Summary
FBUF
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.61% 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: 03/06/2026

Current price: $32.47

Expense ratio: 0.48%

Assets under management
$18.9M
0.12% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

2.85%

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

5.00%

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

6.28%

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

19.61%

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

31.54%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.072%

Best day

1.514%

31/03/2026
Worst day

-1.974%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $32.43 $32.54 $32.42 $32.47 19,900
02/06/2026 $32.53 $32.58 $32.47 $32.51 19,500
01/06/2026 $32.68 $32.68 $32.43 $32.54 14,400
29/05/2026 $32.47 $32.48 $32.44 $32.48 9,800
28/05/2026 $32.30 $32.40 $32.30 $32.40 4,400
27/05/2026 $32.32 $32.33 $32.28 $32.31 3,500
26/05/2026 $32.35 $32.35 $32.29 $32.31 4,600
22/05/2026 $32.22 $32.23 $32.20 $32.20 800
21/05/2026 $31.98 $32.11 $31.96 $32.06 9,800
20/05/2026 $32.02 $32.02 $31.95 $32.01 11,200