See what your fund actually adds
FT Vest U.S. Equity Max Buffer ETF - August AUGM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AUGM | Replication |
|---|---|---|
| Annualized growth | 6.3% | 7.3% |
| Annualized volatility | 3.4% | 3.2% |
| Sharpe ratio | 1.80 | 2.21 |
| Maximum drawdown | 4.1% | 3.6% |
| Replication fit (R²) | 0.76 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model AUGM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 80.5% |
| VUG | Style · Growth | 5.9% |
| EMLC | FI · EM Local Currency | 4.9% |
| SPHQ | Factor · Quality | 4.5% |
| XLU | Sector · Utilities | 4.2% |