Summary
BUFM
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 7.69% Volatility 5.80% Sharpe 1.64
Official loaded data — not a live quote.

AB MODERATE BUFFER ETF

Symbol: BUFM

Exchange: NASDAQ

Sector: Technology

Category: Defined Outcome

Inception date: 09/12/2024

Latest date: 15/10/2026

Current price: $41.06

Expense ratio: 0.69%

Assets under management
$484.6M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.69%

Ann. 34.75% (Sharpe / Sortino numerator)

Volatility

4.09%

Sharpe ratio

7.615

VaR 95%

-0.27%

CVaR 95%: -0.33%
Max drawdown: -0.40%
Sortino ratio: 16.665
Calmar ratio: 87.34

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

0.74%

Ann. 10.76% (Sharpe / Sortino numerator)

Volatility

5.42%

Sharpe ratio

1.315

VaR 95%

-0.65%

CVaR 95%: -0.71%
Max drawdown: -3.34%
Sortino ratio: 1.931
Calmar ratio: 3.22

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

4.55%

Ann. 8.65% (Sharpe / Sortino numerator)

Volatility

6.22%

Sharpe ratio

0.806

VaR 95%

-0.75%

CVaR 95%: -0.86%
Max drawdown: -4.07%
Sortino ratio: 1.111
Calmar ratio: 2.12

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

7.69%

Ann. 13.13% (Sharpe / Sortino numerator)

Volatility

5.80%

Sharpe ratio

1.638

VaR 95%

-0.67%

CVaR 95%: -0.86%
Max drawdown: -4.07%
Sortino ratio: 2.180
Calmar ratio: 3.22

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

16.88%

Ann. 9.03% (Sharpe / Sortino numerator)

Volatility

9.12%

Sharpe ratio

0.581

VaR 95%

-0.72%

CVaR 95%: -1.25%
Max drawdown: -9.43%
Sortino ratio: 0.717
Calmar ratio: 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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

1.25%

21/09/2026
Worst day

-1.116%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $41.06 $41.06 $41.05 $41.06 14,600
14/10/2026 $41.07 $41.07 $40.98 $40.98 3,400
13/10/2026 $41.14 $41.27 $41.14 $41.20 4,200
12/10/2026 $41.18 $41.27 $41.14 $41.21 26,800
09/10/2026 $41.18 $41.26 $41.18 $41.20 11,500
08/10/2026 $41.08 $41.12 $41.00 $41.12 16,400
07/10/2026 $41.11 $41.15 $41.11 $41.15 40,700
06/10/2026 $41.20 $41.21 $41.13 $41.17 10,500
05/10/2026 $40.96 $41.08 $40.96 $41.06 19,900
02/10/2026 $40.94 $41.01 $40.87 $40.94 7,200