FT VEST LADDERED NASDAQ BUFFER ETF
Symbol: BUFQ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/06/2022
Latest date: 03/06/2026
Current price: $39.26
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
2.68%
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
9.83%
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
10.14%
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
21.61%
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
35.46%
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
60.09%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.079%
Best day
2.674%
Worst day
-1.627%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $39.31 | $39.31 | $39.20 | $39.26 | 408,000 |
| 02/06/2026 | $39.32 | $39.32 | $39.22 | $39.27 | 101,800 |
| 01/06/2026 | $37.75 | $39.69 | $37.75 | $39.26 | 98,900 |
| 29/05/2026 | $39.25 | $39.27 | $39.18 | $39.27 | 160,900 |
| 28/05/2026 | $39.16 | $39.23 | $39.05 | $39.21 | 124,200 |
| 27/05/2026 | $39.22 | $39.22 | $39.03 | $39.12 | 112,000 |
| 26/05/2026 | $39.19 | $39.19 | $39.05 | $39.11 | 147,200 |
| 22/05/2026 | $39.09 | $39.09 | $38.94 | $38.99 | 136,400 |
| 21/05/2026 | $38.83 | $38.98 | $38.80 | $38.97 | 119,500 |
| 20/05/2026 | $38.83 | $38.92 | $38.72 | $38.91 | 88,800 |