See what your fund actually adds
Innovator Nasdaq-100 Managed 10 Buffer ETF NBFR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NBFR | Replication |
|---|---|---|
| Annualized growth | 16.6% | 24.7% |
| Annualized volatility | 12.6% | 10.7% |
| Sharpe ratio | 1.28 | 2.13 |
| Maximum drawdown | 5.3% | 3.3% |
| Replication fit (R²) | 0.81 · Tracking error 5.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model NBFR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 55.9% |
| XLK | Sector · Technology | 22.5% |
| SPHQ | Factor · Quality | 13.1% |
| VOX | Sector · Communication | 8.5% |