Innovator Equity Defined Protection ETF - 2 Yr to October 2026

10-Year Study

AOCT.US · · US · ETF

Executive Summary: Innovator Equity Defined Protection ETF - 2 Yr to October 2026 has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 1.3% and an annualized volatility of 6.8%.

1Y CAGR
+6.1%
3Y CAGR
+6.1%
5Y CAGR
+6.1%
10Y CAGR
+6.1%

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 →
1.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.1%
% 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.
20260.40.0-0.92.10.4———————2.1%
20251.10.0-1.30.51.41.60.40.80.90.20.40.66.9%
2024——————————1.0-0.40.5%

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 6.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 34.7% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0110095.430677478214
2024-12-0110052.568164383993
2025-01-0110167.003685586877
2025-02-0110167.003685586877
2025-03-0110039.62781017708
2025-04-0110094.622387383517
2025-05-0110235.341990778397
2025-06-0110397.49285072039
2025-07-0110440.760280131133
2025-08-0110519.611755437949
2025-09-0110617.468845738607
2025-10-0110640.922370060813
2025-11-0110680.954325285242
2025-12-0110744.03565978453
2026-01-0110790.537792112416
2026-02-0110792.559843932142
2026-03-0110697.93792548028
2026-04-0110926.001010979633
2026-05-0110972.50323585982
Annual Return Matrix
YearAnnual Return
20250.06878515858767198
20260.02126459584739271
Total Factor Risk
0.06775701850546212
VTI.US Exposure
-0.24812162866192802
VEA.US Exposure
-0.03401499718411143
VWO.US Exposure
0.00007536082075828615
QQQ.US Exposure
0.3466417537849884
VTV.US Exposure
0.04853210626076892
IJR.US Exposure
0.008804787431552951
QUAL.US Exposure
0.2134299825292665
SHV.US Exposure
0.3434658343845066
TLT.US Exposure
-0.010650908819897676
LQD.US Exposure
-0.024672633020726163
HYG.US Exposure
0.32332983804086907
GLD.US Exposure
-0.003287329838937714
USO.US Exposure
-0.0006700501035944735
VNQ.US Exposure
-0.0028670111716621004
BTC-USD.CC Exposure
-0.005034217817905307
CPER.US Exposure
-0.0018133127158663743
VIX.INDX Exposure
-0.021056453702553844
UUP.US Exposure
0.01600573315953924
TIP.US Exposure
0.048704031790935125
Idiosyncratic Exposure
0.003199114833997844
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
6.8%

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 →
+2.5%
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 →
0.1% 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 →
73
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+2.8%
50.0% retracement+3.7%
61.8% retracement+4.6%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Innovator Equity Defined Protection ETF - 2 Yr to October 2026 a high-risk investment?

Innovator Equity Defined Protection ETF - 2 Yr to October 2026 (AOCT.US) has an annualized volatility of 6.8% and experienced a maximum drawdown of 1.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, AOCT.US has generated a Compound Annual Growth Rate (CAGR) of 6.1%. 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.

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