PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

FT Vest

Inception Date

Oct 25, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


Expense ratio chart for BUFZ: 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


Loading data...

Compare to other instruments

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


Popular comparisons:
BUFZ vs. BUFD BUFZ vs. SPY
Popular comparisons:
BUFZ vs. BUFD BUFZ vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest Laddered Moderate 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
5.30%
9.23%
BUFZ (FT Cboe Vest Laddered Moderate Buffer ETF)
Benchmark (^GSPC)

Returns By Period

FT Cboe Vest Laddered Moderate Buffer ETF had a return of 12.09% year-to-date (YTD) and 12.53% in the last 12 months.


BUFZ

YTD

12.09%

1M

0.52%

6M

5.49%

1Y

12.53%

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.75%1.90%1.14%-0.72%2.08%1.15%0.83%1.39%0.94%-0.21%2.13%12.09%
20230.71%5.60%2.26%8.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, BUFZ 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 BUFZ is 9494
Overall Rank
The Sharpe Ratio Rank of BUFZ is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFZ is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BUFZ is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BUFZ is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BUFZ 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 Laddered Moderate Buffer ETF (BUFZ) 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 BUFZ, currently valued at 2.66, compared to the broader market0.002.004.002.662.07
The chart of Sortino ratio for BUFZ, currently valued at 3.60, compared to the broader market-2.000.002.004.006.008.0010.003.602.76
The chart of Omega ratio for BUFZ, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.571.39
The chart of Calmar ratio for BUFZ, currently valued at 4.12, compared to the broader market0.005.0010.0015.004.123.05
The chart of Martin ratio for BUFZ, currently valued at 24.15, compared to the broader market0.0020.0040.0060.0080.00100.0024.1513.27
BUFZ
^GSPC

The current FT Cboe Vest Laddered Moderate Buffer ETF Sharpe ratio is 2.66. 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 Laddered Moderate 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 Ratio2.002.503.003.504.00Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.66
2.07
BUFZ (FT Cboe Vest Laddered Moderate Buffer ETF)
Benchmark (^GSPC)

Dividends

Dividend History


FT Cboe Vest Laddered Moderate 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
-0.33%
-1.91%
BUFZ (FT Cboe Vest Laddered Moderate Buffer ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest Laddered Moderate 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 Laddered Moderate Buffer ETF was 3.08%, occurring on Aug 5, 2024. Recovery took 8 trading sessions.

The current FT Cboe Vest Laddered Moderate Buffer ETF drawdown is 0.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.08%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-1.75%Apr 1, 202415Apr 19, 202411May 6, 202426
-1.5%Sep 3, 20244Sep 6, 20246Sep 16, 202410
-1.45%Dec 12, 20245Dec 18, 2024
-0.93%Oct 21, 202411Nov 4, 20242Nov 6, 202413

Volatility

Volatility Chart

The current FT Cboe Vest Laddered Moderate Buffer ETF 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.67%
3.82%
BUFZ (FT Cboe Vest Laddered Moderate Buffer ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab