FT VEST BUFFERED ALLOCATION GROWTH ETF
Symbol: BUFG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 26/10/2021
Latest date: 17/07/2026
Current price: $29.32
Expense ratio: 1.13%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.66%
Ann. -23.51% (Sharpe / Sortino numerator)
Volatility
13.06%
Sharpe ratio
-2.077
VaR 95%
-1.15%
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
3.13%
Ann. -7.58% (Sharpe / Sortino numerator)
Volatility
9.88%
Sharpe ratio
-1.135
VaR 95%
-0.97%
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
6.84%
Ann. 0.90% (Sharpe / Sortino numerator)
Volatility
8.64%
Sharpe ratio
-0.316
VaR 95%
-0.93%
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
13.38%
Ann. 13.14% (Sharpe / Sortino numerator)
Volatility
12.49%
Sharpe ratio
0.761
VaR 95%
-0.96%
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
25.09%
Ann. 9.90% (Sharpe / Sortino numerator)
Volatility
10.89%
Sharpe ratio
0.576
VaR 95%
-0.97%
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
42.75%
Ann. 12.67% (Sharpe / Sortino numerator)
Volatility
10.14%
Sharpe ratio
0.891
VaR 95%
-0.93%
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
0.051%
Best day
2.168%
Worst day
-1.544%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $29.16 | $29.39 | $29.16 | $29.32 | 52,600 |
| 16/07/2026 | $29.57 | $29.57 | $29.44 | $29.47 | 12,800 |
| 15/07/2026 | $29.44 | $29.54 | $29.40 | $29.54 | 83,700 |
| 14/07/2026 | $29.49 | $29.49 | $29.41 | $29.49 | 25,300 |
| 13/07/2026 | $29.40 | $29.48 | $29.33 | $29.39 | 16,700 |
| 10/07/2026 | $29.46 | $29.53 | $29.46 | $29.51 | 11,200 |
| 09/07/2026 | $29.43 | $29.47 | $29.30 | $29.46 | 28,300 |
| 08/07/2026 | $29.32 | $29.34 | $29.17 | $29.34 | 51,300 |
| 07/07/2026 | $29.30 | $29.40 | $29.27 | $29.36 | 15,400 |
| 06/07/2026 | $29.37 | $29.56 | $29.36 | $29.42 | 31,000 |