Innovator U.S. Equity Buffer ETF - August
Symbol: BAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception Date: 31/07/2019
Latest Date: 02/04/2026
Current Price: $49.17
Expense Ratio: 0.79%
Assets Under Management
$190.4M
0.62% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-2.59%
Volatility
13.36%
Sharpe Ratio
-2.144
VaR 95%
-1.22%
CVaR 95%:
-1.29%
Max Drawdown:
-5.04%
Sortino Ratio:
-3.946
Calmar Ratio:
-4.96
Return
-1.77%
Volatility
10.00%
Sharpe Ratio
-1.065
VaR 95%
-1.14%
CVaR 95%:
-1.25%
Max Drawdown:
-5.66%
Sortino Ratio:
-1.606
Calmar Ratio:
-1.24
Return
0.21%
Volatility
8.84%
Sharpe Ratio
-0.362
VaR 95%
-0.99%
CVaR 95%:
-1.23%
Max Drawdown:
-5.66%
Sortino Ratio:
-0.505
Calmar Ratio:
0.08
Return
15.07%
Volatility
12.88%
Sharpe Ratio
0.893
VaR 95%
-1.01%
CVaR 95%:
-1.83%
Max Drawdown:
-5.87%
Sortino Ratio:
1.102
Calmar Ratio:
2.58
Return
27.29%
Volatility
11.30%
Sharpe Ratio
0.819
VaR 95%
-1.07%
CVaR 95%:
-1.64%
Max Drawdown:
-13.78%
Sortino Ratio:
1.027
Calmar Ratio:
0.93
Return
55.79%
Volatility
10.54%
Sharpe Ratio
1.173
VaR 95%
-1.00%
CVaR 95%:
-1.48%
Max Drawdown:
-13.78%
Sortino Ratio:
1.563
Calmar Ratio:
1.16
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.059%
Best Day
6.857%
09/04/2025
Worst Day
-4.249%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $48.87 | $49.17 | $48.87 | $49.17 | 1,200 |
| 01/04/2026 | $49.16 | $49.28 | $49.13 | $49.13 | 2,800 |
| 31/03/2026 | $48.25 | $48.85 | $48.25 | $48.85 | 11,600 |
| 30/03/2026 | $48.22 | $48.22 | $47.71 | $47.86 | 12,600 |
| 27/03/2026 | $48.20 | $48.35 | $47.93 | $47.93 | 4,300 |
| 26/03/2026 | $49.02 | $49.04 | $48.52 | $48.52 | 4,700 |
| 25/03/2026 | $49.25 | $49.25 | $49.11 | $49.18 | 2,800 |
| 24/03/2026 | $49.00 | $49.15 | $48.94 | $48.94 | 4,000 |
| 23/03/2026 | $49.26 | $49.39 | $49.15 | $49.15 | 2,400 |
| 20/03/2026 | $48.86 | $48.94 | $48.58 | $48.63 | 1,800 |