See what your fund actually adds

Innovator International Developed Power Buffer ETF - May IMAY

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

Fund and replication metrics

IMAY compared with its replication portfolio
MeasureIMAYReplication
Annualized growth10.1%14.3%
Annualized volatility9.9%9.7%
Sharpe ratio1.031.43
Maximum drawdown8.0%6.8%
Replication fit (R²)0.85 · Tracking error 3.8%

Replication portfolio

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

IMAY replication basket weights
TickerBuilding blockWeight
EFVIntl · Value31.6%
EFGIntl · Growth21.4%
WTMFAlternatives · Mgt Futures19.0%
EMLCFI · EM Local Currency17.3%
BCIAlternatives · Commodities10.7%