Innovator Laddered Allocation Buffer ETF

10-Year Study

BUFB.US · · US · ETF

Executive Summary: Innovator Laddered Allocation Buffer ETF has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 13.8% and an annualized volatility of 8.9%.

1Y CAGR
+17.1%
3Y CAGR
+15.6%
5Y CAGR
+11.1%
10Y CAGR
+11.1%

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 →
13.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +20.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.8-0.0-2.75.3————————3.2%
20251.9-0.6-3.9-0.64.73.61.71.32.40.80.80.913.4%
20241.72.41.6-1.43.22.10.71.71.00.13.1-0.916.4%
20234.9-1.42.61.00.45.42.1-0.8-3.7-1.87.13.520.5%
2022——3.0-6.40.3-5.46.6-2.4-6.86.24.1-3.7-5.5%

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 8.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 68.1% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-0110303.577289136856
2022-04-019644.732523793897
2022-05-019673.449294387921
2022-06-019149.983590416803
2022-07-019757.54840827043
2022-08-019524.942566458813
2022-09-018876.764030193634
2022-10-019427.30554643912
2022-11-019817.853626517885
2022-12-019450.278962914343
2023-01-019909.747292418771
2023-02-019773.547751887103
2023-03-0110027.896291434197
2023-04-0110131.276665572695
2023-05-0110169.839186084673
2023-06-0110720.790941910074
2023-07-0110945.1919921234
2023-08-0110859.041680341319
2023-09-0110457.00689202494
2023-10-0110271.578601903511
2023-11-0111001.805054151626
2023-12-0111387.020019691501
2024-01-0111576.960945191991
2024-02-0111860.026255333114
2024-03-0112052.83885789301
2024-04-0111888.743025927142
2024-05-0112264.399409255004
2024-06-0112521.33245815556
2024-07-0112606.662290777815
2024-08-0112823.679028552675
2024-09-0112955.776173285198
2024-10-0112967.262881522809
2024-11-0113367.656711519527
2024-12-0113251.14867082376
2025-01-0113505.086970790942
2025-02-0113417.705940269117
2025-03-0112889.727600918937
2025-04-0112814.65375779455
2025-05-0113414.834263209714
2025-06-0113898.916967509025
2025-07-0114132.753528060386
2025-08-0114323.514932720707
2025-09-0114661.962586150312
2025-10-0114785.03446012471
2025-11-0114899.90154250082
2025-12-0115029.12701017394
2026-01-0115150.147686248769
2026-02-0115146.045290449623
2026-03-0114731.703314735805
2026-04-0115507.056120774529
Annual Return Matrix
YearAnnual Return
20230.20494009376627886
20240.1637064524264149
20250.1341754125259278
20260.031800191074109474
Total Factor Risk
0.08933386855366363
VTI.US Exposure
0.6807282893373456
VEA.US Exposure
-0.026913907753930065
VWO.US Exposure
0.01575960190237208
QQQ.US Exposure
0.054612535274253075
VTV.US Exposure
0.053945486122405475
IJR.US Exposure
-0.08514826877108134
QUAL.US Exposure
0.058221768341101064
SHV.US Exposure
0.15018197617119916
TLT.US Exposure
-0.010076791540006024
LQD.US Exposure
0.01690993312213633
HYG.US Exposure
0.03833616181573056
GLD.US Exposure
-0.004071329649286348
USO.US Exposure
0.001328426510660115
VNQ.US Exposure
0.023645874967063732
BTC-USD.CC Exposure
-0.010134937721925478
CPER.US Exposure
0.002541845404103301
VIX.INDX Exposure
0.013323613422617382
UUP.US Exposure
-0.0013407337883420464
TIP.US Exposure
0.012290382033397959
Idiosyncratic Exposure
0.015860074800185395
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
8.9%

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 →
+3.2%
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 →
+5.3%
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 →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Innovator Laddered Allocation Buffer ETF a high-risk investment?

Innovator Laddered Allocation Buffer ETF (BUFB.US) has an annualized volatility of 8.9% 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 BUFB.US?

Over the past 10 years, BUFB.US has generated a Compound Annual Growth Rate (CAGR) of 11.1%. It has had a positive return in 100% 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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