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Innovator U.S. Equity Buffer ETF - January BJAN

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

BJAN compared with its replication portfolio
MeasureBJANReplication
Annualized growth10.8%9.4%
Annualized volatility11.5%11.8%
Sharpe ratio0.950.82
Maximum drawdown16.9%21.1%
Replication fit (R²)0.93 · Tracking error 3.0%

Replication portfolio

The published portfolio below is the investable basket used to model BJAN’s historical return behavior.

BJAN replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield44.6%
VOOUS Large Cap26.3%
VUGStyle · Growth13.9%
XLFSector · Financials9.5%
XLKSector · Technology5.7%