PMAY Performance — Innovator U.S. Equity Power Buffer ETF - May
Data updated: 2026-09-28
PMAY returned +4.87% year to date and +8.97% over one year to Jul 2026. Annualised returns are +11.17% over 3 years and +7.03% over 5 years. The fund trailed its US Blend category average: $100 invested three years ago grew to $137, against $147 for the category, and to $109 over one year, against $120. Volatility over the past three years was 4.76% a year. In the 12 months to Jul 2026 the fund took in a net $110.6M, and assets reached $807.14M.
PMAY Growth of $100
What $100 invested in Innovator U.S. Equity Power 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 | PMAY | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $109 | $120 |
| 3 years (Aug 2023 – Jul 2026) | $137 | $147 |
| 5 years (Aug 2021 – Jul 2026) | $140 | $143 |
| Since data start (Feb 2020 – Jul 2026) | $162 | $169 |
PMAY Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.87% |
| 1 year | +8.97% |
| 3 years (annualised) | +11.17% |
| 5 years (annualised) | +7.03% |
PMAY Annual Returns
Calendar-year total returns of Innovator U.S. Equity Power Buffer ETF - May, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +4.87% |
| 2025 | +10.23% |
| 2024 | +14.15% |
| 2023 | +12.32% |
| 2022 | −8.36% |
| 2021 | +7.58% |
| 2020 (Feb–Dec) | +10.99% |
PMAY 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 | +0.5% | +0.4% | −0.2% | +1.6% | +2.3% | −0.1% | +0.5% | — | — | — | — | — |
| 2025 | +1.1% | +0.2% | −1.5% | −0.1% | +3.2% | +2.3% | +0.9% | +1.0% | +1.0% | +0.5% | +0.6% | +0.8% |
| 2024 | +1.0% | +1.5% | +0.6% | +0.5% | +2.8% | +1.7% | +0.8% | +1.5% | +0.9% | −0.1% | +2.2% | −0.1% |
| 2023 | +3.0% | −1.2% | +0.9% | −0.3% | +0.3% | +3.5% | +1.4% | −0.3% | −2.2% | −1.0% | +5.4% | +2.3% |
| 2022 | −0.8% | −1.1% | +2.0% | −6.4% | +0.2% | −4.5% | +5.1% | −2.0% | −5.4% | +4.9% | +3.2% | −3.1% |
| 2021 | −0.4% | +1.0% | +0.9% | +0.1% | +0.6% | +1.1% | +0.8% | +1.2% | −1.7% | +2.6% | −0.6% | +1.8% |
| 2020 | — | 0.0% | 0.0% | 0.0% | +3.0% | +0.6% | +2.2% | +1.6% | −0.7% | −0.3% | +3.4% | +0.6% |
PMAY Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 4.76%
- 3-year Sharpe ratio: 1.40 (vs 4.5% risk-free rate)
- Best month: +5.42% (Nov 2023)
- Worst month: −2.20% (Sep 2023)
PMAY Fund Flows
Monthly money in and out of Innovator U.S. Equity Power Buffer ETF - May, from SEC Form N-PORT.
- 12-month net flow: $110.6M
- 12-month gross sales (incl. reinvestments): $334.5M
- Sales ÷ redemptions: 1.49×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $1.0M | $19.7M | −$18.6M |
| Jun 2026 | $2.1M | $96.4M | −$94.3M |
| May 2026 | $326.5M | $24.5M | $302.0M |
| Apr 2026 | $1.0M | $7.1M | −$6.0M |
| Mar 2026 | $2.0M | $7.9M | −$6.0M |
| Feb 2026 | $0 | $5.0M | −$5.0M |
| Jan 2026 | $0 | $10.9M | −$10.9M |
| Dec 2025 | $0 | $5.9M | −$5.9M |
| Nov 2025 | $971K | $15.6M | −$14.6M |
| Oct 2025 | $0 | $10.7M | −$10.7M |
| Sep 2025 | $0 | $9.7M | −$9.7M |
| Aug 2025 | $962K | $10.6M | −$9.6M |
PMAY Assets Under Management
Net assets of Innovator U.S. Equity Power Buffer ETF - May by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $807.14M |
| 2026-04-30 | $596.38M |
| 2026-01-31 | $603.38M |
| 2025-10-31 | $623.18M |
| 2025-07-31 | $637.73M |
| 2025-04-30 | $486.17M |
| 2025-01-31 | $522.58M |
| 2024-10-31 | $562.56M |
| 2024-07-31 | $589.43M |
| 2024-04-30 | $416.27M |
| 2024-01-31 | $457.29M |
| 2023-10-31 | $459.06M |
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.