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FT Cboe Vest Fund of Deep Buffer ETF (BUFD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33740U7037

CUSIP

33740U703

Issuer

First Trust

Inception Date

Jan 20, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Expense Ratio

BUFD has a high expense ratio of 1.05%, indicating higher-than-average management fees.


Expense ratio chart for BUFD: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
BUFD vs. BUFF BUFD vs. BSCR BUFD vs. BALT BUFD vs. AGG BUFD vs. BUFR BUFD vs. VOO BUFD vs. SPY BUFD vs. BUFZ BUFD vs. BTAL BUFD vs. HELO
Popular comparisons:
BUFD vs. BUFF BUFD vs. BSCR BUFD vs. BALT BUFD vs. AGG BUFD vs. BUFR BUFD vs. VOO BUFD vs. SPY BUFD vs. BUFZ BUFD vs. BTAL BUFD vs. HELO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest Fund of Deep Buffer ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
9.23%
BUFD (FT Cboe Vest Fund of Deep Buffer ETF)
Benchmark (^GSPC)

Returns By Period

FT Cboe Vest Fund of Deep Buffer ETF had a return of 12.64% year-to-date (YTD) and 12.99% in the last 12 months.


BUFD

YTD

12.64%

1M

0.20%

6M

5.36%

1Y

12.99%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of BUFD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.88%2.05%0.94%-0.72%2.35%1.46%0.66%1.43%0.85%-0.16%2.68%12.64%
20232.80%-1.19%2.25%0.77%0.79%3.81%1.67%-0.46%-2.52%-1.41%6.01%2.21%15.40%
2022-1.41%-0.60%1.61%-4.15%-0.59%-3.36%2.76%-1.34%-3.53%2.77%2.24%-2.04%-7.70%
2021-1.25%1.04%1.67%0.81%0.17%0.78%0.17%0.70%-0.72%1.54%-0.52%1.48%5.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, BUFD is among the top 8% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BUFD is 9292
Overall Rank
The Sharpe Ratio Rank of BUFD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFD is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BUFD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of BUFD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BUFD is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BUFD, currently valued at 2.43, compared to the broader market0.002.004.002.432.07
The chart of Sortino ratio for BUFD, currently valued at 3.28, compared to the broader market-2.000.002.004.006.008.0010.003.282.76
The chart of Omega ratio for BUFD, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.39
The chart of Calmar ratio for BUFD, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.933.05
The chart of Martin ratio for BUFD, currently valued at 22.52, compared to the broader market0.0020.0040.0060.0080.00100.0022.5313.27
BUFD
^GSPC

The current FT Cboe Vest Fund of Deep Buffer ETF Sharpe ratio is 2.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FT Cboe Vest Fund of Deep Buffer ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.43
2.07
BUFD (FT Cboe Vest Fund of Deep Buffer ETF)
Benchmark (^GSPC)

Dividends

Dividend History


FT Cboe Vest Fund of Deep Buffer ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.62%
-1.91%
BUFD (FT Cboe Vest Fund of Deep Buffer ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest Fund of Deep Buffer ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FT Cboe Vest Fund of Deep Buffer ETF was 10.75%, occurring on Oct 12, 2022. Recovery took 179 trading sessions.

The current FT Cboe Vest Fund of Deep Buffer ETF drawdown is 0.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.75%Mar 30, 2022136Oct 12, 2022179Jun 30, 2023315
-5.48%Aug 1, 202363Oct 27, 202312Nov 14, 202375
-4.45%Jan 5, 202243Mar 8, 202215Mar 29, 202258
-3.33%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-1.74%Apr 10, 20248Apr 19, 202411May 6, 202419

Volatility

Volatility Chart

The current FT Cboe Vest Fund of Deep Buffer ETF volatility is 1.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.92%
3.82%
BUFD (FT Cboe Vest Fund of Deep Buffer ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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