Innovator MSCI Emerging Markets Power Buffer ETF January

10-Year Study

EJAN.US · · US · ETF

Executive Summary: Innovator MSCI Emerging Markets Power Buffer ETF January has compounded at 4.3% annually over the last 10 years, with a maximum drawdown of 20.9% and an annualized volatility of 10.3%.

1Y CAGR
+11.5%
3Y CAGR
+7.6%
5Y CAGR
+1.9%
10Y CAGR
+4.3%

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 →
20.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +14.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.91.6-4.0—————————0.4%
20251.00.61.10.22.23.50.71.41.50.50.60.714.8%
2024-3.12.41.70.21.11.70.80.73.5-1.6-2.7-1.92.7%
20236.3-5.12.7-0.8-1.63.14.5-5.5-2.4-1.83.43.15.4%
2022-0.4-1.8-1.8-2.90.9-2.70.50.0-8.4-1.512.7-1.7-8.0%
2021-0.60.60.91.01.00.5-2.91.0-1.80.2-1.40.0-1.5%
2020—-2.6-10.46.22.62.84.71.5-0.40.44.95.214.8%

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 10.3%. The dominant macroeconomic risk driver is VWO.US, accounting for 54.6% of variance. Idiosyncratic stock-specific factors contribute 7.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-01-0110000
2020-02-019740.984107579463
2020-03-018728.224327628363
2020-04-019267.649755501223
2020-05-019509.015892420539
2020-06-019777.429706601468
2020-07-0110232.273838630808
2020-08-0110389.096882640588
2020-09-0110350.320904645478
2020-10-0110395.0565403423
2020-11-0110905.676955990222
2020-12-0111476.161369193154
2021-01-0111403.575794621029
2021-02-0111472.341075794624
2021-03-0111576.25305623472
2021-04-0111687.42359413203
2021-05-0111806.616748166261
2021-06-0111862.01100244499
2021-07-0111518.184596577017
2021-08-0111636.613691931541
2021-09-0111429.553789731053
2021-10-0111456.677872860637
2021-11-0111296.607579462103
2021-12-0111300.427872860637
2022-01-0111258.404645476774
2022-02-0111055.929095354524
2022-03-0110857.273838630808
2022-04-0110540.189486552566
2022-05-0110636.4608801956
2022-06-0110344.590464547678
2022-07-0110400.748777506114
2022-08-0110401.51283618582
2022-09-019523.991442542787
2022-10-019378.820293398534
2022-11-0110570.751833740833
2022-12-0110395.018337408315
2023-01-0111049.052567237166
2023-02-0110490.52567237164
2023-03-0110769.407090464549
2023-04-0110683.450488997554
2023-05-0110513.447432762838
2023-06-0110841.22860635697
2023-07-0111334.352078239608
2023-08-0110713.248777506113
2023-09-0110460.345354523228
2023-10-0110268.948655256725
2023-11-0110620.415647921762
2023-12-0110952.781173594132
2024-01-0110612.775061124696
2024-02-0110868.734718826407
2024-03-0111055.929095354524
2024-04-0111078.85085574572
2024-05-0111201.482273838632
2024-06-0111395.935207823963
2024-07-0111483.037897310514
2024-08-0111567.848410757948
2024-09-0111972.799511002446
2024-10-0111785.223105134475
2024-11-0111470.430929095355
2024-12-0111246.943765281174
2025-01-0111361.552567237162
2025-02-0111426.497555012225
2025-03-0111551.803178484108
2025-04-0111571.286674816627
2025-05-0111831.448655256725
2025-06-0112239.761613691933
2025-07-0112325.412591687042
2025-08-0112503.43826405868
2025-09-0112686.430317848412
2025-10-0112744.498777506113
2025-11-0112817.084352078238
2025-12-0112908.771393643032
2026-01-0113278.957823960882
2026-02-0113489.45599022005
2026-03-0112955.073349633252
Annual Return Matrix
YearAnnual Return
2021-0.015312916111850927
2022-0.08012170385395534
20230.05365674384417507
20240.026857342169515075
20250.14775815217391286
20260.0035868600177568766
Total Factor Risk
0.10317118948889366
VTI.US Exposure
-0.307465954830911
VEA.US Exposure
-0.08947611691574542
VWO.US Exposure
0.5455204255026954
QQQ.US Exposure
0.2508404981604708
VTV.US Exposure
0.18041975343153002
IJR.US Exposure
0.019111523020026843
QUAL.US Exposure
0.10762252218429907
SHV.US Exposure
0.11990416290357875
TLT.US Exposure
-0.015175243494841551
LQD.US Exposure
0.007903073585459799
HYG.US Exposure
0.06841033580139369
GLD.US Exposure
-0.014247337086865878
USO.US Exposure
0.0014784173154378031
VNQ.US Exposure
-0.002798086905200993
BTC-USD.CC Exposure
-0.0006448250065321506
CPER.US Exposure
-0.015304026729155682
VIX.INDX Exposure
-0.015348302167905448
UUP.US Exposure
0.09124437486601901
TIP.US Exposure
-0.003463215767188678
Idiosyncratic Exposure
0.07146802213343559
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
10.3%

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 →
-2.1%
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 →
+1.6%
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 →
4.3% 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 →
0.40
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 →
48
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+4.0%
50.0% retracement+6.9%
61.8% retracement+9.9%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Innovator MSCI Emerging Markets Power Buffer ETF January a high-risk investment?

Innovator MSCI Emerging Markets Power Buffer ETF January (EJAN.US) has an annualized volatility of 10.3% and experienced a maximum drawdown of 20.9% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, EJAN.US has generated a Compound Annual Growth Rate (CAGR) of 4.3%. It has had a positive return in 67% 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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