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Innovator U.S. Equity Power Buffer ETF - February PFEB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PFEB | Replication |
|---|---|---|
| Annualized growth | 9.0% | 6.5% |
| Annualized volatility | 7.8% | 7.2% |
| Sharpe ratio | 1.15 | 0.91 |
| Maximum drawdown | 9.8% | 15.3% |
| Replication fit (R²) | 0.79 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model PFEB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 50.3% |
| WTMF | Alternatives · Mgt Futures | 21.7% |
| VOO | US Large Cap | 11.4% |
| VUG | Style · Growth | 9.2% |
| EMLC | FI · EM Local Currency | 7.4% |