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Innovator Equity Defined Protection ETF - 6 Mo Jan/Jul JAJL

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

Fund and replication metrics

JAJL compared with its replication portfolio
MeasureJAJLReplication
Annualized growth6.9%5.5%
Annualized volatility2.6%1.5%
Sharpe ratio2.573.50
Maximum drawdown2.0%1.4%
Replication fit (R²)0.63 · Tracking error 1.6%

Replication portfolio

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

JAJL replication basket weights
TickerBuilding blockWeight
USFRFI · Floating Rate Notes91.8%
VUGStyle · Growth5.8%
VOOUS Large Cap2.5%