Summary
GAUG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.06% Volatility 9.90% Sharpe 0.78
Official loaded data — not a live quote.

FT VEST U.S. EQUITY MODERATE BUFFER ETF - AUGUST

Symbol: GAUG

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 18/08/2023

Latest date: 03/06/2026

Current price: $41.21

Expense ratio: 0.90%

Assets under management
$301.3M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.59%

Ann. -16.97% (Sharpe / Sortino numerator)

Volatility

10.07%

Sharpe ratio

-2.045

VaR 95%

-0.83%

CVaR 95%: -0.95%
Max drawdown: -3.67%
Sortino ratio: -4.376
Calmar ratio: -4.63

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

4.51%

Ann. -3.94% (Sharpe / Sortino numerator)

Volatility

7.45%

Sharpe ratio

-1.016

VaR 95%

-0.81%

CVaR 95%: -0.91%
Max drawdown: -4.01%
Sortino ratio: -1.602
Calmar ratio: -0.98

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

5.40%

Ann. 1.22% (Sharpe / Sortino numerator)

Volatility

6.64%

Sharpe ratio

-0.363

VaR 95%

-0.70%

CVaR 95%: -0.89%
Max drawdown: -4.01%
Sortino ratio: -0.543
Calmar ratio: 0.30

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

14.06%

Ann. 11.36% (Sharpe / Sortino numerator)

Volatility

9.90%

Sharpe ratio

0.781

VaR 95%

-0.78%

CVaR 95%: -1.39%
Max drawdown: -4.60%
Sortino ratio: 0.968
Calmar ratio: 2.47

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

23.29%

Ann. 8.81% (Sharpe / Sortino numerator)

Volatility

8.07%

Sharpe ratio

0.642

VaR 95%

-0.71%

CVaR 95%: -1.18%
Max drawdown: -10.08%
Sortino ratio: 0.762
Calmar ratio: 0.87

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

38.20%

Ann. 12.34% (Sharpe / Sortino numerator)

Volatility

7.68%

Sharpe ratio

1.138

VaR 95%

-0.68%

CVaR 95%: -1.10%
Max drawdown: -10.08%
Sortino ratio: 1.403
Calmar ratio: 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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.053%

Best day

1.622%

31/03/2026
Worst day

-1.152%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $41.21 $41.26 $41.20 $41.21 23,900
02/06/2026 $41.24 $41.32 $41.23 $41.28 7,000
01/06/2026 $41.22 $41.25 $41.22 $41.25 500
29/05/2026 $41.24 $41.29 $41.22 $41.26 14,900
28/05/2026 $41.16 $41.26 $41.16 $41.23 5,900
27/05/2026 $41.25 $41.25 $41.11 $41.12 32,800
26/05/2026 $41.12 $41.16 $41.10 $41.13 4,500
22/05/2026 $41.16 $41.16 $41.05 $41.07 3,800
21/05/2026 $40.92 $41.05 $40.92 $41.05 10,400
20/05/2026 $41.00 $41.00 $40.91 $40.96 7,000