BSEP

Innovator S&P 500 Buffer ETF - September
*Unless otherwise stated, data provided by FactSet.

BSEP Fund Description

BSEP 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.

BSEP Factset Analytics Insight

BSEP uses options in an effort to moderate losses on the S&P 500 over a one-year period starting each September. 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.

BSEP Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/08/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BSEP 4.61% -- -- -- -- -- --
BSEP (NAV) 4.70% -- -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 7.19% 5.89% 25.55% 12.68% 15.71% 11.28% 13.50%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

BSEP Summary Data

Innovator
09/03/19
Open-Ended Fund
0.79%
$4.47M
$89.63K
0.30%

BSEP Portfolio Data

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N/A
9

BSEP Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

BSEP Portfolio Management

0.79%
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BSEP Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

BSEP Fund Structure

Open-Ended Fund
Yes
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No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

BSEP Factset Analytics Block Liquidity

As of 11/11/19
5
4
3
2
1

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

BSEP Tradability

3,439
$89.63K
756
$24.94K
0.30%
$0.08
-0.03%
0.35% / -0.33%
None
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25,000
0.03
0.04%
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$25.59
N/A

BSEP Top 10 Holdings

100.05%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-0.06%
99.99%

BSEP Countries


BSEP
Segment Benchmark
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100.00%

BSEP Regions


BSEP
Segment Benchmark
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100.00%

BSEP Economic Development


BSEP
Segment Benchmark
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100.00%

BSEP Performance Statistics

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0.00%
MSCI USA Large Cap Index

BSEP Benchmark Comparison Holdings

9
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BSEP Benchmark Comparison Summary


BSEP
Segment Benchmark
9
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BSEP Benchmark Comparison Market Cap Size


BSEP
Segment Benchmark
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