PAUG

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

PAUG Fund Description

PAUG 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.

PAUG Factset Analytics Insight

PAUG 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 15% 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 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
PAUG -0.63% 0.10% 3.75% 9.47% -- -- --
PAUG (NAV) -0.38% -0.01% 3.75% 9.47% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -0.93% 4.10% 17.78% 33.90% 17.64% 18.06% 17.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

PAUG Summary Data

Innovator
08/01/19
Open-Ended Fund
0.79%
$179.22M
$3.24M
0.24%

PAUG Portfolio Data

--
--
--
1.22%
N/A
2

PAUG Index Data

No Underlying Index
Fixed
Fixed
MSCI USA Large Cap Index

PAUG Portfolio Management

0.79%
--
--
--

PAUG Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

PAUG Fund Structure

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

PAUG Factset Analytics Block Liquidity

As of 09/23/21
5
4
3
2
1

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

PAUG Tradability

109,958
$3.24M
36,914
$1.09M
0.24%
$0.07
-0.14%
0.43% / -0.56%
None
100.00%
25,000
1.48
0.03%
--
0
$29.38
N/A

PAUG Top 10 Holdings

99.31%
0.69%
100.00%

PAUG Countries


PAUG
Segment Benchmark
--
99.90%
--
0.10%

PAUG Regions


PAUG
Segment Benchmark
--
100.00%

PAUG Economic Development


PAUG
Segment Benchmark
--
100.00%

PAUG Performance Statistics

0.61
0.30
0.28
0.37
0.68%
MSCI USA Large Cap Index

PAUG Benchmark Comparison Holdings

2
--
--
--

PAUG Benchmark Comparison Summary


PAUG
Segment Benchmark
2
--
--
--
--
--
--
--
--
--
--
--

PAUG Benchmark Comparison Market Cap Size


PAUG
Segment Benchmark
--
--
--
--
--
--
--
--