BMAY Performance — Innovator U.S. Equity Buffer ETF - May
Data updated: 2026-09-28
BMAY returned +6.16% year to date and +11.28% over one year to Jul 2026. Annualised returns are +13.65% over 3 years and +8.59% over 5 years. Against its US Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $147, against $147 for the category, and to $111 over one year, against $120. Volatility over the past three years was 7.03% a year. In the 12 months to Jul 2026 the fund took in a net $59.1M, and assets reached $232.02M.
BMAY Growth of $100
What $100 invested in Innovator U.S. Equity Buffer ETF - May grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Blend category average over the same months.
| Period | BMAY | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $111 | $120 |
| 3 years (Aug 2023 – Jul 2026) | $147 | $147 |
| 5 years (Aug 2021 – Jul 2026) | $151 | $143 |
| Since data start (Feb 2020 – Jul 2026) | $186 | $169 |
BMAY Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.16% |
| 1 year | +11.28% |
| 3 years (annualised) | +13.65% |
| 5 years (annualised) | +8.59% |
BMAY Annual Returns
Calendar-year total returns of Innovator U.S. Equity Buffer ETF - May, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +6.16% |
| 2025 | +11.05% |
| 2024 | +19.19% |
| 2023 | +16.76% |
| 2022 | −12.61% |
| 2021 | +11.95% |
| 2020 (Feb–Dec) | +15.74% |
BMAY Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.7% | +0.4% | −1.0% | +2.9% | +3.1% | −0.3% | +0.4% | — | — | — | — | — |
| 2025 | +1.5% | −0.1% | −3.1% | −0.9% | +4.3% | +3.0% | +1.3% | +1.2% | +1.3% | +0.6% | +0.7% | +0.9% |
| 2024 | +1.3% | +2.7% | +1.0% | +0.6% | +3.8% | +2.1% | +0.9% | +1.8% | +1.2% | −0.3% | +3.0% | −0.4% |
| 2023 | +4.0% | −1.3% | +1.6% | −0.2% | +0.3% | +4.8% | +2.1% | −0.8% | −3.4% | −1.5% | +7.2% | +3.3% |
| 2022 | −2.2% | −2.0% | +2.7% | −7.8% | +0.3% | −6.1% | +6.7% | −2.9% | −6.8% | +6.0% | +4.0% | −4.0% |
| 2021 | −0.7% | +1.6% | +1.4% | +0.1% | +0.6% | +1.8% | +1.3% | +1.8% | −2.7% | +4.2% | −0.8% | +2.8% |
| 2020 | — | 0.0% | 0.0% | 0.0% | +3.9% | +0.9% | +3.3% | +2.7% | −1.4% | −0.5% | +5.1% | +1.1% |
BMAY Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 7.03%
- 3-year Sharpe ratio: 1.30 (vs 4.5% risk-free rate)
- Best month: +7.17% (Nov 2023)
- Worst month: −3.41% (Sep 2023)
BMAY Fund Flows
Monthly money in and out of Innovator U.S. Equity Buffer ETF - May, from SEC Form N-PORT.
- 12-month net flow: $59.1M
- 12-month gross sales (incl. reinvestments): $242.0M
- Sales ÷ redemptions: 1.32×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $4.8M | $3.6M | $1.2M |
| Jun 2026 | $7.0M | $11.9M | −$4.8M |
| May 2026 | $81.5M | $0 | $81.5M |
| Apr 2026 | $148.6M | $145.2M | $3.4M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $10.1M | −$10.1M |
| Jan 2026 | $0 | $1.1M | −$1.1M |
| Dec 2025 | $0 | $5.6M | −$5.6M |
| Nov 2025 | $0 | $2.2M | −$2.2M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $3.2M | −$3.2M |
BMAY Assets Under Management
Net assets of Innovator U.S. Equity Buffer ETF - May by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $232.02M |
| 2026-04-30 | $147.65M |
| 2026-01-31 | $151.18M |
| 2025-10-31 | $156.67M |
| 2025-07-31 | $155.04M |
| 2025-04-30 | $119.90M |
| 2025-01-31 | $132.15M |
| 2024-10-31 | $130.88M |
| 2024-07-31 | $147.47M |
| 2024-04-30 | $108.39M |
| 2024-01-31 | $111.55M |
| 2023-10-31 | $110.94M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.