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Innovator Emerging Markets Power Buffer ETF January EJAN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EJAN | Replication |
|---|---|---|
| Annualized growth | 4.2% | 5.2% |
| Annualized volatility | 10.1% | 10.2% |
| Sharpe ratio | 0.46 | 0.54 |
| Maximum drawdown | 19.3% | 22.1% |
| Replication fit (R²) | 0.81 · Tracking error 4.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model EJAN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 52.3% |
| EMLC | FI · EM Local Currency | 24.6% |
| SPHY | FI · High Yield | 18.5% |
| BCI | Alternatives · Commodities | 4.6% |