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: 20/07/2026
Current price: $41.52
Expense ratio: 0.90%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.54%
Ann. -16.97% (Sharpe / Sortino numerator)
Volatility
10.07%
Sharpe ratio
-2.045
VaR 95%
-0.83%
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
2.98%
Ann. -3.94% (Sharpe / Sortino numerator)
Volatility
7.45%
Sharpe ratio
-1.016
VaR 95%
-0.81%
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
5.95%
Ann. 1.22% (Sharpe / Sortino numerator)
Volatility
6.64%
Sharpe ratio
-0.363
VaR 95%
-0.70%
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
11.05%
Ann. 11.36% (Sharpe / Sortino numerator)
Volatility
9.90%
Sharpe ratio
0.781
VaR 95%
-0.78%
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
22.71%
Ann. 8.81% (Sharpe / Sortino numerator)
Volatility
8.07%
Sharpe ratio
0.642
VaR 95%
-0.71%
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
39.24%
Ann. 12.34% (Sharpe / Sortino numerator)
Volatility
7.68%
Sharpe ratio
1.138
VaR 95%
-0.68%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.043%
Best day
1.622%
Worst day
-1.152%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.63 | $41.63 | $41.51 | $41.52 | 23,700 |
| 17/07/2026 | $41.57 | $41.57 | $41.50 | $41.53 | 8,400 |
| 16/07/2026 | $41.63 | $41.64 | $41.60 | $41.60 | 6,700 |
| 15/07/2026 | $41.57 | $41.66 | $41.57 | $41.64 | 17,700 |
| 14/07/2026 | $41.68 | $41.68 | $41.57 | $41.59 | 4,600 |
| 13/07/2026 | $41.58 | $41.61 | $41.56 | $41.56 | 6,500 |
| 10/07/2026 | $41.58 | $41.63 | $41.58 | $41.63 | 2,000 |
| 09/07/2026 | $41.52 | $41.58 | $41.52 | $41.58 | 4,800 |
| 08/07/2026 | $41.40 | $41.50 | $41.38 | $41.48 | 9,400 |
| 07/07/2026 | $41.51 | $41.52 | $41.48 | $41.48 | 2,500 |