Innovator S&P 500 Buffer ETF - April New

10-Year Study

BAPR.US · · US · ETF

Executive Summary: Innovator S&P 500 Buffer ETF - April New has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 14.3% and an annualized volatility of 8.8%.

1Y CAGR
+18.7%
3Y CAGR
+15.2%
5Y CAGR
+10.7%
10Y CAGR
+10.3%

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 →
14.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +23.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.70.41.05.0————————7.2%
20252.2-0.6-5.6-0.64.22.71.21.31.20.70.60.98.3%
20241.52.40.8-2.73.62.70.82.11.6-0.44.0-1.416.0%
20234.9-0.73.91.10.55.01.9-0.6-3.5-1.67.33.523.2%
2022-1.2-1.34.2-6.50.4-6.06.8-2.8-6.45.83.9-2.9-7.0%
20210.10.80.53.10.91.50.91.4-1.93.3-0.72.312.6%
20200.1-6.5-5.07.23.00.72.22.0-0.7-0.94.10.66.2%
2019————-4.95.31.2-1.31.61.43.01.98.1%

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 8.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 65.0% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019514.318885448916
2019-06-0110015.47987616099
2019-07-0110136.609907120745
2019-08-0110000.386996904024
2019-09-0110157.50773993808
2019-10-0110297.600619195047
2019-11-0110602.94117647059
2019-12-0110805.727554179568
2020-01-0110814.628482972137
2020-02-0110108.359133126936
2020-03-019605.263157894737
2020-04-0110299.922600619193
2020-05-0110607.585139318884
2020-06-0110682.275541795667
2020-07-0110921.826625386997
2020-08-0111135.835913312692
2020-09-0111055.727554179566
2020-10-0110961.300309597524
2020-11-0111408.668730650155
2020-12-0111474.458204334365
2021-01-0111480.263157894737
2021-02-0111577.012383900928
2021-03-0111629.256965944272
2021-04-0111984.133126934983
2021-05-0112086.687306501546
2021-06-0112261.996904024767
2021-07-0112378.482972136222
2021-08-0112547.600619195047
2021-09-0112306.501547987617
2021-10-0112712.074303405572
2021-11-0112623.4520123839
2021-12-0112917.956656346749
2022-01-0112759.287925696593
2022-02-0112592.879256965944
2022-03-0113126.934984520125
2022-04-0112271.671826625388
2022-05-0112319.272445820432
2022-06-0111577.012383900928
2022-07-0112364.164086687308
2022-08-0112022.05882352941
2022-09-0111250
2022-10-0111899.767801857584
2022-11-0112364.55108359133
2022-12-0112008.12693498452
2023-01-0112592.879256965944
2023-02-0112499.613003095976
2023-03-0112987.616099071209
2023-04-0113126.934984520125
2023-05-0113188.854489164085
2023-06-0113851.006191950464
2023-07-0114117.647058823528
2023-08-0114026.702786377708
2023-09-0113533.28173374613
2023-10-0113316.950464396285
2023-11-0114285.603715170279
2023-12-0114788.699690402476
2024-01-0115008.12693498452
2024-02-0115367.64705882353
2024-03-0115495.356037151701
2024-04-0115081.2693498452
2024-05-0115630.804953560371
2024-06-0116056.501547987617
2024-07-0116180.340557275544
2024-08-0116513.157894736843
2024-09-0116784.05572755418
2024-10-0116715.557275541796
2024-11-0117386.22291021672
2024-12-0117147.83281733746
2025-01-0117523.60681114551
2025-02-0117410.216718266252
2025-03-0116435.758513931887
2025-04-0116335.139318885449
2025-05-0117020.123839009288
2025-06-0117487.61609907121
2025-07-0117705.108359133126
2025-08-0117931.114551083592
2025-09-0118152.863777089784
2025-10-0118285.9907120743
2025-11-0118402.47678018576
2025-12-0118568.11145510836
2026-01-0118697.755417956658
2026-02-0118769.34984520124
2026-03-0118955.108359133126
2026-04-0119911.184210526317
Annual Return Matrix
YearAnnual Return
20200.06188668433493305
20210.12580101180438463
2022-0.07043139604553628
20230.23155757517161368
20240.1595226880200975
20250.08282554728052349
20260.07233222175906628
Total Factor Risk
0.08776815841903524
VTI.US Exposure
0.6496374051339242
VEA.US Exposure
0.05875202641878146
VWO.US Exposure
-0.014112462723989826
QQQ.US Exposure
0.19190476343830212
VTV.US Exposure
0.09721752987672541
IJR.US Exposure
-0.1285272407007833
QUAL.US Exposure
-0.083443155287117
SHV.US Exposure
0.09981742129782059
TLT.US Exposure
0.013655060682394868
LQD.US Exposure
-0.0033130501476067815
HYG.US Exposure
0.041396966681483745
GLD.US Exposure
-0.003803690951538371
USO.US Exposure
-0.0034879262510912872
VNQ.US Exposure
0.009711110897617125
BTC-USD.CC Exposure
0.001130775690031221
CPER.US Exposure
0.002042345964307835
VIX.INDX Exposure
0.02490011595285738
UUP.US Exposure
0.008905525661047803
TIP.US Exposure
-0.007621946536636299
Idiosyncratic Exposure
0.045238424903469104
Value Score
41.8
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
8.8%

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 →20.5x
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$398.3B
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 →
+5.4%
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 →
+8.5%
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 →
0.0% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Innovator S&P 500 Buffer ETF - April New a high-risk investment?

Innovator S&P 500 Buffer ETF - April New (BAPR.US) has an annualized volatility of 8.8% and experienced a maximum drawdown of 14.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BAPR.US has generated a Compound Annual Growth Rate (CAGR) of 10.3%. It has had a positive return in 86% 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 S&P 500 Buffer ETF - April New

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

Start a Free Backtest