Summary
BMAR
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 15.76% Volatility 12.92% Sharpe 0.89
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - March

Symbol: BMAR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/02/2020

Latest date: 15/10/2026

Current price: $59.62

Expense ratio: 0.79%

Assets under management
$203.9M
0.33% 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

1.60%

Ann. -26.20% (Sharpe / Sortino numerator)

Volatility

13.93%

Sharpe ratio

-2.142

VaR 95%

-1.28%

CVaR 95%: -1.31%
Max drawdown: -5.35%
Sortino ratio: -4.021
Calmar ratio: -4.90

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

2.69%

Ann. -1.98% (Sharpe / Sortino numerator)

Volatility

9.97%

Sharpe ratio

-0.563

VaR 95%

-1.21%

CVaR 95%: -1.27%
Max drawdown: -5.64%
Sortino ratio: -0.802
Calmar ratio: -0.35

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

8.12%

Ann. 4.65% (Sharpe / Sortino numerator)

Volatility

8.38%

Sharpe ratio

0.121

VaR 95%

-0.99%

CVaR 95%: -1.22%
Max drawdown: -5.64%
Sortino ratio: 0.162
Calmar ratio: 0.82

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

15.76%

Ann. 15.12% (Sharpe / Sortino numerator)

Volatility

12.92%

Sharpe ratio

0.890

VaR 95%

-1.01%

CVaR 95%: -1.89%
Max drawdown: -6.23%
Sortino ratio: 1.033
Calmar ratio: 2.43

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

31.74%

Ann. 13.02% (Sharpe / Sortino numerator)

Volatility

11.14%

Sharpe ratio

0.843

VaR 95%

-1.00%

CVaR 95%: -1.65%
Max drawdown: -12.86%
Sortino ratio: 1.005
Calmar ratio: 1.01

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

61.22%

Ann. 15.14% (Sharpe / Sortino numerator)

Volatility

10.12%

Sharpe ratio

1.138

VaR 95%

-0.92%

CVaR 95%: -1.46%
Max drawdown: -12.86%
Sortino ratio: 1.415
Calmar ratio: 1.18

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

2.254%

31/03/2026
Worst day

-1.333%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $59.42 $59.62 $59.42 $59.62 1,700
14/10/2026 $59.56 $59.56 $59.42 $59.48 600
13/10/2026 $59.78 $59.84 $59.78 $59.84 1,400
12/10/2026 $59.83 $59.83 $59.83 $59.83 100
09/10/2026 $59.68 $59.83 $59.67 $59.83 4,400
08/10/2026 $59.61 $59.61 $59.61 $59.61 100
07/10/2026 $59.73 $59.73 $59.73 $59.73 100
06/10/2026 $59.71 $59.81 $59.70 $59.77 2,600
05/10/2026 $59.48 $59.57 $59.48 $59.55 1,500
02/10/2026 $59.45 $59.45 $59.32 $59.40 3,000