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FT Vest U.S. Small Cap Moderate Buffer ETF - August SAUG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SAUG | Replication |
|---|---|---|
| Annualized growth | 10.5% | 12.8% |
| Annualized volatility | 10.5% | 10.3% |
| Sharpe ratio | 1.00 | 1.22 |
| Maximum drawdown | 12.5% | 12.2% |
| Replication fit (R²) | 0.91 · Tracking error 3.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SAUG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 44.4% |
| IWC | Micro Cap | 24.3% |
| VBR | Small-Cap · Value | 19.0% |
| WTMF | Alternatives · Mgt Futures | 12.4% |