Innovator U.S. Equity Buffer ETF - September
Symbol: BSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2019
Latest date: 15/10/2026
Current price: $54.52
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
1.64%
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
2.55%
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
7.73%
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
13.35%
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
28.79%
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
59.79%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.051%
Best day
2.026%
Worst day
-1.344%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $54.07 | $54.59 | $54.07 | $54.52 | 9,500 |
| 14/10/2026 | $54.42 | $54.74 | $54.28 | $54.41 | 11,500 |
| 13/10/2026 | $54.88 | $54.91 | $54.72 | $54.82 | 4,900 |
| 12/10/2026 | $54.99 | $54.99 | $54.73 | $54.79 | 7,100 |
| 09/10/2026 | $54.76 | $54.91 | $54.75 | $54.83 | 3,900 |
| 08/10/2026 | $54.72 | $54.78 | $54.44 | $54.59 | 20,200 |
| 07/10/2026 | $54.68 | $54.81 | $54.57 | $54.75 | 21,400 |
| 06/10/2026 | $54.67 | $54.99 | $54.65 | $54.90 | 6,200 |
| 05/10/2026 | $54.49 | $54.73 | $54.49 | $54.59 | 10,900 |
| 02/10/2026 | $54.54 | $54.54 | $54.30 | $54.37 | 8,700 |