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FT Cboe Vest Fund of Buffer ETFs (BUFR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33740F7556

CUSIP

33740F755

Issuer

First Trust

Inception Date

Aug 10, 2020

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Multi-Cap

Expense Ratio

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


Expense ratio chart for BUFR: 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:
BUFR vs. BUFF BUFR vs. JHEQX BUFR vs. FFEB BUFR vs. FJUN BUFR vs. FMAR BUFR vs. FDEC BUFR vs. FAPR BUFR vs. FAUG BUFR vs. FJAN BUFR vs. ITOT
Popular comparisons:
BUFR vs. BUFF BUFR vs. JHEQX BUFR vs. FFEB BUFR vs. FJUN BUFR vs. FMAR BUFR vs. FDEC BUFR vs. FAPR BUFR vs. FAUG BUFR vs. FJAN BUFR vs. ITOT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest Fund of Buffer ETFs, 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
5.98%
9.23%
BUFR (FT Cboe Vest Fund of Buffer ETFs)
Benchmark (^GSPC)

Returns By Period

FT Cboe Vest Fund of Buffer ETFs had a return of 15.28% year-to-date (YTD) and 15.67% in the last 12 months.


BUFR

YTD

15.28%

1M

0.43%

6M

6.21%

1Y

15.67%

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 BUFR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.13%2.53%1.49%-1.22%3.01%1.65%0.59%1.68%1.05%-0.33%2.99%15.28%
20234.55%-1.51%2.62%1.02%0.38%5.21%2.32%-0.98%-3.47%-1.67%6.98%3.14%19.63%
2022-1.83%-1.74%2.55%-5.93%0.40%-4.41%6.06%-2.37%-6.21%5.85%4.13%-3.31%-7.57%
2021-0.69%1.27%2.31%1.96%0.81%0.99%0.64%1.14%-1.71%3.09%-0.97%2.56%11.88%
20201.26%-1.38%-1.87%6.89%1.75%6.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, BUFR is among the top 6% 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 BUFR is 9494
Overall Rank
The Sharpe Ratio Rank of BUFR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 9595
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 Buffer ETFs (BUFR) 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 BUFR, currently valued at 2.63, compared to the broader market0.002.004.002.632.07
The chart of Sortino ratio for BUFR, currently valued at 3.63, compared to the broader market-2.000.002.004.006.008.0010.003.632.76
The chart of Omega ratio for BUFR, currently valued at 1.56, compared to the broader market0.501.001.502.002.503.001.561.39
The chart of Calmar ratio for BUFR, currently valued at 3.87, compared to the broader market0.005.0010.0015.003.873.05
The chart of Martin ratio for BUFR, currently valued at 22.00, compared to the broader market0.0020.0040.0060.0080.00100.0022.0013.27
BUFR
^GSPC

The current FT Cboe Vest Fund of Buffer ETFs Sharpe ratio is 2.63. 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 Buffer ETFs 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
2.63
2.07
BUFR (FT Cboe Vest Fund of Buffer ETFs)
Benchmark (^GSPC)

Dividends

Dividend History


FT Cboe Vest Fund of Buffer ETFs 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
-0.52%
-1.91%
BUFR (FT Cboe Vest Fund of Buffer ETFs)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest Fund of Buffer ETFs. 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 Buffer ETFs was 13.73%, occurring on Oct 12, 2022. Recovery took 160 trading sessions.

The current FT Cboe Vest Fund of Buffer ETFs drawdown is 0.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.73%Jan 4, 2022195Oct 12, 2022160Jun 2, 2023355
-7.46%Aug 1, 202363Oct 27, 202316Nov 20, 202379
-4.54%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-4.1%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-4.06%Sep 3, 202014Sep 23, 202012Oct 9, 202026

Volatility

Volatility Chart

The current FT Cboe Vest Fund of Buffer ETFs volatility is 1.67%, 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
1.67%
3.82%
BUFR (FT Cboe Vest Fund of Buffer ETFs)
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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