See what your fund actually adds
Innovator Growth-100 Power Buffer ETF - May NMAY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NMAY | Replication |
|---|---|---|
| Annualized growth | 15.6% | 13.2% |
| Annualized volatility | 5.8% | 5.2% |
| Sharpe ratio | 2.53 | 2.41 |
| Maximum drawdown | 2.5% | 2.9% |
| Replication fit (R²) | 0.74 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model NMAY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 66.5% |
| WTMF | Alternatives · Mgt Futures | 14.0% |
| XLK | Sector · Technology | 10.7% |
| MTUM | Factor · Momentum | 5.7% |
| USMV | Factor · Min Vol | 3.2% |