Innovator S&P 500 Buffer ETF - February

10-Year Study

BFEB.US · · US · ETF

Executive Summary: Innovator S&P 500 Buffer ETF - February has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 13.8% and an annualized volatility of 8.1%.

1Y CAGR
+16.2%
3Y CAGR
+14.8%
5Y CAGR
+11.3%
10Y CAGR
+13.9%

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 →
13.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.91
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +22.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.2-0.6-3.57.52.7-1.1——————7.1%
20251.0-0.8-3.8-0.64.53.51.71.62.41.30.71.013.0%
20242.33.01.8-1.93.42.00.81.60.90.22.20.217.6%
20236.1-1.92.71.30.54.92.1-0.6-3.8-1.77.73.922.4%
20220.3-2.12.7-6.50.6-5.86.6-2.5-6.36.14.0-2.8-6.8%
20211.31.83.52.81.11.40.71.1-1.32.6-0.31.918.0%
2020——-7.77.83.61.53.64.0-1.6-1.97.02.018.7%

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 8.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 72.3% of variance. Idiosyncratic stock-specific factors contribute 4.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-03-019234.83195111305
2020-04-019951.113051069402
2020-05-0110306.896551724138
2020-06-0110459.18812745526
2020-07-0110838.498472282845
2020-08-0111268.005237887386
2020-09-0111083.369707551286
2020-10-0110877.346137058055
2020-11-0111643.387167175906
2020-12-0111873.11217808817
2021-01-0112029.681361850719
2021-02-0112250.982103884766
2021-03-0112678.306416412046
2021-04-0113037.974683544304
2021-05-0113186.8616324749
2021-06-0113368.398079441291
2021-07-0113464.033173286774
2021-08-0113618.507202095154
2021-09-0113441.292012221737
2021-10-0113795.28590135312
2021-11-0113758.620689655172
2021-12-0114015.713662156264
2022-01-0114054.997817546924
2022-02-0113753.819292885204
2022-03-0114129.201222173722
2022-04-0113205.587079877783
2022-05-0113284.591881274553
2022-06-0112509.384548232212
2022-07-0113337.407245744218
2022-08-0113003.055434308162
2022-09-0112183.762549105195
2022-10-0112923.17765168049
2022-11-0113442.601484068093
2022-12-0113067.656045395024
2023-01-0113858.577040593627
2023-02-0113594.063727629855
2023-03-0113961.152335224791
2023-04-0114144.478393714535
2023-05-0114211.697948494106
2023-06-0114914.884329986906
2023-07-0115221.300742034045
2023-08-0115123.090353557398
2023-09-0114541.684853775643
2023-10-0114300.305543430815
2023-11-0115394.587516368396
2023-12-0115988.651243998256
2024-01-0116355.303360977738
2024-02-0116844.17285028372
2024-03-0117145.35137494544
2024-04-0116816.67394151026
2024-05-0117388.476647752075
2024-06-0117739.415102575294
2024-07-0117874.29070274989
2024-08-0118154.95416848538
2024-09-0118315.146224356176
2024-10-0118347.010039284156
2024-11-0118756.00174596246
2024-12-0118800.08729812309
2025-01-0118996.071584460937
2025-02-0118835.443037974685
2025-03-0118127.45525971192
2025-04-0118022.69751200349
2025-05-0118835.879528590132
2025-06-0119489.30597992143
2025-07-0119825.403753819293
2025-08-0120138.367525098212
2025-09-0120624.18158009603
2025-10-0120886.07594936709
2025-11-0121025.3164556962
2025-12-0121241.815800960278
2026-01-0121702.313400261894
2026-02-0121580.969009166303
2026-03-0120821.475338280226
2026-04-0122387.60366652117
2026-05-0123003.05543430816
2026-06-0122758.838934962896
Annual Return Matrix
YearAnnual Return
20210.18045828692011034
2022-0.06764247897851139
20230.22352862582670863
20240.17583947583947568
20250.12987857258944535
20260.07141682934347071
Total Factor Risk
0.08134326447972665
VTI.US Exposure
0.722895968164997
VEA.US Exposure
-0.01440169713965217
VWO.US Exposure
0.04776273456495117
QQQ.US Exposure
0.0876502102493004
VTV.US Exposure
0.06954103459728704
IJR.US Exposure
-0.04549269014950712
QUAL.US Exposure
-0.025801986975671484
SHV.US Exposure
0.040361423017010116
TLT.US Exposure
0.01567422971531286
LQD.US Exposure
-0.0014320682460484966
HYG.US Exposure
0.06020560075184212
GLD.US Exposure
-0.003112233352966827
USO.US Exposure
-0.0007965323473766226
VNQ.US Exposure
0.009311970689365146
BTC-USD.CC Exposure
0.0012097545293292928
CPER.US Exposure
-0.00501607548890578
VIX.INDX Exposure
-0.028272594713543358
UUP.US Exposure
0.04514344626801272
TIP.US Exposure
-0.023055417112469206
Idiosyncratic Exposure
0.04762492297873338
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
8.1%

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 →
+2.4%
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 →
+6.9%
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 →
1.3% 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 →
0.66
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 →
54
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+5.9%
50.0% retracement+8.4%
61.8% retracement+10.9%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

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

Innovator S&P 500 Buffer ETF - February (BFEB.US) has an annualized volatility of 8.1% and experienced a maximum drawdown of 13.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BFEB.US has generated a Compound Annual Growth Rate (CAGR) of 13.9%. It has had a positive return in 83% 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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