Innovator U.S. Equity Buffer ETF - May
Symbol: BMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 30/04/2020
Latest Date: 02/04/2026
Current Price: $45.11
Expense Ratio: 0.79%
Assets Under Management
$141.6M
0.68% 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
-0.43%
Volatility
10.28%
Sharpe Ratio
-0.798
VaR 95%
-0.94%
CVaR 95%:
-0.96%
Max Drawdown:
-2.71%
Sortino Ratio:
-1.501
Calmar Ratio:
-1.68
Return
0.60%
Volatility
6.86%
Sharpe Ratio
-0.173
VaR 95%
-0.66%
CVaR 95%:
-0.86%
Max Drawdown:
-2.95%
Sortino Ratio:
-0.256
Calmar Ratio:
0.83
Return
2.77%
Volatility
5.81%
Sharpe Ratio
0.351
VaR 95%
-0.61%
CVaR 95%:
-0.81%
Max Drawdown:
-2.95%
Sortino Ratio:
0.488
Calmar Ratio:
1.92
Return
12.59%
Volatility
12.39%
Sharpe Ratio
0.727
VaR 95%
-0.65%
CVaR 95%:
-1.78%
Max Drawdown:
-5.94%
Sortino Ratio:
0.766
Calmar Ratio:
2.13
Return
26.74%
Volatility
10.44%
Sharpe Ratio
0.863
VaR 95%
-0.78%
CVaR 95%:
-1.56%
Max Drawdown:
-12.75%
Sortino Ratio:
0.933
Calmar Ratio:
0.99
Return
49.23%
Volatility
9.52%
Sharpe Ratio
1.125
VaR 95%
-0.78%
CVaR 95%:
-1.37%
Max Drawdown:
-12.75%
Sortino Ratio:
1.302
Calmar Ratio:
1.12
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.
Average Daily Return
0.05%
Best Day
7.324%
09/04/2025
Worst Day
-4.608%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $44.81 | $45.11 | $44.81 | $45.11 | 3,700 |
| 01/04/2026 | $45.00 | $45.15 | $44.98 | $45.07 | 9,400 |
| 31/03/2026 | $44.51 | $44.87 | $44.51 | $44.87 | 1,000 |
| 30/03/2026 | $44.15 | $44.28 | $44.04 | $44.08 | 2,100 |
| 27/03/2026 | $44.33 | $44.34 | $44.10 | $44.10 | 3,400 |
| 26/03/2026 | $44.82 | $44.82 | $44.52 | $44.52 | 5,100 |
| 25/03/2026 | $44.94 | $44.96 | $44.89 | $44.96 | 1,500 |
| 24/03/2026 | $44.76 | $44.82 | $44.76 | $44.78 | 3,800 |
| 23/03/2026 | $45.04 | $45.04 | $44.86 | $44.95 | 1,800 |
| 20/03/2026 | $44.70 | $44.70 | $44.53 | $44.55 | 700 |