Innovator S&P 500 Ultra Buffer ETF - October

Ticker

UOCT

ISIN

US45782C532

Price

USD 35.65

Change Today

+0.01 / 0.019 %

Price 1 year ago

32.24 / 10.566 %

Morningstar

3

52 Week Low

32.15

52 Week High

35.72

200 Day Moving Average 34.45

34.45

50-day Moving Average

35.32

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.22
Sortino Ratio -1.53
Maximum Drawdown -0.6%
Maximum Drawdown Date 2024-01-04
Calmar Ratio -18.92

1 year

Parameter Value
Treynor Ratio -
Return 0.05
Volatility 0.78%
Alpha +1.15
Beta --
R Squared +85.77

History

Parameter Value
Average Annual Return 6.631%
Average Annual Volatility 7.539%
Sharpe Ratio 0.88
Sortino Ratio 0.63
Maximum Drawdown -14.000000000000002%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.51

Company information

Summary

The investment seeks to provide investors with returns that match the price return of the SPDR® S&P 500® ETF Trust. The fund invests at least 80% of its net assets in FLexible EXchange® Options (“FLEX Options”) that reference the SPDR® S&P 500® ETF Trust. The reference asset for all of the fund's FLEX Options is the S&P 500 Price Index, a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the 500 leading companies in leading industries. The fund is non-diversified.

Market

US

Category

Options Trading

Expense Ratio

0.79%

Fund family

Innovator ETFs

Morningstar

3

Yield
-
Exchange
BTS
Sector Weight
Technology 24.87%
Financial services 13.80%
Healthcare 13.40%
Consumer cyclical 11.61%
Communication services 11.40%
Industrials 8.49%
Consumer defensive 6.16%
Realestate 2.62%
Utilities 2.45%
Energy 2.39%
Basic materials 2.20%
None

Holdings

Symbol Name Allocation
Option on CBOE Mini-Spx Index Xsp 0.11%
Option on S&P 500 PR 0.05%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
IJR iShares Core S&P Small-Cap ETF US4642878049 PCX 0.06% 4 +8.82
IJS iShares S&P Small-Cap 600 Value ETF US4642878791 PCX 0.18% 4 +14.11
IUSG iShares Core S&P U.S. Growth ETF US464287671 NGM 0.04% 4 -9.32
IUSV iShares Core S&P U.S. Value ETF US4642876639 NGM 0.04% 4 +10.69
IVE iShares S&P 500 Value ETF US4642874089 PCX 0.18% 4 +10.14
IVV iShares Core S&P 500 ETF IE00B5BMR087 PCX 0.03% 4 -0.03
IVW iShares S&P 500 Growth ETF US4642873099 PCX 0.18% 4 -10.40
KIE SPDR S&P Insurance ETF US78464A789 PCX 0.35% 5 +15.82
MDYV SPDR S&P 400 Mid Cap Value ETF US78464A839 PCX 0.15% 4 +17.25
NOBL ProShares S&P 500 Dividend Aristocrats ETF US74348A4673 BTS 0.35% 5 +7.12
SDY SPDR S&P Dividend ETF US78464A763 PCX 0.35% 5 +11.26
SPHQ Invesco S&P 500 Quality ETF IE00BDZCKK1 PCX 0.15% 5 -0.03
SPLG SPDR Portfolio S&P 500 ETF US78462F103 PCX 0.03% 4 -0.03
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF US78464A805 PCX 0.03% 4 +0.92
SPY SPDR S&P 500 ETF Trust US78462F103 PCX 0.09% 4 -0.06
SPYG SPDR Portfolio S&P 500 Growth ETF US78464A870 PCX 0.04% 4 -10.27
SPYV SPDR Portfolio S&P 500 Value ETF NUS78464A50 PCX 0.04% 4 +10.26

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.