FT VEST BUFFERED ALLOCATION GROWTH ETF
Symbol: BUFG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 26/10/2021
Latest date: 15/10/2026
Current price: $30.16
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
1.40%
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
2.08%
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
6.97%
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
12.31%
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
24.56%
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
50.70%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.047%
Best day
2.168%
Worst day
-1.478%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $29.98 | $30.18 | $29.96 | $30.16 | 17,400 |
| 14/10/2026 | $30.13 | $30.18 | $30.04 | $30.10 | 14,400 |
| 13/10/2026 | $30.27 | $30.30 | $30.23 | $30.30 | 27,200 |
| 12/10/2026 | $30.20 | $30.31 | $30.20 | $30.29 | 60,100 |
| 09/10/2026 | $30.21 | $30.31 | $30.18 | $30.28 | 27,100 |
| 08/10/2026 | $30.09 | $30.24 | $30.09 | $30.16 | 13,400 |
| 07/10/2026 | $30.09 | $30.26 | $30.09 | $30.23 | 28,600 |
| 06/10/2026 | $30.13 | $30.31 | $30.13 | $30.28 | 19,400 |
| 05/10/2026 | $30.13 | $30.19 | $30.10 | $30.19 | 10,500 |
| 02/10/2026 | $29.99 | $30.13 | $29.99 | $30.07 | 19,700 |