Innovator U.S. Equity Buffer ETF - September
Symbol: BSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 30/08/2019
Latest Date: 02/04/2026
Current Price: $48.37
Expense Ratio: 0.79%
Assets Under Management
$206.2M
1.05% 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
-2.55%
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
-1.92%
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
-0.02%
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
14.88%
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
23.79%
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
50.61%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.059%
Best Day
6.879%
09/04/2025
Worst Day
-4.282%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $47.50 | $47.62 | $47.15 | $47.27 | 3,200 |
| 26/03/2026 | $48.26 | $48.26 | $47.77 | $47.78 | 9,300 |
| 25/03/2026 | $48.43 | $48.49 | $48.37 | $48.41 | 2,700 |
| 24/03/2026 | $48.25 | $48.34 | $48.19 | $48.19 | 1,100 |
| 23/03/2026 | $48.60 | $48.69 | $48.35 | $48.37 | 1,800 |
| 20/03/2026 | $48.34 | $48.34 | $47.77 | $47.94 | 3,000 |