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

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

DAUG is a passive ETF by First Trust tracking the investment results of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect August Series Index. DAUG launched on Nov 6, 2019 and has a 0.85% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in FT Cboe Vest U.S. Equity Deep Buffer ETF - August in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,394 for a total return of roughly 3.94%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
3.45%
6.47%
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Return

FT Cboe Vest U.S. Equity Deep Buffer ETF - August had a return of 0.74% year-to-date (YTD) and -8.40% in the last 12 months. Over the past 10 years, FT Cboe Vest U.S. Equity Deep Buffer ETF - August had an annualized return of 1.16%, while the S&P 500 had an annualized return of 7.38%, indicating that FT Cboe Vest U.S. Equity Deep Buffer ETF - August did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-3.06%-5.31%
Year-To-Date0.74%2.01%
6 months0.58%0.39%
1 year-8.40%-10.12%
5 years (annualized)1.16%7.38%
10 years (annualized)1.16%7.38%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.76%-1.40%
2022-4.79%3.72%3.13%-2.99%

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 FT Cboe Vest U.S. Equity Deep Buffer ETF - August Sharpe ratio is -0.82. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.82
-0.43
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
Benchmark (^GSPC)

Dividend History


FT Cboe Vest U.S. Equity Deep 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%NovemberDecember2023FebruaryMarch
-11.44%
-18.34%
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the FT Cboe Vest U.S. Equity Deep 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 FT Cboe Vest U.S. Equity Deep Buffer ETF - August is 15.34%, recorded on Oct 12, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.34%Jan 4, 2022195Oct 12, 2022
-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
-1.66%Nov 9, 202118Dec 3, 202114Dec 23, 202132
-1.12%Jan 22, 20216Jan 29, 20214Feb 4, 202110
-1.12%Feb 25, 20216Mar 4, 20215Mar 11, 202111
-0.91%Jan 21, 20209Jan 31, 20203Feb 5, 202012
-0.85%Jul 22, 20203Jul 24, 20205Jul 31, 20208

Volatility Chart

Current FT Cboe Vest U.S. Equity Deep Buffer ETF - August volatility is 11.75%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
11.75%
21.17%
DAUG (FT Cboe Vest U.S. Equity Deep Buffer ETF - August)
Benchmark (^GSPC)