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
| ISIN | US45782C6984 |
|---|---|
| CUSIP | 45782C698 |
| Issuer | Innovator |
| Inception Date | Aug 1, 2019 |
| Region | North America (U.S.) |
| Category | Volatility Hedged Equity |
| Expense Ratio | 0.79% |
| Index Tracked | Cboe S&P 500 Buffer Protect Index August |
| Asset Class | Equity |
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.
BAUGReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | -8.02% | -10.55% |
| 6M | -11.50% | -18.29% |
| YTD | -13.62% | -22.51% |
| 1Y | -8.89% | -15.98% |
| 5Y | 4.69% | 7.22% |
| 10Y | 4.69% | 7.22% |
BAUGMonthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| 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% |
| 2019 | -0.78% | 1.35% | 1.43% | 2.67% | 1.53% |
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.
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, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -14.21% | Jan 5, 2022 | 113 | Jun 16, 2022 | — | — | — |
| -5.38% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -3.15% | Aug 31, 2021 | 24 | Oct 4, 2021 | 12 | Oct 20, 2021 | 36 |
| -3.11% | Aug 2, 2019 | 16 | Aug 23, 2019 | 8 | Sep 5, 2019 | 24 |
| -2.75% | Sep 20, 2019 | 9 | Oct 2, 2019 | 15 | Oct 25, 2019 | 24 |
| -2.54% | Nov 17, 2021 | 10 | Dec 1, 2021 | 7 | Dec 10, 2021 | 17 |
| -1.95% | Jan 21, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -1.79% | Jul 23, 2020 | 2 | Jul 24, 2020 | 6 | Aug 3, 2020 | 8 |
| -1.76% | Dec 13, 2021 | 6 | Dec 20, 2021 | 3 | Dec 23, 2021 | 9 |
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.