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Innovator Premium Income 15 Buffer ETF - October LOCT

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

Fund and replication metrics

LOCT compared with its replication portfolio
MeasureLOCTReplication
Annualized growth5.9%7.5%
Annualized volatility2.7%2.1%
Sharpe ratio2.183.45
Maximum drawdown3.3%2.1%
Replication fit (R²)0.50 · Tracking error 1.9%

Replication portfolio

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

LOCT replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans94.3%
USMVFactor · Min Vol3.4%
EFVIntl · Value2.3%