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Innovator U.S. Equity Buffer ETF - August (BAUG)

ETF · Currency in USD · Last updated Sep 24, 2022

BAUG is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index August. BAUG launched on Aug 1, 2019 and has a 0.79% expense ratio.

ETF Info

ISINUS45782C6984
CUSIP45782C698
IssuerInnovator
Inception DateAug 1, 2019
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.79%
Index TrackedCboe S&P 500 Buffer Protect Index August
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$29.50
Year Range$28.73 - $33.49
EMA (50)$30.74
EMA (200)$31.31
Average Volume$99.53K

BAUGShare Price Chart


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BAUGPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - August in Aug 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,548 for a total return of roughly 15.48%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.95%
-20.26%
BAUG (Innovator U.S. Equity Buffer ETF - August)
Benchmark (^GSPC)

BAUGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.02%-10.55%
6M-11.50%-18.29%
YTD-13.62%-22.51%
1Y-8.89%-15.98%
5Y4.69%7.22%
10Y4.69%7.22%

BAUGMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.96%-2.00%3.04%-6.40%0.71%-4.17%6.19%-2.92%-5.34%
2021-0.88%1.43%2.99%0.96%0.65%0.61%0.33%1.74%-2.67%4.35%-0.93%3.07%
20200.18%-5.95%-9.05%9.66%3.39%1.35%4.32%3.96%-1.97%-2.02%7.34%1.92%
2019-0.78%1.35%1.43%2.67%1.53%

BAUGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Innovator U.S. Equity Buffer ETF - August Sharpe ratio is -0.67. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.67
-0.78
BAUG (Innovator U.S. Equity Buffer ETF - August)
Benchmark (^GSPC)

BAUGDividend History


Innovator U.S. Equity Buffer ETF - August doesn't pay dividends

BAUGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-13.85%
-23.00%
BAUG (Innovator U.S. Equity Buffer ETF - August)
Benchmark (^GSPC)

BAUGWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - August. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Innovator U.S. Equity Buffer ETF - August is 24.19%, recorded on Mar 23, 2020. It took 84 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.19%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-14.21%Jan 5, 2022113Jun 16, 2022
-5.38%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-3.15%Aug 31, 202124Oct 4, 202112Oct 20, 202136
-3.11%Aug 2, 201916Aug 23, 20198Sep 5, 201924
-2.75%Sep 20, 20199Oct 2, 201915Oct 25, 201924
-2.54%Nov 17, 202110Dec 1, 20217Dec 10, 202117
-1.95%Jan 21, 20217Jan 29, 20215Feb 5, 202112
-1.79%Jul 23, 20202Jul 24, 20206Aug 3, 20208
-1.76%Dec 13, 20216Dec 20, 20213Dec 23, 20219

BAUGVolatility Chart

Current Innovator U.S. Equity Buffer ETF - August volatility is 17.58%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
17.58%
23.28%
BAUG (Innovator U.S. Equity Buffer ETF - August)
Benchmark (^GSPC)