See what your fund actually adds

Innovator U.S. Equity Ultra Buffer ETF - March UMAR

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

UMAR compared with its replication portfolio
MeasureUMARReplication
Annualized growth8.1%5.9%
Annualized volatility6.8%6.6%
Sharpe ratio1.190.90
Maximum drawdown8.2%14.0%
Replication fit (R²)0.73 · Tracking error 3.5%

Replication portfolio

The published portfolio below is the investable basket used to model UMAR’s historical return behavior.

UMAR replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures33.1%
SPHYFI · High Yield32.7%
MBBFI · MBS14.9%
VUGStyle · Growth10.2%
XLFSector · Financials9.1%