Innovator U.S. Equity Buffer ETF - November

Symbol: BNOV

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 31/10/2019

Latest Date: 02/04/2026

Current Price: $43.30

Expense Ratio: 0.79%

Assets Under Management
$216.7M
0.59% 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

-3.03%

Volatility

13.40%

Sharpe Ratio

-2.408

VaR 95%

-1.31%

CVaR 95%: -1.35%
Max Drawdown: -5.62%
Sortino Ratio: -4.471
Calmar Ratio: -5.09
Return

-2.60%

Volatility

10.64%

Sharpe Ratio

-1.295

VaR 95%

-1.15%

CVaR 95%: -1.34%
Max Drawdown: -6.57%
Sortino Ratio: -1.955
Calmar Ratio: -1.54
Return

-0.59%

Volatility

9.59%

Sharpe Ratio

-0.503

VaR 95%

-1.15%

CVaR 95%: -1.35%
Max Drawdown: -6.57%
Sortino Ratio: -0.686
Calmar Ratio: -0.18
Return

12.33%

Volatility

13.25%

Sharpe Ratio

0.660

VaR 95%

-1.15%

CVaR 95%: -1.94%
Max Drawdown: -6.57%
Sortino Ratio: 0.787
Calmar Ratio: 1.88
Return

19.06%

Volatility

10.60%

Sharpe Ratio

0.521

VaR 95%

-1.00%

CVaR 95%: -1.61%
Max Drawdown: -13.70%
Sortino Ratio: 0.590
Calmar Ratio: 0.67
Return

36.99%

Volatility

10.13%

Sharpe Ratio

0.738

VaR 95%

-1.00%

CVaR 95%: -1.51%
Max Drawdown: -13.70%
Sortino Ratio: 0.893
Calmar Ratio: 0.81

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

0.05%

Best Day

7.081%

09/04/2025
Worst Day

-4.423%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $43.04 $43.30 $43.04 $43.30 8,600
01/04/2026 $43.26 $43.40 $43.24 $43.27 5,700
31/03/2026 $42.47 $43.12 $42.47 $43.02 10,600
30/03/2026 $42.28 $42.42 $42.05 $42.13 4,600
27/03/2026 $42.50 $42.51 $42.25 $42.25 9,200
26/03/2026 $43.13 $43.13 $42.79 $42.84 6,000
25/03/2026 $43.47 $43.47 $43.31 $43.34 5,100
24/03/2026 $43.00 $43.32 $43.00 $43.15 6,200
23/03/2026 $43.45 $43.57 $43.25 $43.25 8,600
20/03/2026 $43.09 $43.18 $42.83 $42.87 4,400