Innovator U.S. Equity Buffer ETF - May
Symbol: BMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/04/2020
Latest date: 03/06/2026
Current price: $47.48
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
3.00%
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
5.13%
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
6.79%
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
15.17%
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
27.88%
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
54.16%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.057%
Best day
1.797%
Worst day
-0.965%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $47.51 | $47.53 | $47.47 | $47.48 | 3,100 |
| 02/06/2026 | $47.62 | $47.66 | $47.59 | $47.63 | 266,300 |
| 01/06/2026 | $47.58 | $47.67 | $47.52 | $47.62 | 21,300 |
| 29/05/2026 | $47.56 | $47.60 | $47.47 | $47.59 | 20,700 |
| 28/05/2026 | $47.35 | $47.50 | $47.32 | $47.48 | 15,100 |
| 27/05/2026 | $47.16 | $47.37 | $47.16 | $47.34 | 249,300 |
| 26/05/2026 | $47.27 | $47.36 | $47.26 | $47.30 | 11,300 |
| 22/05/2026 | $47.17 | $47.20 | $47.11 | $47.17 | 15,600 |
| 21/05/2026 | $46.92 | $47.10 | $46.81 | $47.08 | 27,700 |
| 20/05/2026 | $46.75 | $46.99 | $46.73 | $46.95 | 28,300 |