BAPR

Innovator U.S. Equity Buffer ETF - April
*Unless otherwise stated, data provided by FactSet.

BAPR Fund Description

BAPR aims for specific buffered losses and capped gains on the S&P 500 over a specific holdings period. The actively-managed fund holds options and collateral.

BAPR Factset Analytics Insight

BAPR uses options in an effort to moderate losses on the S&P 500 over a one-year period starting each April. The fund foregoes some upside return as well as the S&P 500’s dividend component, because the options are written on the price (not total) return version of the index. In exchange for preventing realization of the first 9% of the S&P 500’s losses, investors forego upside participation above a certain threshold, which is reset annually.  Investors who buy at any other time than the annual reset day may have a very different protection and buffer zone. The issuer publishes effective interim levels daily on its website.  The fund must be held to the end of the period to achieve the intended results. The targeted buffers and caps do not include the fund’s expense ratio. The fund is actively managed, resets annually and uses listed options exclusively.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BAPR -0.65% 0.25% 8.08% 10.16% -- -- --
BAPR (NAV) 0.68% 1.63% 8.94% 11.57% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -0.24% 1.52% 18.68% 28.00% 19.99% 18.68% 16.41%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

BAPR Summary Data

Innovator
04/01/19
Open-Ended Fund
0.79%
$122.82M
$408.00K
0.41%

BAPR Portfolio Data

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N/A
2

BAPR Index Data

No Underlying Index
Fixed
Fixed
MSCI USA Large Cap Index

BAPR Portfolio Management

0.79%
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--
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BAPR Tax Exposures

20.00% / 39.60%
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Ordinary income
No

BAPR Fund Structure

Open-Ended Fund
Yes
No
-- / --
N/A
N/A
Low
Daily

BAPR Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of BAPR. BAPR is rated a N/A out of 5.

BAPR Tradability

12,694
$408.00K
5,904
$191.19K
0.41%
$0.13
0.03%
0.53% / -0.37%
None
100.00%
25,000
0.24
0.03%
--
0
$32.39
N/A

BAPR Top 10 Holdings

99.62%
0.38%
100.00%

BAPR Countries


BAPR
Segment Benchmark
--
0.10%
--
99.90%

BAPR Regions


BAPR
Segment Benchmark
--
100.00%

BAPR Economic Development


BAPR
Segment Benchmark
--
100.00%

BAPR Performance Statistics

0.69
0.35
0.30
0.37
0.61%
MSCI USA Large Cap Index

BAPR Benchmark Comparison Holdings

2
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BAPR Benchmark Comparison Summary


BAPR
Segment Benchmark
2
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BAPR Benchmark Comparison Market Cap Size


BAPR
Segment Benchmark
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