FT VEST LADDERED MODERATE BUFFER ETF
Symbol: BUFZ
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 25/10/2023
Latest date: 17/07/2026
Current price: $27.92
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
0.47%
Ann. -9.43% (Sharpe / Sortino numerator)
Volatility
9.44%
Sharpe ratio
-1.384
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
2.31%
Ann. -1.82% (Sharpe / Sortino numerator)
Volatility
7.04%
Sharpe ratio
-0.775
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
5.64%
Ann. 3.93% (Sharpe / Sortino numerator)
Volatility
5.90%
Sharpe ratio
0.050
VaR 95%
-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.
Period total return
11.10%
Ann. 11.90% (Sharpe / Sortino numerator)
Volatility
9.49%
Sharpe ratio
0.872
VaR 95%
-0.76%
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
21.34%
Ann. 9.25% (Sharpe / Sortino numerator)
Volatility
7.91%
Sharpe ratio
0.710
VaR 95%
-0.69%
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
42.25%
Ann. 14.52% (Sharpe / Sortino numerator)
Volatility
7.47%
Sharpe ratio
1.463
VaR 95%
-0.60%
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
0.042%
Best day
1.546%
Worst day
-0.919%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $27.96 | $28.01 | $27.92 | $27.92 | 158,300 |
| 16/07/2026 | $28.03 | $28.09 | $28.01 | $28.04 | 111,800 |
| 15/07/2026 | $28.10 | $28.11 | $28.02 | $28.10 | 94,000 |
| 14/07/2026 | $28.04 | $28.07 | $28.00 | $28.03 | 114,100 |
| 13/07/2026 | $28.06 | $28.06 | $27.96 | $27.96 | 85,900 |
| 10/07/2026 | $28.06 | $28.08 | $28.01 | $28.07 | 73,400 |
| 09/07/2026 | $27.93 | $28.04 | $27.93 | $28.03 | 83,200 |
| 08/07/2026 | $27.90 | $27.97 | $27.86 | $27.96 | 85,900 |
| 07/07/2026 | $28.01 | $28.01 | $27.92 | $27.97 | 108,900 |
| 06/07/2026 | $27.93 | $28.01 | $27.93 | $28.00 | 135,200 |