omega ratio for SFLR, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
SFLR: 1.15
^GSPC: 1.12
The chart of Calmar ratio for SFLR, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.00
SFLR: 0.72
^GSPC: 0.50
The chart of Martin ratio for SFLR, currently valued at 2.41, compared to the broader market0.0020.0040.0060.00
SFLR: 2.41
^GSPC: 2.00

The current Innovator Equity Managed Floor ETF Sharpe ratio is 0.73. 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 Equity Managed Floor ETF 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.73
0.49
SFLR (Innovator Equity Managed Floor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator Equity Managed Floor ETF provided a 0.43% dividend yield over the last twelve months, with an annual payout of $0.14 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.35202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.14$0.14$0.32$0.01

Dividend yield

0.43%0.42%1.17%0.06%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Equity Managed Floor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.03$0.00$0.00$0.03
2024$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.14
2023$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.03$0.00$0.00$0.17$0.32
2022$0.01$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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.79%
-8.79%
SFLR (Innovator Equity Managed Floor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Equity 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 Equity Managed Floor ETF was 12.13%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Innovator Equity Managed Floor ETF drawdown is 6.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.13%Feb 20, 202534Apr 8, 2025
-7.44%Aug 1, 202362Oct 26, 202332Dec 12, 202394
-6.07%Jul 17, 202416Aug 7, 202437Sep 30, 202453
-5.4%Dec 5, 202217Dec 28, 202222Jan 31, 202339
-5.29%Feb 16, 202316Mar 10, 202321Apr 11, 202337

Volatility

Volatility Chart

The current Innovator Equity Managed Floor ETF volatility is 6.46%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.46%
14.11%
SFLR (Innovator Equity Managed Floor ETF)
Benchmark (^GSPC)