See what your fund actually adds
Innovator Equity Managed 100 Buffer ETF BFRZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BFRZ | Replication |
|---|---|---|
| Annualized growth | 7.1% | 11.9% |
| Annualized volatility | 4.4% | 3.8% |
| Sharpe ratio | 1.60 | 2.96 |
| Maximum drawdown | 2.6% | 1.6% |
| Replication fit (R²) | 0.41 · Tracking error 3.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model BFRZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 60.2% |
| WTMF | Alternatives · Mgt Futures | 26.8% |
| BCI | Alternatives · Commodities | 6.3% |
| VUG | Style · Growth | 4.0% |
| XLK | Sector · Technology | 2.7% |