Innovator Buffer Step-Up Strategy ETF

Ticker

BSTP

ISIN

US45783Y731

Price

USD 33.83

Change Today

+0.04 / 0.133 %

Price 1 year ago

28.32 / 19.456 %

Morningstar

-

52 Week Low

28.14

52 Week High

33.90

200 Day Moving Average 31.69

31.69

50-day Moving Average

33.36


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio -0.11
Sortino Ratio -1.11
Maximum Drawdown -1.29%
Maximum Drawdown Date 2024-01-04
Calmar Ratio 2.46

1 year

Parameter Value
Treynor Ratio -
Return -0.05
Volatility 1.32%
Alpha --
Beta --
R Squared --

History

Parameter Value
Average Annual Return 10.593%
Average Annual Volatility 12.118%
Sharpe Ratio 0.87
Sortino Ratio 0.91
Maximum Drawdown -17.0%
Maximum Drawdown Date 2022-10-12
Calmar Ratio -0.65

Company information

Summary

The investment seeks to provide investors with investment exposure to the price return of the SPDR® S&P 500® ETF Trust. The fund is an actively managed exchange-traded fund (“ETF”) that seeks to provide risk-managed investment exposure to the SPDR® S&P 500® ETF Trust (the “Underlying ETF”). It seeks to achieve its investment objective by investing substantially all of its assets in exchange-traded options contracts on the Underlying ETF. The Advisor intends to implement its investment strategy through an Options Portfolio comprised of FLexible EXchange® Options that reference the Underlying ETF with one-year expiration dates. It is non-diversified.

Market

US

Category

Options Trading

Expense Ratio

0.89%

Fund family

Innovator ETFs

Morningstar
-
Yield
-
Exchange
PCX
Sector Weight
Technology 24.22%
Healthcare 15.07%
Financial services 12.91%
Consumer cyclical 10.33%
Communication services 8.88%
Industrials 8.18%
Consumer defensive 7.30%
Energy 4.38%
Realestate 2.87%
Utilities 2.71%
Basic materials 2.28%
Country Ratio
United States 98.92
United Kingdom 0.60
Switzerland 0.33
Netherlands 0.12
Singapore 0.03
Argentina 0.00
Australia 0.00
Austria 0.00
Belgium 0.00
Brazil 0.00

Holdings

None

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
BAUG Innovator U.S. Equity Buffer ETF - August CA33732U109 BTS 0.79% 3 +1.51 --
BJUL Innovator U.S. Equity Buffer ETF - July US45782C755 BTS 0.79% 3 +4.04 --
BSEP Innovator S&P 500 Buffer ETF - September US45782C664 BTS 0.79% 4 +3.85 --
DNOV FT Cboe Vest U.S. Equity Deep Buffer ETF - November US33740F839 BTS 0.85% 3 -1.03 --
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August US33740F862 BTS 0.85% 3 +0.28 --
PAUG Innovator U.S. Equity Power Buffer ETF - August US45782C680 BTS 0.79% 3 +0.21 --
PJAN Innovator U.S. Equity Power Buffer ETF - January US45782C573 BTS 0.79% 4 +4.76 --
PJUL Innovator S&P 500 Power Buffer ETF — July US45782C813 BTS 0.79% 4 +5.27 --
PJUN Innovator S&P 500 Power Buffer ETF - New US45782C813 BTS 0.79% 3 -0.97 --
PSEP Innovator S&P 500 Power Buffer ETF - September US45782C656 BTS 0.79% 4 +4.60 --
UJAN Innovator U.S. Equity Ultra Buffer ETF - January US45782C300 BTS 0.79% 3 -0.58 --

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.