FT Cboe Vest U.S. Equity Buffer ETF - August

10-Year Study

FAUG.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Buffer ETF - August has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 15.2% and an annualized volatility of 7.8%.

1Y CAGR
+16.4%
3Y CAGR
+14.2%
5Y CAGR
+8.3%
10Y CAGR
+9.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +17.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.9-0.1-3.04.9————————2.6%
20251.8-0.6-3.5-0.44.33.81.91.72.20.90.50.713.8%
20241.03.01.4-1.22.91.10.71.61.4-0.63.3-1.014.5%
20234.3-1.42.30.80.34.72.8-2.6-3.3-1.26.63.217.2%
2022-2.6-1.82.7-6.00.5-3.95.8-3.8-6.65.54.1-3.9-10.5%
2021-1.01.92.71.30.70.60.31.3-2.84.2-0.82.711.5%
20200.2-5.5-7.68.63.21.43.44.1-2.2-1.77.12.012.4%
2019———————————1.31.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 32.5% of variance. Idiosyncratic stock-specific factors contribute 5.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-0110129.891429133728
2020-01-0110154.492078590876
2020-02-019590.973201692525
2020-03-018863.44999507987
2020-04-019628.03818020796
2020-05-019934.398268114279
2020-06-0110074.129957030866
2020-07-0110413.618919539476
2020-08-0110841.014202774955
2020-09-0110600.911864073212
2020-10-0110424.115196641193
2020-11-0111168.694853544132
2020-12-0111389.444681339586
2021-01-0111271.361563945287
2021-02-0111483.5831665956
2021-03-0111789.94325450192
2021-04-0111945.419359071078
2021-05-0112034.637714435661
2021-06-0112110.079706104241
2021-07-0112146.488667300817
2021-08-0112300.980745891691
2021-09-0111962.475809361367
2021-10-0112459.40892839571
2021-11-0112365.926460458559
2021-12-0112704.103388329453
2022-01-0112379.0468068357
2022-02-0112152.72083182996
2022-03-0112479.745465280283
2022-04-0111734.509791058485
2022-05-0111795.191393052777
2022-06-0111329.419096664153
2022-07-0111991.996588709942
2022-08-0111532.784465509889
2022-09-0110771.804375635518
2022-10-0111358.939876012728
2022-11-0111822.416111785353
2022-12-0111367.140092498443
2023-01-0111860.46511627907
2023-02-0111698.10082986191
2023-03-0111964.771869977367
2023-04-0112055.958277298521
2023-05-0112096.631351067668
2023-06-0112667.694427132876
2023-07-0113018.663692721488
2023-08-0112677.534686915735
2023-09-0112260.963689441402
2023-10-0112110.079706104241
2023-11-0112913.700921704332
2023-12-0113326.991832584383
2024-01-0113461.47538295011
2024-02-0113866.566077344442
2024-03-0114065.011316298753
2024-04-0113897.759700856102
2024-05-0114294.617377898778
2024-06-0114458.621707613082
2024-07-0114563.584478630237
2024-08-0114803.03080001312
2024-09-0115006.396168858857
2024-10-0114921.11391740742
2024-11-0115419.687079738906
2024-12-0115265.52300980746
2025-01-0115546.298422278349
2025-02-0115459.04811887034
2025-03-0114920.06428969725
2025-04-0114858.792272115983
2025-05-0115498.409158001772
2025-06-0116082.264571784697
2025-07-0116390.59271164759
2025-08-0116666.11998556762
2025-09-0117026.929510939088
2025-10-0117174.533407681964
2025-11-0117255.879555220257
2025-12-0117368.058516744844
2026-01-0117527.798733886575
2026-02-0117502.542067110575
2026-03-0116985.272411191658
2026-04-0117817.46318102798
Annual Return Matrix
YearAnnual Return
20200.12434025191853126
20210.11542781441695715
2022-0.10523869768402572
20230.1724137931034484
20240.14545902042825487
20250.1377309840996992
20260.02587535410764863
Total Factor Risk
0.07817096772168178
VTI.US Exposure
0.3248238195966406
VEA.US Exposure
-0.09200623713808966
VWO.US Exposure
0.08304430103342969
QQQ.US Exposure
0.22542516213772015
VTV.US Exposure
0.2168804717608275
IJR.US Exposure
-0.03070052088137268
QUAL.US Exposure
0.05808070466949398
SHV.US Exposure
0.05151759522575163
TLT.US Exposure
-0.004411239582931756
LQD.US Exposure
-0.004969847070943517
HYG.US Exposure
0.08725827907692256
GLD.US Exposure
0.00018055163232060572
USO.US Exposure
0.004477406267660248
VNQ.US Exposure
-0.008498435129121512
BTC-USD.CC Exposure
-0.00902072785118386
CPER.US Exposure
-0.024417036981135176
VIX.INDX Exposure
0.05127943360535428
UUP.US Exposure
0.008544353565110137
TIP.US Exposure
0.010082710817467725
Idiosyncratic Exposure
0.052429255246078985
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$576.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Cboe Vest U.S. Equity Buffer ETF - August a high-risk investment?

FT Cboe Vest U.S. Equity Buffer ETF - August (FAUG.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 15.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FAUG.US?

Over the past 10 years, FAUG.US has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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