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Innovator Equity Defined Protection ETF - 2 Yr to October 2028 AOCT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AOCT | Replication |
|---|---|---|
| Annualized growth | 6.2% | 6.3% |
| Annualized volatility | 3.2% | 2.7% |
| Sharpe ratio | 1.89 | 2.26 |
| Maximum drawdown | 3.5% | 2.7% |
| Replication fit (R²) | 0.67 · Tracking error 1.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model AOCT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 79.2% |
| EMLC | FI · EM Local Currency | 7.1% |
| VUG | Style · Growth | 5.5% |
| VCIT | FI · IG Credit | 4.8% |
| XLU | Sector · Utilities | 3.3% |