Buffered60 Momentum40 August
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August | Large Cap Blend Equities | 60% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Nov 7, 2019, corresponding to the inception date of FAUG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| Buffered60 Momentum40 August | 3.90% | 10.96% | 3.67% | 15.34% | 14.35% | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | 8.82% | 16.74% | 8.45% | 27.59% | 21.41% | N/A |
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August | 0.61% | 7.13% | 0.46% | 7.57% | 9.51% | N/A |
Monthly Returns
The table below presents the monthly returns of Buffered60 Momentum40 August, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.22% | -0.43% | -4.96% | 0.64% | 5.70% | 3.90% | |||||||
| 2024 | 2.86% | 6.49% | 2.61% | -2.89% | 4.60% | 3.69% | -0.23% | 2.48% | 1.48% | -0.26% | 4.66% | -1.28% | 26.58% |
| 2023 | 2.42% | -2.61% | 2.08% | 1.62% | -2.03% | 5.24% | 2.37% | -0.64% | -2.44% | -1.53% | 7.90% | 4.54% | 17.56% |
| 2022 | -4.08% | -1.91% | 3.02% | -6.99% | 0.92% | -5.63% | 6.67% | -3.48% | -6.75% | 8.69% | 3.70% | -3.57% | -10.39% |
| 2021 | -0.55% | 0.54% | 2.29% | 2.95% | 0.11% | 3.31% | 1.07% | 2.62% | -3.54% | 5.44% | -1.63% | 2.71% | 16.07% |
| 2020 | 1.35% | -6.66% | -7.97% | 9.61% | 4.63% | 1.88% | 5.09% | 5.91% | -2.00% | -2.72% | 7.36% | 2.39% | 18.66% |
| 2019 | 2.00% | 1.58% | 3.60% |
Expense Ratio
Buffered60 Momentum40 August has an expense ratio of 0.56%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Buffered60 Momentum40 August is 74, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 1.11 | 1.63 | 1.23 | 1.38 | 4.98 |
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August | 0.62 | 0.95 | 1.16 | 0.59 | 2.63 |
Loading data...
Dividends
Dividend yield
Buffered60 Momentum40 August provided a 0.20% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.20% | 0.19% | 0.65% | 0.67% | 0.21% | 0.51% | 0.56% | 0.42% | 0.31% | 0.78% | 0.14% |
| Portfolio components: | |||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.49% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
FAUG FT Cboe Vest U.S. Equity Buffer ETF - August | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Buffered60 Momentum40 August. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Buffered60 Momentum40 August was 25.89%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Buffered60 Momentum40 August drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -18.25% | Jan 5, 2022 | 186 | Sep 30, 2022 | 286 | Nov 20, 2023 | 472 |
| -15.64% | Feb 20, 2025 | 34 | Apr 8, 2025 | 27 | May 16, 2025 | 61 |
| -6.91% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -6.4% | Jul 11, 2024 | 18 | Aug 5, 2024 | 14 | Aug 23, 2024 | 32 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SPMO | FAUG | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.86 | 0.95 | 0.94 |
| SPMO | 0.86 | 1.00 | 0.81 | 0.96 |
| FAUG | 0.95 | 0.81 | 1.00 | 0.93 |
| Portfolio | 0.94 | 0.96 | 0.93 | 1.00 |