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

ETF Info

ISINUS45782C8212
CUSIP45782C821
IssuerInnovator
Inception DateOct 1, 2018
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Leveraged1x
Index TrackedCboe S&P 500 30% (-5% to -35%) Buffer Protect October Series Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for UOCT: 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%

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: UOCT vs. POCT, UOCT vs. PSFD, UOCT vs. VOO, UOCT vs. XMU.TO

Performance

Performance Chart

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


40.00%50.00%60.00%70.00%80.00%90.00%100.00%JuneJulyAugustSeptemberOctoberNovember
47.63%
105.00%
UOCT (Innovator U.S. Equity Ultra Buffer ETF - October)
Benchmark (^GSPC)

Returns By Period

Innovator U.S. Equity Ultra Buffer ETF - October had a return of 9.39% year-to-date (YTD) and 15.00% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.39%25.70%
1 month1.52%3.51%
6 months4.52%14.80%
1 year15.00%37.91%
5 years (annualized)7.55%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.90%1.87%0.96%-0.48%1.71%0.76%0.58%0.64%0.37%-0.20%9.39%
20233.48%-0.74%1.78%1.30%1.00%2.36%0.87%0.66%0.63%-1.02%5.03%2.02%18.66%
2022-1.09%-0.96%1.32%-3.29%-0.04%-3.62%2.77%-2.29%-0.87%2.82%2.52%-1.45%-4.35%
2021-1.04%0.71%1.56%0.66%0.29%0.69%0.07%0.36%-0.25%1.94%-0.53%1.24%5.83%
2020-0.03%-2.81%-5.12%5.30%2.19%0.69%1.89%1.69%0.58%-0.89%3.65%1.01%8.03%
20192.92%1.63%0.42%2.67%-3.85%3.69%1.01%-1.72%1.30%0.60%1.27%0.66%10.88%
2018-3.18%1.18%-4.24%-6.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of UOCT is 97, placing it in the top 3% 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 UOCT is 9797
Combined Rank
The Sharpe Ratio Rank of UOCT is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of UOCT is 9797Sortino Ratio Rank
The Omega Ratio Rank of UOCT is 9797Omega Ratio Rank
The Calmar Ratio Rank of UOCT is 9898Calmar Ratio Rank
The Martin Ratio Rank of UOCT is 9898Martin 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 Ultra Buffer ETF - October (UOCT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


UOCT
Sharpe ratio
The chart of Sharpe ratio for UOCT, currently valued at 3.71, compared to the broader market-2.000.002.004.006.003.71
Sortino ratio
The chart of Sortino ratio for UOCT, currently valued at 5.87, compared to the broader market-2.000.002.004.006.008.0010.0012.005.87
Omega ratio
The chart of Omega ratio for UOCT, currently valued at 1.94, compared to the broader market1.001.502.002.503.001.94
Calmar ratio
The chart of Calmar ratio for UOCT, currently valued at 8.44, compared to the broader market0.005.0010.0015.008.44
Martin ratio
The chart of Martin ratio for UOCT, currently valued at 48.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.0048.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.0012.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.39

Sharpe Ratio

The current Innovator U.S. Equity Ultra Buffer ETF - October Sharpe ratio is 3.71. 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 Ultra 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
3.71
2.97
UOCT (Innovator U.S. Equity Ultra Buffer ETF - October)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator U.S. Equity Ultra 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$0.58

Dividend yield

0.00%0.00%0.00%0.00%0.00%2.33%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator U.S. Equity Ultra 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$0.58$0.00$0.58

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%JuneJulyAugustSeptemberOctoberNovember00
UOCT (Innovator U.S. Equity Ultra Buffer ETF - October)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Ultra 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 Ultra Buffer ETF - October was 13.68%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.68%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-8.65%Jan 5, 2022194Oct 12, 2022118Apr 3, 2023312
-7.72%Oct 3, 201857Dec 24, 201875Apr 12, 2019132
-5.05%Jul 29, 201920Aug 23, 201965Nov 27, 201985
-4.36%May 6, 201920Jun 3, 201913Jun 20, 201933

Volatility

Volatility Chart

The current Innovator U.S. Equity Ultra Buffer ETF - October volatility is 1.66%, 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
1.66%
3.92%
UOCT (Innovator U.S. Equity Ultra Buffer ETF - October)
Benchmark (^GSPC)