See what your fund actually adds
Innovator US Small Cap Power Buffer ETF - August KAUG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | KAUG | Replication |
|---|---|---|
| Annualized growth | 8.0% | 10.7% |
| Annualized volatility | 9.4% | 8.7% |
| Sharpe ratio | 0.86 | 1.22 |
| Maximum drawdown | 13.5% | 10.7% |
| Replication fit (R²) | 0.90 · Tracking error 3.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model KAUG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 48.9% |
| IJR | US Small Cap | 20.7% |
| WTMF | Alternatives · Mgt Futures | 17.0% |
| IWC | Micro Cap | 13.5% |