Summary
BFEB
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 21.21% 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: 03/06/2026

Current price: $52.68

Expense ratio: 0.79%

Assets under management
$235.6M
-0.04% 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

3.00%

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

7.14%

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

9.25%

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

21.21%

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

32.17%

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

59.09%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.078%

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
03/06/2026 $52.70 $52.74 $52.65 $52.68 3,500
02/06/2026 $52.75 $52.86 $52.74 $52.83 18,100
01/06/2026 $52.63 $52.84 $52.63 $52.78 8,100
29/05/2026 $52.74 $52.80 $52.70 $52.70 2,800
28/05/2026 $52.53 $52.67 $52.53 $52.65 3,200
27/05/2026 $52.46 $52.51 $52.43 $52.48 195,700
26/05/2026 $52.46 $52.49 $52.42 $52.46 4,100
22/05/2026 $52.28 $52.37 $52.25 $52.30 7,000
21/05/2026 $51.91 $52.19 $51.91 $52.19 6,000
20/05/2026 $51.90 $52.17 $51.85 $52.11 4,000