Innovator Laddered Allocation Power Buffer ETF

10-Year Study

BUFF.US · · US · ETF

Executive Summary: Innovator Laddered Allocation Power Buffer ETF has compounded at 7.8% annually over the last 10 years, with a maximum drawdown of 35.8% and an annualized volatility of 5.9%.

1Y CAGR
+13.3%
3Y CAGR
+12.4%
5Y CAGR
+8.3%
10Y CAGR
+7.8%

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 →
35.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -14.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.90.1-1.93.6————————2.7%
20251.6-0.2-3.1-0.23.72.91.31.11.50.60.80.611.0%
20240.92.01.1-0.92.41.20.81.11.00.02.3-0.512.1%
20233.2-0.92.10.90.44.21.8-0.3-2.5-1.46.02.216.5%
2022-1.4-1.02.0-4.60.3-3.54.5-1.5-4.65.03.0-2.2-4.4%
2021-0.51.31.91.00.40.80.40.6-0.92.1-0.51.68.4%
2020-3.9-9.3-26.45.211.95.21.42.9-0.7-1.04.41.2-14.0%
20197.03.81.82.3-0.93.21.22.11.7-0.50.15.330.5%
20184.0-3.7-1.9-2.20.5-3.23.21.8-0.9-2.64.3-7.5-8.6%
20171.61.51.10.82.9-0.71.20.60.51.53.5-1.513.8%
2016——————————12.70.713.5%

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 5.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 82.6% of variance. Idiosyncratic stock-specific factors contribute 3.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-10-0110000
2016-11-0111272.43717590746
2016-12-0111352.213801356203
2017-01-0111535.700039888312
2017-02-0111711.208615875548
2017-03-0111838.691663342639
2017-04-0111930.594335859592
2017-05-0112277.622656561629
2017-06-0112197.806142800158
2017-07-0112340.247307538892
2017-08-0112413.242919824492
2017-09-0112473.075388911047
2017-10-0112664.539289988033
2017-11-0113107.29956122856
2017-12-0112915.835660151575
2018-01-0113438.372556840844
2018-02-0112935.620263262863
2018-03-0112687.594734742719
2018-04-0112409.254088552054
2018-05-0112471.280414838453
2018-06-0112066.214599122457
2018-07-0112454.567211806941
2018-08-0112676.505783805345
2018-09-0112567.291583566015
2018-10-0112241.723175109693
2018-11-0112768.2489030714
2018-12-0111806.940566414041
2019-01-0112636.617471080974
2019-02-0113115.277223773435
2019-03-0113350.618268847227
2019-04-0113661.507778220983
2019-05-0113538.173115277223
2019-06-0113969.764658954926
2019-07-0114140.40686078979
2019-08-0114443.558037495015
2019-09-0114688.272836059035
2019-10-0114613.203031511768
2019-11-0114626.525727961707
2019-12-0115408.855205424812
2020-01-0114812.445153570005
2020-02-0113438.372556840844
2020-03-019888.312724371759
2020-04-0110406.860789788592
2020-05-0111640.88552054248
2020-06-0112243.99680893498
2020-07-0112413.242919824492
2020-08-0112767.61069006781
2020-09-0112683.406461906661
2020-10-0112551.096928599918
2020-11-0113099.760670123653
2020-12-0113250.897487036298
2021-01-0113180.57439170323
2021-02-0113345.991224571198
2021-03-0113605.903470283207
2021-04-0113737.534902273634
2021-05-0113791.384124451535
2021-06-0113903.988831272438
2021-07-0113958.994814519345
2021-08-0114037.893897088152
2021-09-0113917.032309533306
2021-10-0114204.228161148782
2021-11-0114127.642600717989
2021-12-0114359.792580773834
2022-01-0114160.351017151976
2022-02-0114020.741922616673
2022-03-0114295.971280414838
2022-04-0113637.814120462703
2022-05-0113681.292381332269
2022-06-0113203.03151176705
2022-07-0113801.356202632629
2022-08-0113593.936976465895
2022-09-0112967.690466693259
2022-10-0113609.892301555645
2022-11-0114024.73075388911
2022-12-0113721.579577183884
2023-01-0114164.33984842441
2023-02-0114040.68607897886
2023-03-0114328.679696848823
2023-04-0114456.721180694056
2023-05-0114511.368169126446
2023-06-0115117.670522536897
2023-07-0115392.899880335062
2023-08-0115341.045073793377
2023-09-0114958.117271639409
2023-10-0114749.102512963702
2023-11-0115636.21858795373
2023-12-0115987.235739928201
2024-01-0116138.811328280814
2024-02-0116461.90666134823
2024-03-0116649.38173115277
2024-04-0116497.80614280016
2024-05-0116894.69485440766
2024-06-0117100.518548065418
2024-07-0117235.739928201037
2024-08-0117423.214998005584
2024-09-0117598.72357399282
2024-10-0117602.712405265258
2024-11-0118009.573195053847
2024-12-0117913.841244515355
2025-01-0118193.059433585957
2025-02-0118157.159952134025
2025-03-0117586.75708017551
2025-04-0117554.84642999601
2025-05-0118213.003589948145
2025-06-0118747.506980454727
2025-07-0118994.81451934583
2025-08-0119206.222576785003
2025-09-0119487.834064619066
2025-10-0119613.083366573595
2025-11-0119768.647786198646
2025-12-0119888.31272437176
2026-01-0120067.81013163143
2026-02-0120087.75428799362
2026-03-0119708.815317112087
2026-04-0120426.804946150776
Annual Return Matrix
YearAnnual Return
20170.13773717498243143
2018-0.08585546633724528
20190.3050675675675676
2020-0.14004659590991464
20210.08368452739313681
2022-0.04444444444444451
20230.16511627906976734
20240.12050898203592819
20250.11022044088176353
20260.02707581227436817
Total Factor Risk
0.0592817629037604
VTI.US Exposure
0.8259243948675704
VEA.US Exposure
0.0021181852071582054
VWO.US Exposure
0.02281394559285222
QQQ.US Exposure
0.08132704164773485
VTV.US Exposure
0.1203758195320715
IJR.US Exposure
-0.10089248529984436
QUAL.US Exposure
-0.1183587379756402
SHV.US Exposure
0.02985423780336635
TLT.US Exposure
-0.006832294589051082
LQD.US Exposure
0.005796721630860787
HYG.US Exposure
0.06153883228083932
GLD.US Exposure
-0.005243297697113163
USO.US Exposure
0.0043262940810467046
VNQ.US Exposure
0.001357788473044642
BTC-USD.CC Exposure
-0.011473880280296245
CPER.US Exposure
0.003672322774459326
VIX.INDX Exposure
0.04185338451362875
UUP.US Exposure
-0.004435562536629698
TIP.US Exposure
0.006983530039485228
Idiosyncratic Exposure
0.03929375993445644
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
5.9%

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 →
+2.3%
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 →
+4.2%
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 →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Innovator Laddered Allocation Power Buffer ETF (BUFF.US) has an annualized volatility of 5.9% and experienced a maximum drawdown of 35.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BUFF.US has generated a Compound Annual Growth Rate (CAGR) of 7.8%. It has had a positive return in 70% 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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