Summary
BUFS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 17.62% Volatility 12.13% Sharpe 0.83
Official loaded data — not a live quote.

FT VEST LADDERED SMALL CAP MODERATE BUFFER ETF

Symbol: BUFS

Exchange: BATS

Sector: Healthcare

Category: Defined Outcome

Inception date: 29/05/2024

Latest date: 16/07/2026

Current price: $25.10

Expense ratio: 1.01%

Assets under management
$169.2M
-0.08% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.05%

Ann. -14.72% (Sharpe / Sortino numerator)

Volatility

12.49%

Sharpe ratio

-1.469

VaR 95%

-1.11%

CVaR 95%: -1.22%
Max drawdown: -3.70%
Sortino ratio: -2.959
Calmar ratio: -3.98

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

4.80%

Ann. 4.87% (Sharpe / Sortino numerator)

Volatility

9.06%

Sharpe ratio

0.136

VaR 95%

-0.99%

CVaR 95%: -1.11%
Max drawdown: -4.02%
Sortino ratio: 0.224
Calmar ratio: 1.21

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

6.81%

Ann. 6.17% (Sharpe / Sortino numerator)

Volatility

9.61%

Sharpe ratio

0.265

VaR 95%

-1.01%

CVaR 95%: -1.23%
Max drawdown: -4.68%
Sortino ratio: 0.407
Calmar ratio: 1.32

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

17.62%

Ann. 13.65% (Sharpe / Sortino numerator)

Volatility

12.13%

Sharpe ratio

0.826

VaR 95%

-1.05%

CVaR 95%: -1.68%
Max drawdown: -4.81%
Sortino ratio: 1.113
Calmar ratio: 2.84

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

19.75%

Ann. 10.97% (Sharpe / Sortino numerator)

Volatility

11.42%

Sharpe ratio

0.646

VaR 95%

-1.02%

CVaR 95%: -1.63%
Max drawdown: -15.03%
Sortino ratio: 0.901
Calmar ratio: 0.73

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.066%

Best day

1.944%

22/08/2025
Worst day

-1.596%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $25.12 $25.12 $25.05 $25.10 24,500
15/07/2026 $25.09 $25.15 $25.03 $25.10 61,800
14/07/2026 $25.05 $25.06 $24.99 $25.02 13,000
13/07/2026 $25.08 $25.08 $24.94 $25.00 71,700
10/07/2026 $25.61 $25.61 $25.00 $25.06 103,000
09/07/2026 $25.03 $25.09 $25.02 $25.09 17,100
08/07/2026 $24.99 $24.99 $24.87 $24.97 21,400
07/07/2026 $25.09 $25.10 $24.98 $25.04 17,000
06/07/2026 $25.08 $25.12 $25.05 $25.05 17,200
02/07/2026 $25.14 $25.14 $24.99 $25.04 28,400