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

ETF Info

ISINUS33740F7556
CUSIP33740F755
IssuerFirst Trust
Inception DateAug 10, 2020
CategoryAll Cap Equities, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Expense Ratio

The FT Cboe Vest Fund of Buffer ETFs 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.


FT Cboe Vest Fund of Buffer ETFs

Popular comparisons: BUFR vs. BUFF, BUFR vs. JHEQX, BUFR vs. FAUG, BUFR vs. FDEC, BUFR vs. FAPR, BUFR vs. FJAN, BUFR vs. FFEB, BUFR vs. FMAR, BUFR vs. FJUN, 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.


20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
37.48%
49.96%
BUFR (FT Cboe Vest Fund of Buffer ETFs)
Benchmark (^GSPC)

S&P 500

Returns By Period

FT Cboe Vest Fund of Buffer ETFs had a return of 4.29% year-to-date (YTD) and 18.72% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.29%6.33%
1 month-0.65%-2.81%
6 months15.17%21.13%
1 year18.72%24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.13%2.53%1.49%
2023-3.47%-1.67%6.98%3.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BUFR is 87, placing it in the top 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BUFR is 8787
FT Cboe Vest Fund of Buffer ETFs(BUFR)
The Sharpe Ratio Rank of BUFR is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 8888Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 8888Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 9191Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 8282Martin 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.


BUFR
Sharpe ratio
The chart of Sharpe ratio for BUFR, currently valued at 2.13, compared to the broader market-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for BUFR, currently valued at 3.14, compared to the broader market-2.000.002.004.006.008.003.14
Omega ratio
The chart of Omega ratio for BUFR, currently valued at 1.39, compared to the broader market1.001.502.001.39
Calmar ratio
The chart of Calmar ratio for BUFR, currently valued at 2.32, compared to the broader market0.002.004.006.008.0010.002.32
Martin ratio
The chart of Martin ratio for BUFR, currently valued at 8.94, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current FT Cboe Vest Fund of Buffer ETFs Sharpe ratio is 2.13. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.13
1.91
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-0.89%
-3.48%
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 0.89%.


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
-4.06%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-2.39%Nov 17, 202110Dec 1, 20217Dec 10, 202117

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%NovemberDecember2024FebruaryMarchApril
1.67%
3.59%
BUFR (FT Cboe Vest Fund of Buffer ETFs)
Benchmark (^GSPC)