FT VEST LADDERED BUFFER ETF
Symbol: BUFR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 10/08/2020
Latest date: 17/07/2026
Current price: $36.56
Expense ratio: 0.95%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.72%
Ann. -16.27% (Sharpe / Sortino numerator)
Volatility
11.54%
Sharpe ratio
-1.724
VaR 95%
-1.07%
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
3.04%
Ann. -3.80% (Sharpe / Sortino numerator)
Volatility
8.43%
Sharpe ratio
-0.881
VaR 95%
-0.88%
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
6.90%
Ann. 3.13% (Sharpe / Sortino numerator)
Volatility
7.44%
Sharpe ratio
-0.068
VaR 95%
-0.84%
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
13.75%
Ann. 13.61% (Sharpe / Sortino numerator)
Volatility
11.10%
Sharpe ratio
0.899
VaR 95%
-0.87%
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
25.33%
Ann. 10.41% (Sharpe / Sortino numerator)
Volatility
9.48%
Sharpe ratio
0.715
VaR 95%
-0.86%
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
44.11%
Ann. 13.18% (Sharpe / Sortino numerator)
Volatility
9.02%
Sharpe ratio
1.058
VaR 95%
-0.85%
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
0.052%
Best day
1.901%
Worst day
-1.373%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $36.50 | $36.65 | $36.48 | $36.56 | 1,623,200 |
| 16/07/2026 | $36.71 | $36.80 | $36.66 | $36.74 | 1,289,300 |
| 15/07/2026 | $36.75 | $36.82 | $36.70 | $36.81 | 1,168,700 |
| 14/07/2026 | $36.71 | $36.76 | $36.64 | $36.75 | 1,022,000 |
| 13/07/2026 | $36.74 | $36.76 | $36.62 | $36.64 | 1,146,500 |
| 10/07/2026 | $36.74 | $36.79 | $36.62 | $36.79 | 777,500 |
| 09/07/2026 | $36.57 | $36.71 | $36.56 | $36.71 | 950,900 |
| 08/07/2026 | $36.51 | $36.58 | $36.35 | $36.57 | 1,754,500 |
| 07/07/2026 | $36.65 | $36.66 | $36.54 | $36.59 | 1,275,100 |
| 06/07/2026 | $36.62 | $36.70 | $36.47 | $36.68 | 967,000 |