See what your fund actually adds
Innovator Equity Defined Protection ETF - 2 Yr to January 2028 AJAN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AJAN | Replication |
|---|---|---|
| Annualized growth | 6.5% | 8.0% |
| Annualized volatility | 3.3% | 3.2% |
| Sharpe ratio | 1.90 | 2.46 |
| Maximum drawdown | 3.7% | 3.6% |
| Replication fit (R²) | 0.76 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model AJAN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 72.5% |
| AGG | FI · Aggregate | 13.9% |
| VUG | Style · Growth | 7.2% |
| SPHQ | Factor · Quality | 6.4% |