FT VEST U.S. EQUITY BUFFER ETF - AUGUST
Symbol: FAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 06/11/2019
Latest date: 11/06/2026
Current price: $55.81
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
0.37%
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
5.46%
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
5.42%
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
16.49%
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
27.36%
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
47.73%
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: 11/06/2025 - 11/06/2026.
Average daily return
0.062%
Best day
1.875%
Worst day
-1.462%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $55.53 | $55.85 | $55.43 | $55.81 | 35,500 |
| 10/06/2026 | $55.68 | $55.84 | $55.43 | $55.43 | 423,700 |
| 09/06/2026 | $56.02 | $56.02 | $55.49 | $55.81 | 13,700 |
| 08/06/2026 | $55.98 | $56.05 | $55.89 | $55.89 | 18,900 |
| 05/06/2026 | $56.15 | $56.17 | $55.78 | $55.85 | 12,300 |
| 04/06/2026 | $56.20 | $56.32 | $56.19 | $56.29 | 11,100 |
| 03/06/2026 | $56.26 | $56.26 | $56.18 | $56.21 | 13,700 |
| 02/06/2026 | $56.28 | $56.30 | $56.23 | $56.29 | 11,000 |
| 01/06/2026 | $56.25 | $56.28 | $56.20 | $56.24 | 9,200 |
| 29/05/2026 | $56.26 | $56.26 | $56.20 | $56.23 | 15,400 |