See what your fund actually adds
Innovator U.S. Equity Buffer ETF - May BMAY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BMAY | Replication |
|---|---|---|
| Annualized growth | 8.9% | 9.0% |
| Annualized volatility | 10.8% | 11.4% |
| Sharpe ratio | 0.85 | 0.82 |
| Maximum drawdown | 17.4% | 21.4% |
| Replication fit (R²) | 0.89 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model BMAY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 53.5% |
| VUG | Style · Growth | 20.4% |
| XLK | Sector · Technology | 9.7% |
| XLF | Sector · Financials | 8.4% |
| VOO | US Large Cap | 8.0% |