Innovator U.S. Equity Buffer ETF - September
Symbol: BSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2019
Latest date: 03/06/2026
Current price: $52.56
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
2.51%
Ann. -24.69% (Sharpe / Sortino numerator)
Volatility
12.87%
Sharpe ratio
-2.200
VaR 95%
-1.14%
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
6.44%
Ann. -7.59% (Sharpe / Sortino numerator)
Volatility
9.84%
Sharpe ratio
-1.139
VaR 95%
-1.07%
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
7.27%
Ann. -0.03% (Sharpe / Sortino numerator)
Volatility
8.79%
Sharpe ratio
-0.417
VaR 95%
-1.04%
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
20.00%
Ann. 14.95% (Sharpe / Sortino numerator)
Volatility
12.80%
Sharpe ratio
0.884
VaR 95%
-1.05%
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
31.70%
Ann. 11.31% (Sharpe / Sortino numerator)
Volatility
10.89%
Sharpe ratio
0.705
VaR 95%
-1.04%
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
58.46%
Ann. 14.69% (Sharpe / Sortino numerator)
Volatility
10.31%
Sharpe ratio
1.072
VaR 95%
-1.00%
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
0.074%
Best day
2.026%
Worst day
-1.629%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $52.56 | $52.57 | $52.51 | $52.56 | 2,500 |
| 02/06/2026 | $52.57 | $52.63 | $52.57 | $52.63 | 1,000 |
| 01/06/2026 | $52.53 | $52.64 | $52.53 | $52.60 | 8,800 |
| 29/05/2026 | $52.50 | $52.59 | $52.49 | $52.54 | 30,900 |
| 28/05/2026 | $52.43 | $52.51 | $52.43 | $52.51 | 1,900 |
| 27/05/2026 | $52.33 | $52.40 | $52.33 | $52.40 | 4,400 |
| 26/05/2026 | $52.36 | $52.43 | $52.34 | $52.38 | 2,000 |
| 22/05/2026 | $52.21 | $52.26 | $52.19 | $52.22 | 4,300 |
| 21/05/2026 | $51.97 | $52.16 | $51.97 | $52.16 | 5,600 |
| 20/05/2026 | $51.88 | $52.11 | $51.88 | $52.09 | 5,900 |