Summary
BUFM
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 12.60% 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: 03/06/2026

Current price: $40.52

Expense ratio: 0.69%

Assets under management
$397.3M
-0.20% 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

2.19%

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

3.39%

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

4.16%

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

12.60%

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.048%

Best day

1.155%

06/02/2026
Worst day

-1.304%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $40.60 $40.60 $40.52 $40.52 5,300
02/06/2026 $40.49 $40.64 $40.49 $40.57 13,000
01/06/2026 $40.57 $40.60 $40.47 $40.52 41,300
29/05/2026 $40.56 $40.56 $40.46 $40.56 24,300
28/05/2026 $40.41 $40.47 $40.41 $40.47 50,000
27/05/2026 $40.41 $40.42 $40.33 $40.42 26,200
26/05/2026 $40.39 $40.39 $40.29 $40.35 79,500
22/05/2026 $40.33 $40.33 $40.23 $40.31 9,900
21/05/2026 $40.15 $40.22 $40.15 $40.22 49,000
20/05/2026 $40.18 $40.21 $40.12 $40.21 36,200