Innovator Buffer Step-Up Strategy ETF
Ticker
BSTP
ISIN
US45783Y731
Price
USD 33.80
Change Today
-0.09 / -0.263 %
Price 1 year ago
27.74 / 21.853 %
Morningstar
-
52 Week Low
27.92
52 Week High
33.90
200 Day Moving Average 31.52
31.52
50-day Moving Average
33.20
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.52 |
| Sortino Ratio | -0.25 |
| Maximum Drawdown | -1.29% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -10.43 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.32 |
| Volatility | 1.975% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 10.685% |
| Average Annual Volatility | 12.121% |
| Sharpe Ratio | 0.88 |
| Sortino Ratio | 0.92 |
| Maximum Drawdown | -17.0% |
| Maximum Drawdown Date | 2022-10-12 |
| Calmar Ratio | -0.66 |
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.