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FT Vest U.S. Equity Buffer ETF - August FAUG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FAUG | Replication |
|---|---|---|
| Annualized growth | 9.3% | 8.6% |
| Annualized volatility | 10.3% | 10.0% |
| Sharpe ratio | 0.92 | 0.87 |
| Maximum drawdown | 15.3% | 17.8% |
| Replication fit (R²) | 0.91 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model FAUG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 36.3% |
| VOO | US Large Cap | 21.3% |
| WTMF | Alternatives · Mgt Futures | 19.3% |
| VUG | Style · Growth | 15.4% |
| XLF | Sector · Financials | 7.7% |