BAUG

Innovator U.S. Equity Buffer ETF - August
*Unless otherwise stated, data provided by FactSet.

BAUG Fund Description

BAUG aims for specific buffered losses and capped gains on the S&P 500 over a specific holdings period. The actively-managed fund holds options and collateral.

BAUG Factset Analytics Insight

BAUG uses options in an effort to moderate losses on the S&P 500 over a one-year period starting each August. The fund foregoes some upside return as well as the S&P 500’s dividend component, because the options are written on the price (not total) return version of the index. In exchange for preventing realization of the first 9% of the S&P 500’s losses, investors forego upside participation above a certain threshold, which is reset annually.  Investors who buy at any other time than the annual reset day may have a very different protection and buffer zone. The issuer publishes effective interim levels daily on its website.  The fund must be held to the end of the period to achieve the intended results. The targeted buffers and caps do not include the fund’s expense ratio. The fund is actively managed, resets annually and uses listed options exclusively.

PERFORMANCE [as of 08/15/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BAUG 6.79% 6.58% -3.42% 0.78% 9.85% -- --
BAUG (NAV) 6.53% 6.16% -3.42% 0.82% 9.92% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

BAUG Summary Data

Innovator
08/01/19
Open-Ended Fund
0.79%
$139.67M
$3.56M
0.20%

BAUG Portfolio Data

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N/A
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BAUG Index Data

No Underlying Index
Fixed
Fixed
MSCI USA Large Cap Index

BAUG Portfolio Management

0.79%
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BAUG Tax Exposures

20.00% / 39.60%
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Ordinary income
No

BAUG Fund Structure

Open-Ended Fund
Yes
No
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N/A
N/A
Low
Daily

BAUG Factset Analytics Block Liquidity

As of 08/16/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of BAUG. BAUG is rated a N/A out of 5.

BAUG Tradability

114,848
$3.56M
18,959
$572.75K
0.20%
$0.06
-0.03%
0.41% / -1.45%
None
100.00%
25,000
0.76
0.03%
--
0
$32.23
N/A

BAUG Top 10 Holdings

99.80%
0.20%
100.00%

BAUG Countries


BAUG
Segment Benchmark
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0.10%
--
99.90%

BAUG Regions


BAUG
Segment Benchmark
--
100.00%

BAUG Economic Development


BAUG
Segment Benchmark
--
100.00%

BAUG Performance Statistics

0.97
0.64
0.66
0.64
0.48%
MSCI USA Large Cap Index

BAUG Benchmark Comparison Holdings

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BAUG Benchmark Comparison Summary


BAUG
Segment Benchmark
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BAUG Benchmark Comparison Market Cap Size


BAUG
Segment Benchmark
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