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FT Cboe Vest U.S. Equity Deep Buffer ETF - August ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerFirst Trust
Inception DateNov 6, 2019
CategoryLarge Cap Blend Equities
Index TrackedCboe S&P 500 30% (-5% to -35%) Buffer Protect August Series Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DAUG has a high expense ratio of 0.85%, indicating higher-than-average management fees.


Expense ratio chart for DAUG: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FT Cboe Vest U.S. Equity Deep Buffer ETF - August

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest U.S. Equity Deep 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.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
6.96%
14.93%
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
Benchmark (^GSPC)

S&P 500

Returns By Period

FT Cboe Vest U.S. Equity Deep Buffer ETF - August had a return of 6.65% year-to-date (YTD) and 12.56% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.65%14.57%
1 month0.66%2.97%
6 months6.95%14.93%
1 year12.56%24.71%
5 years (annualized)N/A13.14%
10 years (annualized)N/A10.88%

Monthly Returns

The table below presents the monthly returns of DAUG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.96%2.29%1.12%-0.54%1.98%6.65%
20232.76%-1.40%1.87%0.59%-0.03%5.36%2.73%-3.00%-2.42%-1.33%5.60%2.76%13.85%
2022-1.71%-1.28%1.88%-4.61%-0.23%-2.78%0.93%-3.46%-4.79%3.72%3.13%-2.99%-11.95%
2021-0.67%0.98%1.67%0.76%0.41%0.60%0.22%0.71%-1.70%2.36%-0.44%1.69%6.71%
2020-0.01%-3.28%-5.91%6.15%2.34%0.49%3.09%2.51%-1.12%-1.22%4.32%0.98%8.01%
20190.86%0.79%1.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DAUG is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DAUG is 7676
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
The Sharpe Ratio Rank of DAUG is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of DAUG is 8282Sortino Ratio Rank
The Omega Ratio Rank of DAUG is 8686Omega Ratio Rank
The Calmar Ratio Rank of DAUG is 7070Calmar Ratio Rank
The Martin Ratio Rank of DAUG is 6161Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - August (DAUG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DAUG
Sharpe ratio
The chart of Sharpe ratio for DAUG, currently valued at 2.11, compared to the broader market0.002.004.006.002.11
Sortino ratio
The chart of Sortino ratio for DAUG, currently valued at 3.08, compared to the broader market0.005.0010.003.08
Omega ratio
The chart of Omega ratio for DAUG, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for DAUG, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.001.51
Martin ratio
The chart of Martin ratio for DAUG, currently valued at 5.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.36

Sharpe Ratio

The current FT Cboe Vest U.S. Equity Deep Buffer ETF - August Sharpe ratio is 2.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FT Cboe Vest U.S. Equity Deep Buffer ETF - August with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.11
2.24
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
Benchmark (^GSPC)

Dividends

Dividend History


FT Cboe Vest U.S. Equity Deep Buffer ETF - August doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune0
-0.41%
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity Deep 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 FT Cboe Vest U.S. Equity Deep Buffer ETF - August was 15.34%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.34%Jan 4, 2022197Oct 14, 2022301Dec 27, 2023498
-14.1%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-2.99%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-2.84%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-2.03%Aug 31, 202124Oct 4, 202112Oct 20, 202136

Volatility

Volatility Chart

The current FT Cboe Vest U.S. Equity Deep Buffer ETF - August volatility is 0.45%, 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.


0.00%1.00%2.00%3.00%4.00%2024FebruaryMarchAprilMayJune
0.45%
2.38%
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
Benchmark (^GSPC)