Innovator U.S. Equity Buffer ETF - May
Symbol: BMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/04/2020
Latest date: 15/10/2026
Current price: $48.94
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.67%
Ann. -4.57% (Sharpe / Sortino numerator)
Volatility
10.28%
Sharpe ratio
-0.798
VaR 95%
-0.94%
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
2.50%
Ann. 2.44% (Sharpe / Sortino numerator)
Volatility
6.86%
Sharpe ratio
-0.173
VaR 95%
-0.66%
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
6.43%
Ann. 5.67% (Sharpe / Sortino numerator)
Volatility
5.81%
Sharpe ratio
0.351
VaR 95%
-0.61%
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
11.72%
Ann. 12.64% (Sharpe / Sortino numerator)
Volatility
12.39%
Sharpe ratio
0.727
VaR 95%
-0.65%
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
23.54%
Ann. 12.63% (Sharpe / Sortino numerator)
Volatility
10.44%
Sharpe ratio
0.863
VaR 95%
-0.78%
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
54.88%
Ann. 14.34% (Sharpe / Sortino numerator)
Volatility
9.52%
Sharpe ratio
1.125
VaR 95%
-0.78%
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.
Average daily return
0.045%
Best day
1.797%
Worst day
-1.617%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $48.88 | $48.99 | $48.80 | $48.94 | 4,500 |
| 14/10/2026 | $48.95 | $48.95 | $48.75 | $48.82 | 9,600 |
| 13/10/2026 | $49.12 | $49.23 | $49.12 | $49.16 | 5,200 |
| 12/10/2026 | $49.13 | $49.18 | $49.09 | $49.15 | 3,500 |
| 09/10/2026 | $49.02 | $49.21 | $49.02 | $49.16 | 15,700 |
| 08/10/2026 | $49.03 | $49.03 | $48.91 | $48.97 | 5,000 |
| 07/10/2026 | $48.99 | $49.10 | $48.99 | $49.10 | 2,100 |
| 06/10/2026 | $49.16 | $49.21 | $49.14 | $49.15 | 3,900 |
| 05/10/2026 | $48.94 | $49.03 | $48.94 | $48.95 | 6,400 |
| 02/10/2026 | $48.77 | $48.80 | $48.72 | $48.77 | 6,900 |