Innovator U.S. Equity Buffer ETF - May
Symbol: BMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/04/2020
Latest date: 16/07/2026
Current price: $47.67
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
0.42%
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
3.56%
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
5.78%
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
12.36%
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
23.18%
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
48.35%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.047%
Best day
1.797%
Worst day
-1.617%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $47.69 | $47.77 | $47.54 | $47.67 | 9,300 |
| 15/07/2026 | $47.68 | $47.78 | $47.63 | $47.74 | 5,300 |
| 14/07/2026 | $47.59 | $47.69 | $47.57 | $47.67 | 107,200 |
| 13/07/2026 | $47.68 | $47.68 | $47.45 | $47.47 | 5,800 |
| 10/07/2026 | $47.67 | $47.77 | $47.64 | $47.74 | 3,000 |
| 09/07/2026 | $47.49 | $47.62 | $47.42 | $47.59 | 5,600 |
| 08/07/2026 | $47.35 | $47.38 | $47.22 | $47.38 | 5,800 |
| 07/07/2026 | $47.57 | $47.57 | $47.36 | $47.45 | 3,400 |
| 06/07/2026 | $47.44 | $47.62 | $47.44 | $47.58 | 5,800 |
| 02/07/2026 | $47.54 | $47.54 | $47.19 | $47.34 | 20,700 |