BMAY

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

BMAY Fund Description

BMAY 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.

BMAY Factset Analytics Insight

BMAY uses options in an effort to moderate losses on the S&P 500 over a one-year period starting each May. The fund foregoes some upside return as well as the S&P 500s 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 500s 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 funds expense ratio. The fund is actively managed, resets annually and uses listed options exclusively.

PERFORMANCE [as of 07/01/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BMAY -5.02% -12.82% -13.90% -8.31% -- -- --
BMAY (NAV) -4.87% -12.78% -13.83% -8.30% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -6.37% -16.14% -20.07% -11.70% 10.89% 11.81% 13.19%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

BMAY Summary Data

Innovator
05/01/20
Open-Ended Fund
0.79%
$176.67M
$3.74M
0.22%

BMAY Portfolio Data

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N/A
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BMAY Index Data

No Underlying Index
Fixed
Fixed
MSCI USA Large Cap Index

BMAY Portfolio Management

0.79%
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BMAY Tax Exposures

20.00% / 39.60%
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Ordinary income
No

BMAY Fund Structure

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

BMAY Factset Analytics Block Liquidity

As of 07/05/22
5
4
3
2
1

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

BMAY Tradability

125,542
$3.74M
53,064
$1.55M
0.22%
$0.06
-0.03%
0.40% / -1.71%
None
100.00%
25,000
2.12
0.03%
--
0
$28.61
N/A

BMAY Top 10 Holdings

99.78%
0.22%
100.00%

BMAY Countries


BMAY
Segment Benchmark
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0.11%
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99.89%

BMAY Regions


BMAY
Segment Benchmark
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100.00%

BMAY Economic Development


BMAY
Segment Benchmark
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100.00%

BMAY Performance Statistics

0.97
0.67
0.69
0.69
0.41%
MSCI USA Large Cap Index

BMAY Benchmark Comparison Holdings

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BMAY Benchmark Comparison Summary


BMAY
Segment Benchmark
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BMAY Benchmark Comparison Market Cap Size


BMAY
Segment Benchmark
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