See what your fund actually adds

Innovator U.S. Small Cap Power Buffer ETF - June KJUN

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

Fund and replication metrics

KJUN compared with its replication portfolio
MeasureKJUNReplication
Annualized growth6.6%10.9%
Annualized volatility8.7%8.2%
Sharpe ratio0.771.30
Maximum drawdown12.6%9.6%
Replication fit (R²)0.87 · Tracking error 3.1%

Replication portfolio

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

KJUN replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield61.3%
IWCMicro Cap17.8%
IJRUS Small Cap11.6%
WTMFAlternatives · Mgt Futures9.3%