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

ETF · Currency in USD · Last updated Jun 25, 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$29.58
Year Range$28.73 - $33.49
EMA (50)$30.48
EMA (200)$31.47
Average Volume$13.62K

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 on Aug 2, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,064 for a total return of roughly 20.64%. All prices are adjusted for splits and dividends.


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

BAUGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.46%-0.75%
YTD-9.76%-17.93%
6M-9.12%-17.23%
1Y-4.42%-7.78%
5Y6.71%10.03%
10Y6.71%10.03%

BAUGMonthly Returns Heatmap


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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 -0.35. 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.


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.


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 25.70%. 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.


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

Portfolios with Innovator U.S. Equity Buffer ETF - August


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