Performance analysis of TFJL (Innovator 20+ Year Treasury Bond 5 Floor ETF - July)
Annual Return
Over the past 3 years, TFJL has had an average annual return of -1.72%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, TFJL has had an average annual return of -3.76%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Aug 18, 2020, TFJL has had an average annual return of -4.32%, underperforming the benchmark SPY, which returned +16.42% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -2.35% | -0.80% | -6.79% | +8.23% | -17.16% | -2.46% | -1.98% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.11% | +3.83% | -3.93% | -1.77% | -0.04% | -0.18% | -2.35% | ||||||
| 2025 | -0.03% | +4.86% | -0.78% | -0.79% | -3.12% | +0.95% | -1.74% | -0.37% | +2.91% | +0.37% | -0.04% | -2.77% | -0.80% |
| 2024 | -1.99% | -1.81% | -1.03% | -4.46% | +0.90% | +0.79% | +2.32% | +2.07% | +1.79% | -3.64% | -0.20% | -1.47% | -6.79% |
| 2023 | +3.91% | -2.45% | +5.42% | -0.40% | -2.78% | -0.54% | -2.54% | -1.75% | -1.06% | -2.94% | +5.42% | +8.49% | +8.23% |
| 2022 | -1.92% | -1.64% | -1.31% | -3.85% | -1.42% | -0.16% | +1.06% | -3.21% | -3.01% | -3.13% | +2.85% | -2.73% | -17.16% |
| 2021 | -1.91% | -0.77% | -1.17% | -0.34% | -0.19% | -0.23% | +0.52% | +0.64% | -1.24% | +1.82% | +1.57% | -1.11% | -2.46% |
| 2020 | -1.28% | +0.74% | -1.56% | +0.39% | -0.26% | -1.98% |
Drawdown analysis of TFJL (Innovator 20+ Year Treasury Bond 5 Floor ETF - July)
The maximum drawdown for the TFJL was -25.45%, occurring on Oct 25, 2023. This drawdown has not yet recovered.
The current TFJL drawdown is -22.83%.
Since Aug 18, 2020 TFJL has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.45% | Sep 8, 2020 | 788 | Oct 25, 2023 | Ongoing | Ongoing | Ongoing |
| -1.50% | Aug 24, 2020 | 5 | Aug 31, 2020 | 5 | Sep 8, 2020 | 10 |
| -0.18% | Aug 18, 2020 | 1 | Aug 19, 2020 | 3 | Aug 24, 2020 | 4 |