Innovator U.S. Equity Buffer ETF - August
Symbol: BAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 31/07/2019
Latest Date: 17/04/2026
Current Price: $51.75
Expense Ratio: 0.79%
Assets Under Management
$182.0M
0.07% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
5.06%
Volatility
13.36%
Sharpe Ratio
-2.144
VaR 95%
-1.22%
CVaR 95%:
-1.29%
Max Drawdown:
-5.04%
Sortino Ratio:
-3.946
Calmar Ratio:
-4.96
Return
3.79%
Volatility
10.00%
Sharpe Ratio
-1.065
VaR 95%
-1.14%
CVaR 95%:
-1.25%
Max Drawdown:
-5.66%
Sortino Ratio:
-1.606
Calmar Ratio:
-1.24
Return
5.20%
Volatility
8.84%
Sharpe Ratio
-0.362
VaR 95%
-0.99%
CVaR 95%:
-1.23%
Max Drawdown:
-5.66%
Sortino Ratio:
-0.505
Calmar Ratio:
0.08
Return
27.42%
Volatility
12.88%
Sharpe Ratio
0.893
VaR 95%
-1.01%
CVaR 95%:
-1.83%
Max Drawdown:
-5.87%
Sortino Ratio:
1.102
Calmar Ratio:
2.58
Return
37.68%
Volatility
11.30%
Sharpe Ratio
0.819
VaR 95%
-1.07%
CVaR 95%:
-1.64%
Max Drawdown:
-13.78%
Sortino Ratio:
1.027
Calmar Ratio:
0.93
Return
62.82%
Volatility
10.54%
Sharpe Ratio
1.173
VaR 95%
-1.00%
CVaR 95%:
-1.48%
Max Drawdown:
-13.78%
Sortino Ratio:
1.563
Calmar Ratio:
1.16
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.1%
Best Day
2.54%
10/04/2026
Worst Day
-1.568%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $51.72 | $51.77 | $51.72 | $51.75 | 2,600 |
| 16/04/2026 | $51.35 | $51.45 | $51.35 | $51.45 | 400 |
| 15/04/2026 | $51.19 | $51.42 | $51.19 | $51.42 | 5,800 |
| 14/04/2026 | $50.81 | $51.13 | $50.81 | $51.13 | 6,800 |
| 13/04/2026 | $50.37 | $50.78 | $50.37 | $50.78 | 1,400 |
| 10/04/2026 | $50.42 | $50.42 | $50.42 | $50.42 | 200 |
| 02/04/2026 | $48.87 | $49.17 | $48.87 | $49.17 | 1,200 |
| 01/04/2026 | $49.16 | $49.28 | $49.13 | $49.13 | 2,800 |
| 31/03/2026 | $48.25 | $48.85 | $48.25 | $48.85 | 11,600 |
| 30/03/2026 | $48.22 | $48.22 | $47.71 | $47.86 | 12,600 |