FT VEST LADDERED BUFFER ETF
Symbol: BUFR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 10/08/2020
Latest date: 15/10/2026
Current price: $37.80
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
1.56%
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
2.69%
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
7.33%
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
13.28%
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
26.04%
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
51.93%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.051%
Best day
1.901%
Worst day
-1.191%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $37.69 | $37.83 | $37.59 | $37.80 | 1,223,600 |
| 14/10/2026 | $37.80 | $37.89 | $37.66 | $37.74 | 1,206,500 |
| 13/10/2026 | $37.95 | $37.95 | $37.87 | $37.91 | 895,100 |
| 12/10/2026 | $37.94 | $37.95 | $37.90 | $37.94 | 741,600 |
| 09/10/2026 | $37.90 | $37.94 | $37.85 | $37.94 | 729,600 |
| 08/10/2026 | $37.85 | $37.87 | $37.71 | $37.81 | 902,500 |
| 07/10/2026 | $37.84 | $37.89 | $37.78 | $37.89 | 1,385,700 |
| 06/10/2026 | $37.89 | $37.95 | $37.86 | $37.92 | 1,029,600 |
| 05/10/2026 | $37.69 | $37.84 | $37.66 | $37.78 | 1,002,200 |
| 02/10/2026 | $37.71 | $37.73 | $37.59 | $37.65 | 1,466,000 |