Innovator U.S. Equity Buffer ETF - September
Symbol: BSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2019
Latest date: 17/07/2026
Current price: $52.88
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
1.01%
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
3.77%
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
7.72%
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
15.69%
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
28.98%
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
51.17%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.059%
Best day
2.026%
Worst day
-1.629%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $52.86 | $52.88 | $52.86 | $52.88 | 300 |
| 16/07/2026 | $53.15 | $53.15 | $53.06 | $53.06 | 700 |
| 15/07/2026 | $53.14 | $53.17 | $53.06 | $53.16 | 3,900 |
| 14/07/2026 | $53.08 | $53.08 | $52.98 | $53.07 | 2,800 |
| 13/07/2026 | $53.09 | $53.09 | $52.96 | $52.98 | 3,000 |
| 10/07/2026 | $53.03 | $53.11 | $53.00 | $53.11 | 4,000 |
| 09/07/2026 | $52.97 | $52.99 | $52.97 | $52.99 | 2,400 |
| 08/07/2026 | $52.72 | $52.82 | $52.68 | $52.81 | 5,300 |
| 07/07/2026 | $52.89 | $52.95 | $52.79 | $52.90 | 1,300 |
| 06/07/2026 | $52.94 | $52.97 | $52.90 | $52.97 | 3,500 |