See what your fund actually adds
Innovator Equity Dual Directional 15 Buffer ETF - April DDFA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DDFA | Replication |
|---|---|---|
| Annualized growth | 15.1% | 8.9% |
| Annualized volatility | 3.1% | 2.7% |
| Sharpe ratio | 4.57 | 3.20 |
| Maximum drawdown | 0.6% | 0.6% |
| Replication fit (R²) | 0.87 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model DDFA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 59.5% |
| VCSH | FI · Short Corp | 25.7% |
| VUG | Style · Growth | 6.8% |
| SPHQ | Factor · Quality | 4.5% |
| USMV | Factor · Min Vol | 3.5% |