Cboe US - Delayed Quote USD

Innovator U.S. Equity Buffer ETF - January (BJAN)

45.16 +0.06 (+0.14%)
At close: 3:56 PM EDT

ETF Summary

The fund invests at least 80% of its net assets in FLexible EXchange® Options ("FLEX Options") that reference the SPDR® S&P 500® ETF Trust (the "underlying ETF"). FLEX Options are exchange-traded option contracts with uniquely customizable terms. Through its use of FLEX Options on the Underlying ETF, the fund has significant exposure to companies in the information technology sector. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return 10.38%
5y Average Return 10.48%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.78
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
BJANCategory AverageBJANCategory AverageBJANCategory Average
Alpha 2.73 0.94 1.67 0.3 0 -0.24
BETA 0.78 0.56 0.73 0.47 0 0.42
Mean Annual Return 0.7 0.49 0.96 0.62 0 0.38
R-squared 93.12 81.72 93.4 72.79 0 56.25
Standard Deviation 13.5 10.34 13.38 9.91 0 9.15
Sharpe Ratio 0.39 0.26 0.7 0.52 0 0.3
Treynor Ratio 5.8 2.94 12.17 11.69 0 5.88

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