FT VEST LADDERED NASDAQ BUFFER ETF
Symbol: BUFQ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/06/2022
Latest date: 17/07/2026
Current price: $38.57
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
-1.13%
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
2.50%
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
8.07%
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
14.96%
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
29.78%
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
51.55%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.057%
Best day
2.674%
Worst day
-1.627%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $38.52 | $38.75 | $38.31 | $38.57 | 119,700 |
| 16/07/2026 | $39.05 | $39.05 | $38.71 | $38.86 | 128,300 |
| 15/07/2026 | $39.29 | $39.29 | $38.91 | $39.11 | 140,400 |
| 14/07/2026 | $39.10 | $39.34 | $39.02 | $39.13 | 108,900 |
| 13/07/2026 | $39.93 | $39.93 | $38.66 | $38.91 | 94,800 |
| 10/07/2026 | $38.99 | $39.25 | $38.99 | $39.25 | 213,300 |
| 09/07/2026 | $39.08 | $39.14 | $38.97 | $39.14 | 120,500 |
| 08/07/2026 | $38.73 | $38.87 | $38.52 | $38.83 | 160,000 |
| 07/07/2026 | $39.06 | $39.06 | $38.61 | $38.80 | 155,500 |
| 06/07/2026 | $39.07 | $39.14 | $38.94 | $39.08 | 102,600 |