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 (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BAUG -- -- -- -- -- -- --
BAUG (NAV) -- -- -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -1.53% 2.86% 18.17% 5.11% 12.87% 10.59% 13.66%
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%
$30.09M
$3.08M
0.30%

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 -
Daily Spread
Premium/Discount
Volume

BAUG Factset Analytics Block Liquidity

As of 08/20/19
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

123,708
$3.08M
44,010
$1.08M
0.30%
$0.08
0.22%
0.52% / -0.07%
None
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25,000
1.76
0.04%
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$24.77
N/A

BAUG TOP 10 HOLDINGS

99.91%
0.09%
100%

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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