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

ETF · Currency in USD · Last updated Mar 18, 2023

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.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - August in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,207 for a total return of roughly 22.07%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
5.92%
6.48%
BAUG (Innovator U.S. Equity Buffer ETF - August)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Return

Innovator U.S. Equity Buffer ETF - August had a return of 1.81% year-to-date (YTD) and -3.71% in the last 12 months. Over the past 10 years, Innovator U.S. Equity Buffer ETF - August had an annualized return of 5.67%, while the S&P 500 had an annualized return of 7.98%, indicating that Innovator U.S. Equity Buffer ETF - August did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-3.94%-5.31%
Year-To-Date1.81%2.01%
6 months1.25%0.39%
1 year-3.71%-10.12%
5 years (annualized)5.67%7.98%
10 years (annualized)5.67%7.98%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.48%-1.53%
2022-7.23%6.30%3.97%-4.13%

Sharpe 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 -0.23. 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.


-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.23
-0.43
BAUG (Innovator U.S. Equity Buffer ETF - August)
Benchmark (^GSPC)

Dividend History


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

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-8.93%
-18.34%
BAUG (Innovator U.S. Equity Buffer ETF - August)
Benchmark (^GSPC)

Worst 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
-15.59%Jan 5, 2022194Oct 12, 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

Volatility Chart

Current Innovator U.S. Equity Buffer ETF - August volatility is 15.28%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
15.28%
21.17%
BAUG (Innovator U.S. Equity Buffer ETF - August)
Benchmark (^GSPC)