PSEP

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

PSEP Fund Description

PSEP 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.

PSEP Factset Analytics Insight

PSEP 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 15% 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 07/01/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
PSEP -1.63% -5.79% -6.91% -4.07% -- -- --
PSEP (NAV) -1.61% -5.63% -6.68% -3.90% -- -- --
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.

PSEP Summary Data

Innovator
09/03/19
Open-Ended Fund
0.79%
$225.80M
$1.39M
0.22%

PSEP Portfolio Data

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N/A
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PSEP Index Data

No Underlying Index
Fixed
Fixed
MSCI USA Large Cap Index

PSEP Portfolio Management

0.79%
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PSEP Tax Exposures

20.00% / 39.60%
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Ordinary income
No

PSEP Fund Structure

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

PSEP 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 PSEP. PSEP is rated a N/A out of 5.

PSEP Tradability

49,342
$1.39M
16,736
$481.04K
0.22%
$0.06
-0.02%
0.37% / -1.18%
None
100.00%
25,000
0.67
0.03%
--
0
$28.37
N/A

PSEP Top 10 Holdings

99.85%
0.15%
100.00%

PSEP Countries


PSEP
Segment Benchmark
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99.89%
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0.11%

PSEP Regions


PSEP
Segment Benchmark
--
100.00%

PSEP Economic Development


PSEP
Segment Benchmark
--
100.00%

PSEP Performance Statistics

0.93
0.46
0.50
0.48
0.63%
MSCI USA Large Cap Index

PSEP Benchmark Comparison Holdings

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PSEP Benchmark Comparison Summary


PSEP
Segment Benchmark
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PSEP Benchmark Comparison Market Cap Size


PSEP
Segment Benchmark
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