AB CONSERVATIVE BUFFER ETF
Symbol: BUFC
Exchange: NASDAQ
Sector: Technology
Category: Defined Outcome
Inception date: 12/12/2023
Latest date: 17/07/2026
Current price: $42.67
Expense ratio: 0.69%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.72%
Ann. -10.40% (Sharpe / Sortino numerator)
Volatility
6.29%
Sharpe ratio
-2.231
VaR 95%
-0.56%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.18%
Ann. -6.33% (Sharpe / Sortino numerator)
Volatility
5.76%
Sharpe ratio
-1.727
VaR 95%
-0.69%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.39%
Ann. 0.50% (Sharpe / Sortino numerator)
Volatility
5.06%
Sharpe ratio
-0.619
VaR 95%
-0.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
7.54%
Ann. 5.08% (Sharpe / Sortino numerator)
Volatility
7.28%
Sharpe ratio
0.199
VaR 95%
-0.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.91%
Ann. 5.79% (Sharpe / Sortino numerator)
Volatility
6.07%
Sharpe ratio
0.356
VaR 95%
-0.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
21.27%
Ann. 7.84% (Sharpe / Sortino numerator)
Volatility
5.71%
Sharpe ratio
0.742
VaR 95%
-0.48%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.029%
Best day
1.029%
Worst day
-0.799%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $42.61 | $42.67 | $42.60 | $42.67 | 28,000 |
| 16/07/2026 | $42.74 | $42.75 | $42.70 | $42.74 | 13,600 |
| 15/07/2026 | $42.77 | $42.82 | $42.77 | $42.78 | 12,500 |
| 14/07/2026 | $42.77 | $42.78 | $42.72 | $42.72 | 30,700 |
| 13/07/2026 | $42.72 | $42.72 | $42.67 | $42.67 | 2,900 |
| 10/07/2026 | $42.69 | $42.77 | $42.69 | $42.74 | 4,200 |
| 09/07/2026 | $42.67 | $42.70 | $42.67 | $42.70 | 20,400 |
| 08/07/2026 | $42.54 | $42.63 | $42.54 | $42.63 | 53,100 |
| 07/07/2026 | $42.67 | $42.67 | $42.62 | $42.62 | 14,100 |
| 06/07/2026 | $42.59 | $42.71 | $42.58 | $42.66 | 56,400 |