Performance analysis of BSEP (Innovator U.S. Equity Buffer ETF - September)
Annual Return
Over the past 3 years, BSEP has had an average annual return of +14.70%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, BSEP has had an average annual return of +10.61%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Sep 3, 2019, BSEP has had an average annual return of +12.05%, underperforming the benchmark SPY, which returned +16.31% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +7.36% | +14.79% | +16.97% | +20.93% | -9.20% | +14.63% | +12.44% | +7.23% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1% | -0.18% | -3.15% | +6.75% | +2.36% | +0.36% | +0.27% | +7.36% | |||||
| 2025 | +1.84% | -0.60% | -3.81% | -0.45% | +4.61% | +3.81% | +1.91% | +2.38% | +2.48% | +0.92% | +0.50% | +0.57% | +14.79% |
| 2024 | +1.40% | +3.59% | +1.96% | -2.09% | +3.71% | +1.98% | +0.79% | +1.34% | +1.40% | -0.45% | +3.73% | -1.37% | +16.97% |
| 2023 | +4.92% | -1.68% | +2.65% | +1.09% | +0.16% | +5.94% | +2.90% | -1.75% | -3.36% | -1.60% | +7.09% | +3.41% | +20.93% |
| 2022 | -3.27% | -2.05% | +3.11% | -6.32% | +0.77% | -4.98% | +6.97% | -1.60% | -7.15% | +5.91% | +4.48% | -4.20% | -9.20% |
| 2021 | -0.93% | +2.13% | +3.36% | +2.35% | +0.90% | +1.11% | +0.53% | +0.72% | -3.04% | +4.57% | -0.58% | +2.84% | +14.63% |
| 2020 | +0.14% | -5.33% | -8.13% | +8.13% | +3.54% | +1.54% | +3.90% | +3.34% | -2.65% | -1.83% | +7.98% | +2.50% | +12.44% |
| 2019 | +1.63% | +1.50% | +2.37% | +1.55% | +7.23% |
Drawdown analysis of BSEP (Innovator U.S. Equity Buffer ETF - September)
The maximum drawdown for the BSEP was -23.98%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current BSEP drawdown is -0.55%.
Since Sep 3, 2019 BSEP has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.98% | Feb 19, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -15.02% | Jan 4, 2022 | 113 | Jun 16, 2022 | 247 | Jun 12, 2023 | 360 |
| -13.36% | Feb 19, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -7.96% | Jul 31, 2023 | 63 | Oct 27, 2023 | 23 | Nov 30, 2023 | 86 |
| -6.34% | Sep 2, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -5.70% | Jan 28, 2026 | 42 | Mar 30, 2026 | 10 | Apr 14, 2026 | 52 |
| -3.91% | Jul 16, 2024 | 14 | Aug 5, 2024 | 7 | Aug 14, 2024 | 21 |
| -3.50% | Sep 3, 2021 | 20 | Oct 4, 2021 | 12 | Oct 20, 2021 | 32 |
| -3.33% | Mar 28, 2024 | 15 | Apr 19, 2024 | 14 | May 9, 2024 | 29 |
| -2.97% | Oct 28, 2025 | 17 | Nov 20, 2025 | 8 | Dec 3, 2025 | 25 |
| -2.90% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -2.68% | Sep 12, 2019 | 14 | Oct 2, 2019 | 13 | Oct 21, 2019 | 27 |
| -2.62% | Nov 18, 2021 | 10 | Dec 3, 2021 | 5 | Dec 10, 2021 | 15 |
| -2.59% | Jan 21, 2021 | 6 | Jan 29, 2021 | 5 | Feb 5, 2021 | 11 |
| -2.42% | Feb 16, 2021 | 12 | Mar 4, 2021 | 5 | Mar 11, 2021 | 17 |
| -2.25% | Dec 6, 2024 | 22 | Jan 10, 2025 | 6 | Jan 21, 2025 | 28 |
| -2.08% | Dec 15, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
| -1.97% | Jun 15, 2023 | 6 | Jun 26, 2023 | 4 | Jun 30, 2023 | 10 |
| -1.97% | May 7, 2021 | 3 | May 12, 2021 | 11 | May 27, 2021 | 14 |
| -1.86% | Oct 8, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -1.70% | Jul 28, 2025 | 4 | Aug 1, 2025 | 5 | Aug 8, 2025 | 9 |
| -1.63% | Jun 2, 2026 | 6 | Jun 10, 2026 | 3 | Jun 15, 2026 | 9 |
| -1.61% | Oct 18, 2024 | 11 | Nov 4, 2024 | 2 | Nov 6, 2024 | 13 |
| -1.56% | Jan 12, 2026 | 5 | Jan 20, 2026 | 5 | Jan 27, 2026 | 10 |
| -1.45% | Jan 23, 2020 | 6 | Jan 31, 2020 | 3 | Feb 5, 2020 | 9 |