Innovator S&P 500 Buffer October

10-Year Study

BOCT.US · · US · ETF

Executive Summary: Innovator S&P 500 Buffer October has compounded at 11.2% annually over the last 10 years, with a maximum drawdown of 14.6% and an annualized volatility of 9.0%.

1Y CAGR
+16.7%
3Y CAGR
+13.3%
5Y CAGR
+10.3%
10Y CAGR
+11.2%

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 →
14.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +21.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.0-0.4-3.47.41.6———————5.9%
20251.9-0.7-3.9-0.54.63.91.71.82.91.00.40.614.3%
20241.32.51.4-1.02.61.10.60.90.6-0.63.7-1.312.4%
20235.1-1.62.91.40.75.42.00.0-4.4-1.56.83.021.1%
2022-2.4-1.62.5-6.30.6-5.25.7-1.4-5.85.24.1-3.1-8.1%
2021-1.21.93.11.60.80.80.40.50.34.0-0.92.715.0%
20200.1-6.2-8.99.54.11.43.73.60.3-2.37.92.314.7%
20196.12.30.83.3-4.14.10.8-1.10.11.52.51.519.0%
2018——————————1.2-7.1-5.9%

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 9.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 70.8% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0110122.31632265201
2018-12-019406.31312807766
2019-01-019983.386505058788
2019-02-0110216.060850662192
2019-03-0110299.128325368252
2019-04-0110638.01799724105
2019-05-0110203.120262057597
2019-06-0110625.24824148932
2019-07-0110706.223013747773
2019-08-0110586.89626602092
2019-09-0110599.666021772648
2019-10-0110757.686410673638
2019-11-0111031.531473817728
2019-12-0111196.812258965521
2020-01-0111203.004949881912
2020-02-0110506.220451254982
2020-03-019566.639760492339
2020-04-0110472.053880681793
2020-05-0110899.819344258094
2020-06-0111057.540775666568
2020-07-0111462.414636958832
2020-08-0111875.018684843282
2020-09-0111910.25296074688
2020-10-0111633.717280170149
2020-11-0112553.395943573909
2020-12-0112843.42741952705
2021-01-0112690.062225866655
2021-02-0112932.986542642015
2021-03-0113333.461457972982
2021-04-0113553.323339611441
2021-05-0113666.628229274771
2021-06-0113781.94040495928
2021-07-0113839.596492801531
2021-08-0113905.794223287083
2021-09-0113952.773257825213
2021-10-0114507.681072146983
2021-11-0114382.289758143388
2021-12-0114766.065762106711
2022-01-0114407.103230022167
2022-02-0114183.397609194224
2022-03-0114541.37785237479
2022-04-0113630.539789106844
2022-05-0113709.16560963839
2022-06-0113000.59364416371
2022-07-0113745.040508740236
2022-08-0113551.956676788512
2022-09-0112769.755751728615
2022-10-0113438.139288566585
2022-11-0113995.481471041698
2022-12-0113564.128517555211
2023-01-0114256.001571662247
2023-02-0114031.185537290676
2023-03-0114439.646888493127
2023-04-0114637.514040325095
2023-05-0114742.789785903726
2023-06-0115541.518789478405
2023-07-0115851.623125643295
2023-08-0115854.44186771558
2023-09-0115161.4156918517
2023-10-0114936.514241053696
2023-11-0115951.816593849164
2023-12-0116429.849624381266
2024-01-0116639.33341020812
2024-02-0117053.389537341925
2024-03-0117284.01388871094
2024-04-0117119.715392467122
2024-05-0117558.75582433258
2024-06-0117755.9823529663
2024-07-0117865.827877359094
2024-08-0118025.001388016928
2024-09-0118129.636510397315
2024-10-0118027.136798677755
2024-11-0118697.655746176548
2024-12-0118460.625162825065
2025-01-0118808.099185554376
2025-02-0118681.512041580714
2025-03-0117952.909924107506
2025-04-0117871.550777930104
2025-05-0118689.114103533248
2025-06-0119410.882906891828
2025-07-0119744.006969980397
2025-08-0120094.214318355564
2025-09-0120679.31683942139
2025-10-0120892.85790550381
2025-11-0120986.81597458007
2025-12-0121106.39897158623
2026-01-0121307.1275737037
2026-02-0121221.71114727073
2026-03-0120495.67152259051
2026-04-0122003.271449132386
2026-05-0122357.749618829195
Annual Return Matrix
YearAnnual Return
20190.19035078957166074
20200.1470610672464432
20210.1496982292792417
2022-0.08139861110709401
20230.21127204030226698
20240.12360280738237606
20250.14331983805668025
20260.05928773775799279
Total Factor Risk
0.0899440798316827
VTI.US Exposure
0.7083938457392913
VEA.US Exposure
-0.08977630498559534
VWO.US Exposure
0.010188324236677669
QQQ.US Exposure
0.08935595441366954
VTV.US Exposure
0.10953103669996764
IJR.US Exposure
-0.002654006935360816
QUAL.US Exposure
-0.06896256043572971
SHV.US Exposure
0.09140436884309547
TLT.US Exposure
-0.019590022529879552
LQD.US Exposure
0.06770241166117556
HYG.US Exposure
0.04880605305676109
GLD.US Exposure
-0.00014023309995118535
USO.US Exposure
0.0009791447309400094
VNQ.US Exposure
0.020100683985589663
BTC-USD.CC Exposure
0.004351055279016715
CPER.US Exposure
0.005498642851904785
VIX.INDX Exposure
-0.004030388623736794
UUP.US Exposure
0.014021538446315094
TIP.US Exposure
-0.029608076755585102
Idiosyncratic Exposure
0.04442853342143401
Value Score
21.8
Growth Score
50
Profit Score
75
Health Score
20.1
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.0%

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 →22.1x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Moderately Elevated22.1x
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$505.7B
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
2.0/ 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
1.01
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 →
+4.4%
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 →
+6.7%
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 →
0.66
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 →
69
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+7.0%
50.0% retracement+9.5%
61.8% retracement+12.1%
% 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 October a high-risk investment?

Innovator S&P 500 Buffer October (BOCT.US) has an annualized volatility of 9.0% and experienced a maximum drawdown of 14.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BOCT.US has generated a Compound Annual Growth Rate (CAGR) of 11.2%. It has had a positive return in 88% 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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