FT VEST LADDERED DEEP BUFFER ETF
Symbol: BUFD
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 20/01/2021
Latest date: 15/10/2026
Current price: $30.59
Expense ratio: 0.95%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.26%
Ann. -14.36% (Sharpe / Sortino numerator)
Volatility
8.95%
Sharpe ratio
-2.009
VaR 95%
-0.81%
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
2.27%
Ann. -3.05% (Sharpe / Sortino numerator)
Volatility
6.69%
Sharpe ratio
-0.999
VaR 95%
-0.71%
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
5.81%
Ann. 3.21% (Sharpe / Sortino numerator)
Volatility
5.82%
Sharpe ratio
-0.072
VaR 95%
-0.63%
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
10.91%
Ann. 11.88% (Sharpe / Sortino numerator)
Volatility
9.02%
Sharpe ratio
0.915
VaR 95%
-0.68%
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
21.53%
Ann. 9.12% (Sharpe / Sortino numerator)
Volatility
7.91%
Sharpe ratio
0.694
VaR 95%
-0.73%
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
42.28%
Ann. 11.22% (Sharpe / Sortino numerator)
Volatility
7.53%
Sharpe ratio
1.008
VaR 95%
-0.71%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.042%
Best day
1.523%
Worst day
-0.826%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $30.38 | $30.60 | $30.38 | $30.59 | 196,200 |
| 14/10/2026 | $30.67 | $30.68 | $30.49 | $30.55 | 249,400 |
| 13/10/2026 | $30.66 | $30.67 | $30.63 | $30.67 | 456,200 |
| 12/10/2026 | $30.60 | $30.67 | $30.60 | $30.67 | 228,800 |
| 09/10/2026 | $30.63 | $30.67 | $30.60 | $30.62 | 187,700 |
| 08/10/2026 | $30.60 | $30.62 | $30.54 | $30.59 | 337,900 |
| 07/10/2026 | $30.54 | $30.62 | $30.54 | $30.62 | 276,200 |
| 06/10/2026 | $30.63 | $30.66 | $30.60 | $30.64 | 252,800 |
| 05/10/2026 | $30.53 | $30.59 | $30.50 | $30.57 | 187,700 |
| 02/10/2026 | $30.52 | $30.52 | $30.45 | $30.50 | 230,900 |