BAUG

Innovator S&P 500 Buffer ETF - August
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*Unless otherwise stated, data provided by FactSet.

BAUG Fund Description

The Innovator S&P 500 Buffer ETF is an actively managed ETF designed to track the price return of the S&P 500 with capped gains and some buffering against losses over a predetermined period.

BAUG Factset Analytics Insight

BAUG is effectively an options spread play on the price version of the S&P 500. The fund provides exposure to the price return of the index, but limits both gains and losses over a one-year period starting each July. The fund protects investors from the first 9% of losses after each July reset. If the index drops more than 9%, the fund will continue to participate in the losses. To compensate for this protection, gains are limited to a specified maximum. The level of this cap is determined by the options market at each reset. It is worth noting that BAUG is actively managed despite this rules-based strategy. For this specialized exposure, BAUG charges a fee on the high side.

BAUG Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/10/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BAUG -1.33% -- -- -- -- -- --
BAUG (NAV) -0.72% -- -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -1.18% -1.36% 19.00% 7.72% 13.30% 11.47% 12.93%
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%
$45.89M
$692.65K
0.29%

BAUG Portfolio Data

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N/A
2

BAUG Index Data

No Underlying Index
Proprietary
Proprietary
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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Qualified dividends
No

BAUG Fund Structure

Open-Ended Fund
Yes
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No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

BAUG Factset Analytics Block Liquidity

As of 10/11/19
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

27,907
$692.65K
15,561
$383.15K
0.29%
$0.07
0.11%
0.54% / -0.89%
None
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25,000
0.62
0.04%
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0
$24.92
N/A

BAUG Top 10 Holdings

100.00%
-0.00%
100%

BAUG Countries


BAUG
Segment Benchmark
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100.00%

BAUG Regions


BAUG
Segment Benchmark
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100.00%

BAUG Economic Development


BAUG
Segment Benchmark
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100.00%

BAUG Performance Statistics

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0.00%
MSCI USA Large Cap Index

BAUG Benchmark Comparison Holdings

2
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BAUG Benchmark Comparison Summary


BAUG
Segment Benchmark
2
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BAUG Benchmark Comparison Market Cap Size


BAUG
Segment Benchmark
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