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
NoneAlternative 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.