FT VEST BUFFERED ALLOCATION DEFENSIVE ETF
Symbol: BUFT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 26/10/2021
Latest date: 15/10/2026
Current price: $26.51
Expense ratio: 1.21%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.64%
Ann. 5.01% (Sharpe / Sortino numerator)
Volatility
7.61%
Sharpe ratio
0.181
VaR 95%
-0.75%
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
1.92%
Ann. 5.13% (Sharpe / Sortino numerator)
Volatility
4.89%
Sharpe ratio
0.307
VaR 95%
-0.31%
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
4.12%
Ann. 6.44% (Sharpe / Sortino numerator)
Volatility
3.90%
Sharpe ratio
0.721
VaR 95%
-0.28%
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
9.89%
Ann. 10.62% (Sharpe / Sortino numerator)
Volatility
8.41%
Sharpe ratio
0.832
VaR 95%
-0.32%
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
19.63%
Ann. 8.17% (Sharpe / Sortino numerator)
Volatility
6.60%
Sharpe ratio
0.688
VaR 95%
-0.34%
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
32.61%
Ann. 9.50% (Sharpe / Sortino numerator)
Volatility
6.31%
Sharpe ratio
0.930
VaR 95%
-0.46%
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
0.038%
Best day
1.639%
Worst day
-1.048%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $26.46 | $26.53 | $26.44 | $26.51 | 17,000 |
| 14/10/2026 | $26.50 | $26.53 | $26.46 | $26.48 | 19,200 |
| 13/10/2026 | $26.56 | $26.56 | $26.50 | $26.53 | 15,100 |
| 12/10/2026 | $26.55 | $26.55 | $26.51 | $26.53 | 28,100 |
| 09/10/2026 | $26.51 | $26.54 | $26.50 | $26.52 | 9,200 |
| 08/10/2026 | $26.55 | $26.55 | $26.46 | $26.48 | 25,500 |
| 07/10/2026 | $26.49 | $26.52 | $26.46 | $26.50 | 6,200 |
| 06/10/2026 | $26.42 | $26.53 | $26.42 | $26.49 | 11,300 |
| 05/10/2026 | $26.68 | $26.68 | $26.44 | $26.47 | 11,800 |
| 02/10/2026 | $26.43 | $26.47 | $26.41 | $26.43 | 10,400 |