Summary
BFEB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 17.69% Volatility 13.10% Sharpe 0.88
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - February

Symbol: BFEB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/01/2020

Latest date: 16/07/2026

Current price: $52.91

Expense ratio: 0.79%

Assets under management
$252.6M
-0.12% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.64%

Ann. -27.74% (Sharpe / Sortino numerator)

Volatility

13.45%

Sharpe ratio

-2.332

VaR 95%

-1.21%

CVaR 95%: -1.29%
Max drawdown: -5.50%
Sortino ratio: -4.279
Calmar ratio: -5.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.97%

Ann. -5.36% (Sharpe / Sortino numerator)

Volatility

10.71%

Sharpe ratio

-0.839

VaR 95%

-1.21%

CVaR 95%: -1.31%
Max drawdown: -6.41%
Sortino ratio: -1.239
Calmar ratio: -0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.44%

Ann. 3.11% (Sharpe / Sortino numerator)

Volatility

9.25%

Sharpe ratio

-0.056

VaR 95%

-1.08%

CVaR 95%: -1.29%
Max drawdown: -6.41%
Sortino ratio: -0.077
Calmar ratio: 0.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.69%

Ann. 15.11% (Sharpe / Sortino numerator)

Volatility

13.10%

Sharpe ratio

0.876

VaR 95%

-1.08%

CVaR 95%: -1.86%
Max drawdown: -6.41%
Sortino ratio: 1.084
Calmar ratio: 2.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

28.15%

Ann. 10.90% (Sharpe / Sortino numerator)

Volatility

10.65%

Sharpe ratio

0.682

VaR 95%

-1.03%

CVaR 95%: -1.57%
Max drawdown: -13.82%
Sortino ratio: 0.810
Calmar ratio: 0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

53.11%

Ann. 14.59% (Sharpe / Sortino numerator)

Volatility

9.94%

Sharpe ratio

1.102

VaR 95%

-0.96%

CVaR 95%: -1.41%
Max drawdown: -13.82%
Sortino ratio: 1.407
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

2.082%

31/03/2026
Worst day

-1.557%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $52.98 $53.03 $52.84 $52.91 3,400
15/07/2026 $52.97 $53.06 $52.91 $53.06 4,500
14/07/2026 $52.86 $52.98 $52.86 $52.95 97,600
13/07/2026 $52.97 $52.97 $52.76 $52.78 5,300
10/07/2026 $52.84 $53.07 $52.84 $53.03 1,700
09/07/2026 $52.65 $52.91 $52.65 $52.87 3,000
08/07/2026 $52.45 $52.64 $52.45 $52.63 6,400
07/07/2026 $52.66 $52.74 $52.61 $52.72 2,900
06/07/2026 $52.67 $52.92 $52.67 $52.84 6,100
02/07/2026 $52.53 $52.58 $52.50 $52.58 3,100