Innovator U.S. Equity Buffer ETF - September
Symbol: BSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 30/08/2019
Latest Date: 17/04/2026
Current Price: $50.96
Expense Ratio: 0.79%
Assets Under Management
$197.1M
0.07% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
5.16%
Volatility
12.87%
Sharpe Ratio
-2.200
VaR 95%
-1.14%
CVaR 95%:
-1.23%
Max Drawdown:
-5.00%
Sortino Ratio:
-4.099
Calmar Ratio:
-4.94
Return
3.81%
Volatility
9.84%
Sharpe Ratio
-1.139
VaR 95%
-1.07%
CVaR 95%:
-1.22%
Max Drawdown:
-5.70%
Sortino Ratio:
-1.687
Calmar Ratio:
-1.33
Return
5.20%
Volatility
8.79%
Sharpe Ratio
-0.417
VaR 95%
-1.04%
CVaR 95%:
-1.23%
Max Drawdown:
-5.70%
Sortino Ratio:
-0.584
Calmar Ratio:
-0.01
Return
27.23%
Volatility
12.80%
Sharpe Ratio
0.884
VaR 95%
-1.05%
CVaR 95%:
-1.82%
Max Drawdown:
-5.70%
Sortino Ratio:
1.084
Calmar Ratio:
2.62
Return
33.30%
Volatility
10.89%
Sharpe Ratio
0.705
VaR 95%
-1.04%
CVaR 95%:
-1.59%
Max Drawdown:
-13.36%
Sortino Ratio:
0.855
Calmar Ratio:
0.85
Return
57.38%
Volatility
10.31%
Sharpe Ratio
1.072
VaR 95%
-1.00%
CVaR 95%:
-1.44%
Max Drawdown:
-13.36%
Sortino Ratio:
1.399
Calmar Ratio:
1.10
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.1%
Best Day
2.603%
10/04/2026
Worst Day
-1.629%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $50.92 | $51.09 | $50.89 | $50.96 | 2,800 |
| 16/04/2026 | $50.50 | $50.62 | $50.50 | $50.62 | 2,800 |
| 15/04/2026 | $50.34 | $50.62 | $50.34 | $50.61 | 13,500 |
| 14/04/2026 | $50.19 | $50.33 | $50.19 | $50.33 | 1,800 |
| 13/04/2026 | $49.56 | $49.98 | $49.56 | $49.98 | 2,100 |
| 10/04/2026 | $49.69 | $49.69 | $49.63 | $49.63 | 200 |
| 02/04/2026 | $47.87 | $48.40 | $47.87 | $48.37 | 6,000 |
| 01/04/2026 | $48.30 | $48.46 | $48.30 | $48.37 | 2,700 |
| 31/03/2026 | $47.60 | $48.08 | $47.55 | $48.08 | 2,500 |
| 30/03/2026 | $47.39 | $47.40 | $46.94 | $47.13 | 16,000 |