Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct

10-Year Study

APOC.US · · US · ETF

Executive Summary: Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct has compounded at 2.1% annually over the last 10 years, with a maximum drawdown of 3.1% and an annualized volatility of 14.7%.

1Y CAGR
+2.9%
3Y CAGR
+2.1%
5Y CAGR
+2.1%
10Y CAGR
+2.1%

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 →
3.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +2.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-0.0-3.11.9————————-0.7%
20250.80.0-2.40.20.90.70.60.60.40.40.30.42.9%
2024——————————1.1-0.11.0%

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 14.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.6% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0110111.067036890123
2024-12-0110101.15033716779
2025-01-0110186.830622768743
2025-02-0110191.590638635462
2025-03-019948.43316144387
2025-04-019970.249900833003
2025-05-0110055.533518445061
2025-06-0110122.96707655692
2025-07-0110183.657278857594
2025-08-0110241.174137247124
2025-09-0110281.634272114241
2025-10-0110324.077746925825
2025-11-0110353.034510115034
2025-12-0110393.891312971042
2026-01-0110456.168187227291
2026-02-0110452.201507338359
2026-03-0110130.900436334787
2026-04-0110321.30107100357
Annual Return Matrix
YearAnnual Return
20250.028980954250932722
2026-0.006983933137426956
Total Factor Risk
0.14743457709528834
VTI.US Exposure
0.0743255879936065
VEA.US Exposure
0.07942456374762834
VWO.US Exposure
-0.01421841919860625
QQQ.US Exposure
-0.004481629611820537
VTV.US Exposure
-0.010978873939298233
IJR.US Exposure
0.041155119678546
QUAL.US Exposure
-0.02364068985961775
SHV.US Exposure
0.7956859352088302
TLT.US Exposure
0.0665245872724957
LQD.US Exposure
-0.011928966631939967
HYG.US Exposure
0.02573531963963571
GLD.US Exposure
-0.000839257878066195
USO.US Exposure
-0.0001216458825620127
VNQ.US Exposure
-0.011037104063326773
BTC-USD.CC Exposure
-0.0006347054498579751
CPER.US Exposure
0.000541184454211819
VIX.INDX Exposure
-0.008851485263653086
UUP.US Exposure
-0.0014004052791982897
TIP.US Exposure
0.003888741446407065
Idiosyncratic Exposure
0.0008521436165858915
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
14.7%

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
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%
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 relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
-0.4%
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 →
+0.1%
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 →
1.6% 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

Frequently Asked Questions & Methodology

Is Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct a high-risk investment?

Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct (APOC.US) has an annualized volatility of 14.7% and experienced a maximum drawdown of 3.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APOC.US has generated a Compound Annual Growth Rate (CAGR) of 2.1%. It has had a positive return in 50% 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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