Summary
BOCT
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.28% Volatility 13.11% Sharpe 0.81
Official loaded data — not a live quote.

Innovator U.S. Equity Buffer ETF - October

Symbol: BOCT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/09/2018

Latest date: 03/06/2026

Current price: $52.97

Expense ratio: 0.79%

Assets under management
$289.7M
-0.02% 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

2.95%

Ann. -26.88% (Sharpe / Sortino numerator)

Volatility

12.84%

Sharpe ratio

-2.377

VaR 95%

-1.20%

CVaR 95%: -1.27%
Max drawdown: -5.35%
Sortino ratio: -4.174
Calmar ratio: -5.03

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

7.31%

Ann. -8.97% (Sharpe / Sortino numerator)

Volatility

10.19%

Sharpe ratio

-1.236

VaR 95%

-1.16%

CVaR 95%: -1.27%
Max drawdown: -6.09%
Sortino ratio: -1.839
Calmar ratio: -1.47

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

7.68%

Ann. -0.75% (Sharpe / Sortino numerator)

Volatility

9.36%

Sharpe ratio

-0.468

VaR 95%

-1.14%

CVaR 95%: -1.33%
Max drawdown: -6.09%
Sortino ratio: -0.637
Calmar ratio: -0.12

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

20.28%

Ann. 14.19% (Sharpe / Sortino numerator)

Volatility

13.11%

Sharpe ratio

0.806

VaR 95%

-1.18%

CVaR 95%: -1.87%
Max drawdown: -6.09%
Sortino ratio: 0.988
Calmar ratio: 2.33

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

28.79%

Ann. 9.43% (Sharpe / Sortino numerator)

Volatility

10.71%

Sharpe ratio

0.542

VaR 95%

-1.03%

CVaR 95%: -1.59%
Max drawdown: -13.62%
Sortino ratio: 0.641
Calmar ratio: 0.69

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

50.65%

Ann. 12.68% (Sharpe / Sortino numerator)

Volatility

9.94%

Sharpe ratio

0.911

VaR 95%

-0.96%

CVaR 95%: -1.46%
Max drawdown: -13.62%
Sortino ratio: 1.125
Calmar ratio: 0.93

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

0.075%

Best day

1.955%

31/03/2026
Worst day

-1.81%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $52.98 $53.05 $52.92 $52.97 17,500
02/06/2026 $53.01 $53.12 $53.00 $53.05 14,300
01/06/2026 $52.96 $53.07 $52.95 $53.03 59,200
29/05/2026 $53.00 $53.04 $52.92 $52.97 11,100
28/05/2026 $52.77 $52.92 $52.77 $52.88 7,100
27/05/2026 $52.71 $52.74 $52.69 $52.74 8,900
26/05/2026 $52.72 $52.79 $52.66 $52.74 6,800
22/05/2026 $52.52 $52.63 $52.49 $52.53 5,600
21/05/2026 $52.26 $52.51 $52.25 $52.44 5,800
20/05/2026 $52.23 $52.38 $52.23 $52.35 27,400