FT VEST U.S. EQUITY BUFFER ETF - AUGUST
Symbol: FAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 06/11/2019
Latest date: 15/10/2026
Current price: $58.11
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.47%
Ann. -22.39% (Sharpe / Sortino numerator)
Volatility
12.31%
Sharpe ratio
-2.115
VaR 95%
-1.08%
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
2.20%
Ann. -6.58% (Sharpe / Sortino numerator)
Volatility
9.37%
Sharpe ratio
-1.089
VaR 95%
-1.08%
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
7.05%
Ann. 0.35% (Sharpe / Sortino numerator)
Volatility
8.28%
Sharpe ratio
-0.396
VaR 95%
-0.94%
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
12.34%
Ann. 13.79% (Sharpe / Sortino numerator)
Volatility
12.21%
Sharpe ratio
0.832
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
26.60%
Ann. 10.50% (Sharpe / Sortino numerator)
Volatility
10.11%
Sharpe ratio
0.679
VaR 95%
-0.93%
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
52.94%
Ann. 12.69% (Sharpe / Sortino numerator)
Volatility
9.44%
Sharpe ratio
0.959
VaR 95%
-0.90%
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
0.047%
Best day
1.875%
Worst day
-1.304%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $57.86 | $58.23 | $57.84 | $58.11 | 26,400 |
| 14/10/2026 | $58.22 | $58.25 | $57.90 | $57.99 | 57,300 |
| 13/10/2026 | $58.36 | $58.44 | $58.32 | $58.40 | 52,400 |
| 12/10/2026 | $58.44 | $58.45 | $58.39 | $58.41 | 11,300 |
| 09/10/2026 | $58.31 | $58.47 | $58.29 | $58.44 | 13,100 |
| 08/10/2026 | $58.31 | $58.31 | $58.06 | $58.20 | 13,200 |
| 07/10/2026 | $58.26 | $58.38 | $58.18 | $58.36 | 21,100 |
| 06/10/2026 | $58.38 | $58.50 | $58.37 | $58.45 | 14,900 |
| 05/10/2026 | $57.96 | $58.25 | $57.96 | $58.12 | 16,000 |
| 02/10/2026 | $58.00 | $58.08 | $57.89 | $57.93 | 16,900 |