FT VEST LADDERED NASDAQ BUFFER ETF
Symbol: BUFQ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/06/2022
Latest date: 15/10/2026
Current price: $40.40
Expense ratio: 1.00%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.23%
Ann. -9.63% (Sharpe / Sortino numerator)
Volatility
14.18%
Sharpe ratio
-0.935
VaR 95%
-1.26%
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
3.30%
Ann. -3.14% (Sharpe / Sortino numerator)
Volatility
10.60%
Sharpe ratio
-0.639
VaR 95%
-1.00%
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
8.37%
Ann. 3.37% (Sharpe / Sortino numerator)
Volatility
9.62%
Sharpe ratio
-0.027
VaR 95%
-0.94%
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
16.03%
Ann. 18.04% (Sharpe / Sortino numerator)
Volatility
13.78%
Sharpe ratio
1.046
VaR 95%
-0.94%
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
32.50%
Ann. 12.18% (Sharpe / Sortino numerator)
Volatility
12.49%
Sharpe ratio
0.685
VaR 95%
-1.16%
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
57.81%
Ann. 15.60% (Sharpe / Sortino numerator)
Volatility
11.17%
Sharpe ratio
1.072
VaR 95%
-1.01%
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
0.061%
Best day
2.674%
Worst day
-1.546%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $40.25 | $40.41 | $39.95 | $40.40 | 288,200 |
| 14/10/2026 | $40.66 | $40.68 | $40.28 | $40.38 | 387,000 |
| 13/10/2026 | $40.81 | $40.81 | $40.62 | $40.77 | 112,500 |
| 12/10/2026 | $40.94 | $40.94 | $40.73 | $40.86 | 93,400 |
| 09/10/2026 | $40.96 | $40.96 | $40.75 | $40.92 | 98,600 |
| 08/10/2026 | $40.77 | $41.00 | $40.66 | $40.78 | 148,300 |
| 07/10/2026 | $40.95 | $41.05 | $40.80 | $41.02 | 741,600 |
| 06/10/2026 | $40.95 | $41.10 | $40.94 | $41.04 | 248,000 |
| 05/10/2026 | $40.84 | $40.94 | $40.79 | $40.93 | 179,700 |
| 02/10/2026 | $40.72 | $40.86 | $40.64 | $40.76 | 421,600 |