Innovator U.S. Equity Buffer ETF - February

Symbol: BFEB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 31/01/2020

Latest Date: 02/04/2026

Current Price: $48.05

Expense Ratio: 0.79%

Assets Under Management
$221.4M
0.49% 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

-2.92%

Volatility

13.45%

Sharpe Ratio

-2.332

VaR 95%

-1.21%

CVaR 95%: -1.29%
Max Drawdown: -5.50%
Sortino Ratio: -4.279
Calmar Ratio: -5.04
Return

-1.34%

Volatility

10.71%

Sharpe Ratio

-0.839

VaR 95%

-1.21%

CVaR 95%: -1.31%
Max Drawdown: -6.41%
Sortino Ratio: -1.239
Calmar Ratio: -0.84
Return

1.53%

Volatility

9.25%

Sharpe Ratio

-0.056

VaR 95%

-1.08%

CVaR 95%: -1.29%
Max Drawdown: -6.41%
Sortino Ratio: -0.077
Calmar Ratio: 0.49
Return

15.05%

Volatility

13.10%

Sharpe Ratio

0.876

VaR 95%

-1.08%

CVaR 95%: -1.86%
Max Drawdown: -6.41%
Sortino Ratio: 1.084
Calmar Ratio: 2.36
Return

22.88%

Volatility

10.65%

Sharpe Ratio

0.682

VaR 95%

-1.03%

CVaR 95%: -1.57%
Max Drawdown: -13.82%
Sortino Ratio: 0.810
Calmar Ratio: 0.79
Return

50.21%

Volatility

9.94%

Sharpe Ratio

1.102

VaR 95%

-0.96%

CVaR 95%: -1.41%
Max Drawdown: -13.82%
Sortino Ratio: 1.407
Calmar Ratio: 1.06

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.059%

Best Day

7.152%

09/04/2025
Worst Day

-4.118%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $47.81 $48.11 $47.81 $48.05 11,600
01/04/2026 $48.06 $48.19 $47.95 $48.04 23,700
31/03/2026 $47.35 $47.74 $47.21 $47.70 13,700
30/03/2026 $47.11 $47.11 $46.60 $46.73 3,500
27/03/2026 $47.21 $47.23 $46.83 $46.89 11,800
26/03/2026 $47.81 $47.87 $47.42 $47.42 13,900
25/03/2026 $48.10 $48.23 $47.95 $48.07 40,800
24/03/2026 $47.89 $48.02 $47.84 $47.88 15,500
23/03/2026 $48.15 $48.17 $47.96 $48.02 4,500
20/03/2026 $47.92 $47.92 $47.45 $47.56 3,700