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Innovator Equity Defined Protection ETF - 2 Yr to January 2027 TJAN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | TJAN | Replication |
|---|---|---|
| Annualized growth | 7.1% | 6.6% |
| Annualized volatility | 3.9% | 3.0% |
| Sharpe ratio | 1.79 | 2.14 |
| Maximum drawdown | 4.2% | 2.9% |
| Replication fit (R²) | 0.72 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model TJAN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 80.3% |
| EMLC | FI · EM Local Currency | 9.3% |
| VUG | Style · Growth | 6.4% |
| XLP | Sector · Cons Staples | 3.9% |