FT VEST U.S. SMALL CAP MODERATE BUFFER ETF - AUGUST
Symbol: SAUG
Exchange: BATS
Sector: Healthcare
Category: Defined Outcome
Inception date: 18/08/2023
Latest date: 16/07/2026
Current price: $27.89
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
0.89%
Ann. -15.20% (Sharpe / Sortino numerator)
Volatility
12.06%
Sharpe ratio
-1.562
VaR 95%
-1.11%
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
4.18%
Ann. 4.50% (Sharpe / Sortino numerator)
Volatility
9.24%
Sharpe ratio
0.094
VaR 95%
-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
6.25%
Ann. 6.53% (Sharpe / Sortino numerator)
Volatility
9.29%
Sharpe ratio
0.312
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
17.28%
Ann. 14.19% (Sharpe / Sortino numerator)
Volatility
12.70%
Sharpe ratio
0.832
VaR 95%
-1.13%
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
20.53%
Ann. 9.54% (Sharpe / Sortino numerator)
Volatility
12.13%
Sharpe ratio
0.487
VaR 95%
-1.14%
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
39.66%
Ann. 12.25% (Sharpe / Sortino numerator)
Volatility
12.00%
Sharpe ratio
0.721
VaR 95%
-1.19%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.065%
Best day
2.833%
Worst day
-1.497%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $27.96 | $27.96 | $27.85 | $27.89 | 2,300 |
| 15/07/2026 | $27.89 | $27.91 | $27.85 | $27.87 | 19,300 |
| 14/07/2026 | $27.83 | $27.90 | $27.83 | $27.87 | 1,200 |
| 13/07/2026 | $27.82 | $27.84 | $27.82 | $27.84 | 1,500 |
| 10/07/2026 | $27.90 | $27.90 | $27.82 | $27.86 | 1,700 |
| 09/07/2026 | $27.86 | $27.86 | $27.83 | $27.85 | 900 |
| 08/07/2026 | $27.73 | $27.80 | $27.73 | $27.80 | 6,000 |
| 07/07/2026 | $27.79 | $27.82 | $27.79 | $27.82 | 2,400 |
| 06/07/2026 | $27.84 | $27.84 | $27.82 | $27.84 | 2,300 |
| 02/07/2026 | $27.87 | $27.87 | $27.75 | $27.79 | 1,100 |