Innovator U.S. Equity Buffer ETF - August
Ticker
BAUG
ISIN
CA33732U109
Price
USD 44.26
Change Today
+0.01 / 0.034 %
Price 1 year ago
35.84 / 23.502 %
Morningstar
3
52 Week Low
35.51
52 Week High
44.34
200 Day Moving Average 41.13
41.13
50-day Moving Average
43.66
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.23 |
| Sortino Ratio | -0.70 |
| Maximum Drawdown | -1.49% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | 6.41 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | -0.11 |
| Volatility | 1.616% |
| Alpha | +1.51 |
| Beta | -- |
| R Squared | +94.30 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.039% |
| Average Annual Volatility | 14.407% |
| Sharpe Ratio | 0.84 |
| Sortino Ratio | 0.76 |
| Maximum Drawdown | -24.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.51 |
Company information
Summary
The investment seeks to provide investors with returns that match the price return of the SPDR® S&P 500® ETF Trust. The fund invests at least 80% of its net assets in FLexible EXchange® Options ("FLEX Options") that reference the SPDR® S&P 500® ETF Trust (the “Underlying ETF”). FLEX Options are exchange-traded options contracts with uniquely customizable terms. It is non-diversified.
Market
US
Category
Options Trading
Expense Ratio
0.79%
Fund family
Innovator ETFs
Morningstar
3
Yield
-
Exchange
BTS
| Sector | Weight |
|---|---|
| Technology | 24.24% |
| Healthcare | 15.08% |
| Financial services | 12.92% |
| Consumer cyclical | 10.34% |
| Communication services | 8.89% |
| Industrials | 8.19% |
| Consumer defensive | 7.31% |
| Energy | 4.38% |
| Realestate | 2.88% |
| Utilities | 2.55% |
| Basic materials | 2.28% |
| Country | Ratio |
|---|---|
| United States | 98.92 |
| United Kingdom | 0.60 |
| Switzerland | 0.33 |
| Netherlands | 0.12 |
| Singapore | 0.03 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Option on S&P 500 PR | 12.05% | |
| Option on SPDR® S&P 500 ETF Trust Jul22 | 0.6% | |
| Option on CBOE Mini-Spx Index Xsp | 0.26% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| IHI | iShares U.S. Medical Devices ETF | US4642888105 | PCX | 0.39% | 5 | -2.28 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| SCHD | Schwab U.S. Dividend Equity ETF | US8085247976 | PCX | 0.06% | 5 | +7.37 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.