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Innovator Equity Defined Protection ETF - 6 Mo Apr/Oct APOC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | APOC | Replication |
|---|---|---|
| Annualized growth | 3.0% | 5.1% |
| Annualized volatility | 2.2% | 1.4% |
| Sharpe ratio | 1.36 | 3.50 |
| Maximum drawdown | 3.8% | 1.1% |
| Replication fit (R²) | 0.69 · Tracking error 1.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model APOC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 77.0% |
| BNDX | FI · International | 9.1% |
| VUG | Style · Growth | 5.9% |
| BKLN | FI · Senior Bank Loans | 4.8% |
| XLP | Sector · Cons Staples | 3.2% |