- Issuer
- FT Vest
- Inception Date
- Aug 17, 2023
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SAUG Performance Chart
FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG) is up 8.6% since the beginning of the year. SAUG is currently trading at $28 per share.
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Returns By Period
FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG) has returned 8.64% so far this year and 20.37% over the past 12 months.
FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August
- 1D
- 0.25%
- 1M
- 1.37%
- YTD
- 8.64%
- 6M
- 7.55%
- 1Y
- 20.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SAUG Monthly Returns History
Based on dividend-adjusted daily data since Aug 21, 2023, SAUG's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 66% of months were positive and 34% were negative. The best month was Dec 2023 with a return of +7.0%, while the worst month was Oct 2023 at -4.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SAUG closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Apr 3, 2025 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.31% | 0.47% | -1.82% | 5.11% | 1.57% | 0.84% | 8.64% | ||||||
| 2025 | 1.76% | -2.61% | -3.60% | -1.24% | 2.50% | 2.60% | 0.67% | 4.64% | 1.62% | 0.72% | 0.71% | 0.44% | 8.23% |
| 2024 | -1.84% | 2.99% | 2.18% | -3.64% | 3.62% | -0.62% | 6.81% | -0.05% | 0.62% | -0.37% | 4.68% | -3.28% | 11.08% |
| 2023 | 1.70% | -3.20% | -4.07% | 5.31% | 6.96% | 6.37% |
Benchmark Metrics
FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August has an annualized alpha of 0.01%, beta of 0.61, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since August 21, 2023.
- This ETF participated in 76.15% of S&P 500 Index downside but only 60.56% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.61 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.01%
- Beta
- 0.61
- R²
- 0.63
- Upside Capture
- 60.56%
- Downside Capture
- 76.15%
Expense Ratio
SAUG has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SAUG ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FT Cboe Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAUG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | 2.78 | +2.21 |
| Martin ratioReturn relative to average drawdown | 16.42 | 12.44 | +3.98 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Small Cap Moderate 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. Small Cap Moderate Buffer ETF - August was 14.62%, occurring on Apr 8, 2025. Recovery took 87 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -14.62%Apr 2025 | 4mo 6d | 4mo 7d | 8mo 13dDec 2024 - Aug 2025 |
2023 pullback2023 | -8.29%Oct 2023 | 1mo 22d | 1mo 17d | 3mo 9dSep 2023 - Dec 2023 |
2024 pullback2024 | -6.64%Aug 2024 | 6d | 1mo 12d | 1mo 18dAug 2024 - Sep 2024 |
2024 pullback2024 | -4.72%Apr 2024 | 17d | 27d | 1mo 14dApr 2024 - May 2024 |
2026 pullback2026 | -4.10%Mar 2026 | 2mo 6d | 10d | 2mo 16dJan 2026 - Apr 2026 |
Drawdown Indicators
| SAUG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.62% | -56.78% | +42.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.10% | -9.10% | +5.00% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -10.71% | +8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 2.03% | -0.79% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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