See what your fund actually adds
Innovator U.S. Equity Buffer ETF - March BMAR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BMAR | Replication |
|---|---|---|
| Annualized growth | 12.1% | 8.7% |
| Annualized volatility | 10.8% | 10.9% |
| Sharpe ratio | 1.12 | 0.82 |
| Maximum drawdown | 13.6% | 19.6% |
| Replication fit (R²) | 0.94 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model BMAR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 43.8% |
| VOO | US Large Cap | 34.8% |
| VUG | Style · Growth | 9.2% |
| XLF | Sector · Financials | 6.8% |
| XLP | Sector · Cons Staples | 5.5% |