Innovator S&P 500 Buffer ETF - March

10-Year Study

BMAR.US · · US · ETF

Executive Summary: Innovator S&P 500 Buffer ETF - March has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 13.9% and an annualized volatility of 10.2%.

1Y CAGR
+15.9%
3Y CAGR
+15.7%
5Y CAGR
+11.1%
10Y CAGR
+14.7%

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 →
13.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +23.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.1%
% 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.
20261.11.4-3.53.3————————2.2%
20252.10.3-3.6-0.74.73.61.51.52.11.10.71.015.0%
20241.51.42.3-2.53.52.70.92.01.4-0.33.6-0.816.5%
20234.01.22.41.60.54.91.7-0.4-3.3-1.77.53.223.1%
2022-0.9-0.42.5-6.50.6-6.26.8-2.7-6.25.83.5-2.5-7.1%
20210.21.13.73.00.81.61.01.3-1.83.2-0.52.216.8%
2020———9.33.11.13.02.4-0.6-1.65.61.025.7%

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 10.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 49.6% of variance. Idiosyncratic stock-specific factors contribute 3.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-03-0110000
2020-04-0110932.598558711317
2020-05-0111270.87749046206
2020-06-0111398.897838066978
2020-07-0111743.535396354388
2020-08-0112030.521407376007
2020-09-0111963.96778295888
2020-10-0111771.937261551504
2020-11-0112436.20178041543
2020-12-0112566.765578635015
2021-01-0112585.841458245019
2021-02-0112721.49215769394
2021-03-0113196.269605765154
2021-04-0113588.384908859685
2021-05-0113700.720644340823
2021-06-0113915.218312844427
2021-07-0114057.227638830014
2021-08-0114236.116998728274
2021-09-0113978.38066977533
2021-10-0114431.962696057652
2021-11-0114359.050445103856
2021-12-0114677.405680373042
2022-01-0114545.57015684612
2022-02-0114489.190334887666
2022-03-0114851.208139041966
2022-04-0113887.240356083086
2022-05-0113970.750317931326
2022-06-0113111.48791860958
2022-07-0113999.152183128444
2022-08-0113627.808393387031
2022-09-0112786.774056803732
2022-10-0113522.255192878338
2022-11-0113993.217465027554
2022-12-0113641.37346333192
2023-01-0114183.976261127598
2023-02-0114349.300551080967
2023-03-0114692.666384061042
2023-04-0114921.576939381095
2023-05-0115002.119542178889
2023-06-0115730.81814328105
2023-07-0115994.065281899108
2023-08-0115926.23993217465
2023-09-0115401.441288681646
2023-10-0115143.704959728697
2023-11-0116276.81220856295
2023-12-0116791.013141161508
2024-01-0117035.184400169564
2024-02-0117267.910131411616
2024-03-0117662.992793556594
2024-04-0117219.16066129716
2024-05-0117821.11064010174
2024-06-0118300.974989402286
2024-07-0118457.821110640103
2024-08-0118819.415006358628
2024-09-0119085.62950402713
2024-10-0119029.249682068676
2024-11-0119722.339974565493
2024-12-0119559.347181008903
2025-01-0119974.565493853326
2025-02-0120033.91267486223
2025-03-0119303.518440016956
2025-04-0119164.900381517593
2025-05-0120069.097075031794
2025-06-0120788.89359898262
2025-07-0121104.705383637134
2025-08-0121424.33234421365
2025-09-0121871.428571428572
2025-10-0122104.281475201355
2025-11-0122255.192878338275
2025-12-0122487.494701144555
2026-01-0122740.144128868164
2026-02-0123060.61890631624
2026-03-0122250.105977108942
2026-04-0122984.31538787622
Annual Return Matrix
YearAnnual Return
20210.1679541237982798
2022-0.07058687615526804
20230.23088875077687998
20240.16486998232769512
20250.1497057899242531
20260.022093198612577192
Total Factor Risk
0.10184651449756779
VTI.US Exposure
0.4955934305986151
VEA.US Exposure
0.07250811786293518
VWO.US Exposure
0.010796712465231324
QQQ.US Exposure
0.11623134225410509
VTV.US Exposure
0.10083015012073679
IJR.US Exposure
-0.07818628675029518
QUAL.US Exposure
-0.11027512741202238
SHV.US Exposure
0.22932963085319297
TLT.US Exposure
0.03485199973581485
LQD.US Exposure
-0.040819133172800816
HYG.US Exposure
0.10479675892216644
GLD.US Exposure
-0.002653567376678456
USO.US Exposure
-0.00010231218111375124
VNQ.US Exposure
0.0053064555808385394
BTC-USD.CC Exposure
-0.01074386952987195
CPER.US Exposure
0.002507128676307091
VIX.INDX Exposure
0.02917636725026283
UUP.US Exposure
0.0030549199393624625
TIP.US Exposure
0.007303767820341385
Idiosyncratic Exposure
0.030493514342872338
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
10.2%

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 →20.6x
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$406.2B
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 →
+1.5%
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 →
+4.4%
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 →
0.3% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Innovator S&P 500 Buffer ETF - March (BMAR.US) has an annualized volatility of 10.2% and experienced a maximum drawdown of 13.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BMAR.US has generated a Compound Annual Growth Rate (CAGR) of 14.7%. 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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