See what your fund actually adds

Innovator U.S. Small Cap Power Buffer ETF - October KOCT

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

Fund and replication metrics

KOCT compared with its replication portfolio
MeasureKOCTReplication
Annualized growth6.6%5.7%
Annualized volatility11.3%9.2%
Sharpe ratio0.620.65
Maximum drawdown15.8%17.2%
Replication fit (R²)0.87 · Tracking error 4.1%

Replication portfolio

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

KOCT replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield31.7%
WTMFAlternatives · Mgt Futures27.1%
IJRUS Small Cap26.1%
ICVTFI · Convertibles15.1%