ZMAY Performance — Innovator Equity Defined Protection ETF - 1 Yr May
Data updated: 2026-09-28
ZMAY returned +2.80% year to date and +5.24% over one year to Jul 2026. Over one year the fund trailed its Alternative category average: $100 grew to $105, against $108 for the category. Volatility over the past 12 months was 0.68% a year. In the 12 months to Jul 2026 the fund took in a net $48.7M, and assets reached $88.77M.
ZMAY Growth of $100
What $100 invested in Innovator Equity Defined Protection ETF - 1 Yr May grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | ZMAY | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $105 | $108 |
| Since data start (May 2025 – Jul 2026) | $108 | $115 |
ZMAY Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +2.80% |
| 1 year | +5.24% |
ZMAY Annual Returns
Calendar-year total returns of Innovator Equity Defined Protection ETF - 1 Yr May, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +2.80% |
| 2025 (May–Dec) | +4.91% |
ZMAY 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 | +0.4% | +0.3% | +0.2% | +0.6% | +0.8% | +0.1% | +0.4% | — | — | — | — | — |
| 2025 | — | — | — | — | +1.1% | +1.0% | +0.4% | +0.6% | +0.5% | +0.3% | +0.4% | +0.5% |
ZMAY Risk
Risk measures from monthly returns over Aug 2025 – Jul 2026.
- 1-year volatility (annualised): 0.68%
- Best month: +0.82% (May 2026)
- Worst month: +0.13% (Jun 2026)
ZMAY Fund Flows
Monthly money in and out of Innovator Equity Defined Protection ETF - 1 Yr May, from SEC Form N-PORT.
- 12-month net flow: $48.7M
- 12-month gross sales (incl. reinvestments): $134.6M
- Sales ÷ redemptions: 1.57×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $1.3M | $10.4M | −$9.1M |
| Jun 2026 | $0 | $37.0M | −$37.0M |
| May 2026 | $99.9M | $0 | $99.9M |
| Apr 2026 | $33.5M | $33.5M | −$1K |
| Mar 2026 | $0 | $1.3M | −$1.3M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $1.3M | −$1.3M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $1.3M | −$1.3M |
| Oct 2025 | $0 | $1.3M | −$1.3M |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
ZMAY Assets Under Management
Net assets of Innovator Equity Defined Protection ETF - 1 Yr May by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $88.77M |
| 2026-04-30 | $33.49M |
| 2026-01-31 | $34.41M |
| 2025-10-31 | $36.50M |
| 2025-07-31 | $37.21M |
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.