Innovator U.S. Equity Buffer ETF - August (BAUG)
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
US45782C6984
45782C698
Aug 1, 2019
North America (U.S.)
1x
Cboe S&P 500 Buffer Protect Index August
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Equity Buffer ETF - August, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Innovator U.S. Equity Buffer ETF - August had a return of 21.78% year-to-date (YTD) and 26.44% in the last 12 months.
BAUG
21.78%
2.03%
10.79%
26.44%
11.07%
N/A
^GSPC (Benchmark)
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Monthly Returns
The table below presents the monthly returns of BAUG, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.35% | 3.95% | 2.56% | -2.85% | 4.37% | 2.93% | 1.66% | 2.16% | 1.54% | -0.45% | 21.78% | ||
| 2023 | 4.48% | -1.53% | 2.42% | 0.82% | 0.35% | 5.10% | 3.22% | -1.21% | -3.54% | -1.58% | 6.96% | 3.53% | 20.11% |
| 2022 | -2.96% | -2.00% | 3.04% | -6.40% | 0.71% | -4.17% | 6.19% | -2.92% | -7.23% | 6.30% | 3.97% | -4.13% | -10.30% |
| 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% | 12.06% |
| 2020 | 0.18% | -5.95% | -9.05% | 9.66% | 3.39% | 1.35% | 4.32% | 3.96% | -1.97% | -2.02% | 7.34% | 1.92% | 12.20% |
| 2019 | -0.78% | 1.35% | 1.43% | 2.67% | 1.53% | 6.33% |
Expense Ratio
BAUG features an expense ratio of 0.79%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of BAUG is 94, placing it in the top 6% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - August (BAUG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - 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 Innovator U.S. Equity Buffer ETF - August was 24.19%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Innovator U.S. Equity Buffer ETF - August drawdown is 0.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -15.59% | Jan 5, 2022 | 194 | Oct 12, 2022 | 179 | Jun 30, 2023 | 373 |
| -7.48% | Aug 1, 2023 | 63 | Oct 27, 2023 | 18 | Nov 22, 2023 | 81 |
| -5.38% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -4.1% | Apr 1, 2024 | 15 | Apr 19, 2024 | 15 | May 10, 2024 | 30 |
Volatility
Volatility Chart
The current Innovator U.S. Equity Buffer ETF - August volatility is 2.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.