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Innovator Premium Income 20 Barrier ETF - October OCTH
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | OCTH | Replication |
|---|---|---|
| Annualized growth | 6.5% | 9.6% |
| Annualized volatility | 4.6% | 3.2% |
| Sharpe ratio | 1.38 | 2.84 |
| Maximum drawdown | 5.8% | 3.4% |
| Replication fit (R²) | 0.61 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model OCTH’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 82.4% |
| EFV | Intl · Value | 6.6% |
| XLF | Sector · Financials | 4.4% |
| VUG | Style · Growth | 3.8% |
| XLU | Sector · Utilities | 2.8% |