Innovator U.S. Equity Buffer ETF - August
Symbol: BAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/07/2019
Latest date: 16/07/2026
Current price: $53.96
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
0.96%
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
4.88%
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
6.86%
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
16.07%
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
30.87%
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
58.22%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.061%
Best day
2.069%
Worst day
-1.568%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $53.91 | $53.96 | $53.91 | $53.96 | 800 |
| 15/07/2026 | $53.97 | $53.99 | $53.97 | $53.99 | 3,800 |
| 14/07/2026 | $53.90 | $53.95 | $53.90 | $53.94 | 1,300 |
| 13/07/2026 | $54.00 | $54.00 | $53.85 | $53.85 | 2,100 |
| 10/07/2026 | $53.85 | $53.95 | $53.85 | $53.95 | 2,400 |
| 09/07/2026 | $53.81 | $53.86 | $53.81 | $53.86 | 800 |
| 08/07/2026 | $53.73 | $53.73 | $53.73 | $53.73 | 200 |
| 07/07/2026 | $53.77 | $53.82 | $53.71 | $53.77 | 7,000 |
| 06/07/2026 | $53.71 | $53.84 | $53.71 | $53.84 | 1,200 |
| 02/07/2026 | $53.71 | $53.71 | $53.49 | $53.62 | 4,600 |