Summary
FBUF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.77% Volatility 10.75% Sharpe 0.93
Official loaded data — not a live quote.

Fidelity Dynamic Buffered Equity ETF

Symbol: FBUF

Exchange: BATS

Sector: Technology

Category: Equity Hedged

Inception date: 09/04/2024

Latest date: 20/07/2026

Current price: $32.60

Expense ratio: 0.48%

Assets under management
$21.0M
-0.28% 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

1.28%

Ann. -27.72% (Sharpe / Sortino numerator)

Volatility

10.39%

Sharpe ratio

-3.017

VaR 95%

-1.01%

CVaR 95%: -1.04%
Max drawdown: -4.62%
Sortino ratio: -5.942
Calmar ratio: -6.00

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

4.89%

Ann. -8.49% (Sharpe / Sortino numerator)

Volatility

9.26%

Sharpe ratio

-1.308

VaR 95%

-1.01%

CVaR 95%: -1.19%
Max drawdown: -5.80%
Sortino ratio: -1.962
Calmar ratio: -1.46

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.

Period total return

6.97%

Ann. 1.95% (Sharpe / Sortino numerator)

Volatility

9.23%

Sharpe ratio

-0.182

VaR 95%

-1.01%

CVaR 95%: -1.28%
Max drawdown: -5.80%
Sortino ratio: -0.243
Calmar ratio: 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

15.77%

Ann. 13.61% (Sharpe / Sortino numerator)

Volatility

10.75%

Sharpe ratio

0.928

VaR 95%

-1.00%

CVaR 95%: -1.66%
Max drawdown: -5.80%
Sortino ratio: 1.065
Calmar ratio: 2.35

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

28.18%

Ann. 13.72% (Sharpe / Sortino numerator)

Volatility

9.87%

Sharpe ratio

1.024

VaR 95%

-1.05%

CVaR 95%: -1.52%
Max drawdown: -11.09%
Sortino ratio: 1.215
Calmar ratio: 1.24

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

1.514%

31/03/2026
Worst day

-1.974%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.69 $32.73 $32.60 $32.60 6,300
17/07/2026 $32.48 $32.72 $32.46 $32.62 8,300
16/07/2026 $32.79 $32.85 $32.79 $32.84 7,100
15/07/2026 $32.84 $32.85 $32.79 $32.85 2,300
14/07/2026 $32.67 $32.74 $32.67 $32.72 2,300
13/07/2026 $32.77 $32.77 $32.62 $32.62 7,900
10/07/2026 $32.60 $32.79 $32.60 $32.79 1,800
09/07/2026 $32.28 $32.64 $32.28 $32.63 3,300
08/07/2026 $32.34 $32.42 $32.30 $32.42 600
07/07/2026 $32.47 $32.47 $32.41 $32.45 8,800