Innovator U.S. Equity Buffer ETF - August
Symbol: BAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/07/2019
Latest date: 03/06/2026
Current price: $53.30
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.35%
Ann. -25.01% (Sharpe / Sortino numerator)
Volatility
13.36%
Sharpe ratio
-2.144
VaR 95%
-1.22%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.25%
Ann. -7.02% (Sharpe / Sortino numerator)
Volatility
10.00%
Sharpe ratio
-1.065
VaR 95%
-1.14%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
7.11%
Ann. 0.43% (Sharpe / Sortino numerator)
Volatility
8.84%
Sharpe ratio
-0.362
VaR 95%
-0.99%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
19.72%
Ann. 15.13% (Sharpe / Sortino numerator)
Volatility
12.88%
Sharpe ratio
0.893
VaR 95%
-1.01%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.22%
Ann. 12.88% (Sharpe / Sortino numerator)
Volatility
11.30%
Sharpe ratio
0.819
VaR 95%
-1.07%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
64.51%
Ann. 16.00% (Sharpe / Sortino numerator)
Volatility
10.54%
Sharpe ratio
1.173
VaR 95%
-1.00%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.
Average daily return
0.073%
Best day
2.069%
Worst day
-1.568%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $53.31 | $53.31 | $53.29 | $53.30 | 1,000 |
| 02/06/2026 | $53.33 | $53.37 | $53.33 | $53.34 | 5,600 |
| 01/06/2026 | $53.30 | $53.36 | $53.30 | $53.32 | 13,400 |
| 29/05/2026 | $53.29 | $53.34 | $53.29 | $53.32 | 1,100 |
| 28/05/2026 | $53.17 | $53.29 | $53.17 | $53.29 | 3,000 |
| 27/05/2026 | $53.24 | $53.24 | $53.10 | $53.15 | 2,800 |
| 26/05/2026 | $53.13 | $53.13 | $53.08 | $53.11 | 3,600 |
| 22/05/2026 | $53.02 | $53.02 | $52.96 | $53.00 | 1,700 |
| 21/05/2026 | $52.82 | $52.96 | $52.80 | $52.96 | 2,400 |
| 20/05/2026 | $52.74 | $52.87 | $52.74 | $52.87 | 1,700 |