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Innovator U.S. Equity Power Buffer ETF - May PMAY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PMAY | Replication |
|---|---|---|
| Annualized growth | 7.3% | 7.5% |
| Annualized volatility | 8.2% | 8.2% |
| Sharpe ratio | 0.90 | 0.93 |
| Maximum drawdown | 13.1% | 16.1% |
| Replication fit (R²) | 0.78 · Tracking error 3.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model PMAY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 52.6% |
| WTMF | Alternatives · Mgt Futures | 19.3% |
| VUG | Style · Growth | 11.7% |
| USMV | Factor · Min Vol | 8.3% |
| XLK | Sector · Technology | 8.2% |