Innovator U.S. Equity Buffer ETF - August
Symbol: BAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/07/2019
Latest date: 15/10/2026
Current price: $55.72
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
1.61%
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
3.22%
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
8.37%
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
14.24%
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
29.53%
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
66.24%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.054%
Best day
2.069%
Worst day
-1.348%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $55.50 | $55.79 | $55.50 | $55.72 | 3,100 |
| 14/10/2026 | $55.73 | $55.73 | $55.52 | $55.55 | 6,600 |
| 13/10/2026 | $55.96 | $56.04 | $55.90 | $55.99 | 5,000 |
| 12/10/2026 | $56.04 | $56.04 | $55.92 | $55.99 | 2,700 |
| 09/10/2026 | $55.91 | $56.07 | $55.91 | $55.98 | 7,800 |
| 08/10/2026 | $55.81 | $55.88 | $55.73 | $55.79 | 2,400 |
| 07/10/2026 | $55.73 | $55.94 | $55.73 | $55.94 | 5,700 |
| 06/10/2026 | $56.02 | $56.05 | $55.99 | $56.00 | 1,800 |
| 05/10/2026 | $55.65 | $55.83 | $55.65 | $55.77 | 9,500 |
| 02/10/2026 | $55.50 | $55.60 | $55.50 | $55.55 | 2,300 |