Innovator Equity Defined Protection ETF - 2 Yr To April 2026

10-Year Study

AAPR.US · Unknown · US · ETF

Executive Summary: Innovator Equity Defined Protection ETF - 2 Yr To April 2026 has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 1.7% and an annualized volatility of 12.8%.

1Y CAGR
+9.1%
3Y CAGR
+9.7%
5Y CAGR
+9.7%
10Y CAGR
+9.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
1.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.50.30.61.90.7———————3.9%
20251.0-0.2-1.50.22.21.80.70.80.90.50.50.87.8%
2024————2.21.70.71.81.1-0.51.5-0.48.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.7% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-04-0110000
2024-05-0110217.748562037797
2024-06-0110390.304026294167
2024-07-0110465.899753492195
2024-08-0110651.191454396056
2024-09-0110772.391125718981
2024-10-0110713.640098603124
2024-11-0110870.994248151192
2024-12-0110829.909613804435
2025-01-0110941.248972884141
2025-02-0110916.187345932622
2025-03-0110751.437962202137
2025-04-0110772.391125718981
2025-05-0111004.519309778143
2025-06-0111201.725554642564
2025-07-0111276.910435497124
2025-08-0111372.226787181595
2025-09-0111476.992604765817
2025-10-0111528.759244042727
2025-11-0111581.758422350042
2025-12-0111673.78800328677
2026-01-0111729.663105998357
2026-02-0111762.53081347576
2026-03-0111828.266228430566
2026-04-0112051.52013147083
2026-05-0112134.346754313887
Annual Return Matrix
YearAnnual Return
20250.07792109256449176
20260.03945238262828177
Total Factor Risk
0.1276250348121997
VTI.US Exposure
0.3154029545477249
VEA.US Exposure
0.038883730097591655
VWO.US Exposure
-0.009181557073092272
QQQ.US Exposure
-0.08169761441932166
VTV.US Exposure
-0.05597483609722118
IJR.US Exposure
-0.002273613837775317
QUAL.US Exposure
0.03259994118803688
SHV.US Exposure
0.7170672365899792
TLT.US Exposure
0.013742745646093315
LQD.US Exposure
-0.016818440943548233
HYG.US Exposure
0.037860220544047876
GLD.US Exposure
-0.0018199159482875195
USO.US Exposure
0.004639818538533715
VNQ.US Exposure
-0.005224079567884765
BTC-USD.CC Exposure
-0.0061217294782111445
CPER.US Exposure
0.0027887150517030357
VIX.INDX Exposure
-0.0047974102466455
UUP.US Exposure
-0.0002215720790815447
TIP.US Exposure
0.016834863383745725
Idiosyncratic Exposure
0.004310544103612669
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
63
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+3.8%
50.0% retracement+5.0%
61.8% retracement+6.3%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

AAPR.USvsAAPU.TO

Compare Innovator Equity Defined Protection ETF - 2 Yr To April 2026 vs AAPU.TO

AAPR.USvs2MU.LSE

Compare Innovator Equity Defined Protection ETF - 2 Yr To April 2026 vs Leverage Shares 2x Micron Technology ETC GBP

AAPR.USvs3LLL.LSE

Compare Innovator Equity Defined Protection ETF - 2 Yr To April 2026 vs GraniteShares 3x Long Lloyds Banking Group Daily ETC

Frequently Asked Questions & Methodology

Is Innovator Equity Defined Protection ETF - 2 Yr To April 2026 a high-risk investment?

Innovator Equity Defined Protection ETF - 2 Yr To April 2026 (AAPR.US) has an annualized volatility of 12.8% and experienced a maximum drawdown of 1.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AAPR.US?

Over the past 10 years, AAPR.US has generated a Compound Annual Growth Rate (CAGR) of 9.7%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Innovator Equity Defined Protection ETF - 2 Yr To April 2026

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest