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Innovator U.S. Equity Power Buffer ETF - June PJUN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PJUN | Replication |
|---|---|---|
| Annualized growth | 7.1% | 6.9% |
| Annualized volatility | 8.1% | 7.3% |
| Sharpe ratio | 0.89 | 0.95 |
| Maximum drawdown | 12.4% | 14.9% |
| Replication fit (R²) | 0.77 · Tracking error 3.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model PJUN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 40.9% |
| WTMF | Alternatives · Mgt Futures | 26.8% |
| VOO | US Large Cap | 15.7% |
| EMLC | FI · EM Local Currency | 9.4% |
| VUG | Style · Growth | 7.2% |