AB Conservative Buffer ETF

10-Year Study

BUFC.US · · US · ETF

Executive Summary: AB Conservative Buffer ETF has compounded at -15.5% annually over the last 10 years, with a maximum drawdown of 77.3% and an annualized volatility of 142.7%.

1Y CAGR
+7.5%
3Y CAGR
-31.7%
5Y CAGR
-21.0%
10Y CAGR
-15.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
77.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +10.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -64.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-1.1-1.22.6————————0.8%
20251.1-1.4-1.00.20.61.21.00.81.10.60.40.65.5%
20240.91.11.3-0.92.41.30.61.01.20.11.6-0.310.8%
202313.2-3.310.57.2-2.35.6-0.32.4-7.33.418.6-77.3-64.8%
2022-11.5-8.4-1.1-8.5-0.6-8.82.0-7.9-4.117.812.5-3.9-23.8%
2021-0.8-4.5-1.414.22.4-0.42.24.7-10.08.9-12.88.98.5%
20200.6-4.0-14.63.11.50.037.03.5-3.6-32.510.312.0-1.7%
2019———————————0.40.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 142.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.1% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-0110044.093137540985
2020-01-0110104.210153013164
2020-02-019703.955300775062
2020-03-018284.140005319563
2020-04-018536.964501730596
2020-05-018667.432854183642
2020-06-018667.432854183642
2020-07-0111876.818355321437
2020-08-0112290.300093353106
2020-09-0111850.252828221595
2020-10-017997.2462199939555
2020-11-018821.804469078119
2020-12-019876.407715898611
2021-01-019795.065845106363
2021-02-019356.710434264538
2021-03-019222.381549711212
2021-04-0110536.317188966403
2021-05-0110788.5456559763
2021-06-0110741.482926116942
2021-07-0110980.24112866114
2021-08-0111499.037536689955
2021-09-0110353.650940844827
2021-10-0111273.716071957635
2021-11-019836.187527737096
2021-12-0110714.697613175427
2022-01-019486.083582692994
2022-02-018687.870454003045
2022-03-018588.441574342127
2022-04-017856.858324059695
2022-05-017810.357476083699
2022-06-017122.849358287429
2022-07-017265.799559782618
2022-08-016688.220372930629
2022-09-016411.207637520746
2022-10-017550.168912248827
2022-11-018497.021218895026
2022-12-018162.492888003344
2023-01-019237.679016809769
2023-02-018935.39028874396
2023-03-019872.461504571918
2023-04-0110582.836041997225
2023-05-0110337.121679650587
2023-06-0110911.500312791262
2023-07-0110875.9248079109
2023-08-0111131.834998200737
2023-09-0110321.108977270667
2023-10-0110669.79548989519
2023-11-0112651.408231215699
2023-12-012876.7080898822273
2024-01-012901.528343557307
2024-02-012932.0450488955203
2024-03-012971.106431728433
2024-04-012943.437952221787
2024-05-013015.05048741546
2024-06-013054.9256490573916
2024-07-013072.8287828558105
2024-08-013104.5661564075517
2024-09-013141.999981622427
2024-10-013143.920499611712
2024-11-013195.7093830176823
2024-12-013187.571594927492
2025-01-013224.191641333347
2025-02-013178.620028028283
2025-03-013146.882654476541
2025-04-013154.2066637577122
2025-05-013174.5511339831874
2025-06-013211.984959198062
2025-07-013243.7223327498036
2025-08-013268.9494758293936
2025-09-013306.383301044268
2025-10-013327.541550078763
2025-11-013341.375789832086
2025-12-013362.973479423451
2026-01-013384.5060667100947
2026-02-013346.2584626862003
2026-03-013306.5460568060716
2026-04-013391.016297182246
Annual Return Matrix
YearAnnual Return
2020-0.016694928984243518
20210.08487801652086246
2022-0.23819661714332863
2023-0.6475699116246447
20240.10806223479490806
20250.05502680622925715
20260.008338697266088158
Total Factor Risk
1.4270139614397395
VTI.US Exposure
0.01703838428405832
VEA.US Exposure
-0.0012593036124661997
VWO.US Exposure
0.003655028728668107
QQQ.US Exposure
-0.0005486373852306981
VTV.US Exposure
-0.00011442756944150328
IJR.US Exposure
0.01680306617440883
QUAL.US Exposure
0.002882535834715556
SHV.US Exposure
0.7412089065585142
TLT.US Exposure
0.04500921617417244
LQD.US Exposure
0.03607886754751729
HYG.US Exposure
0.0012904778261700986
GLD.US Exposure
0.007485292409294855
USO.US Exposure
0.00010680482362522735
VNQ.US Exposure
-0.000004881756831864888
BTC-USD.CC Exposure
0.000041417655830689526
CPER.US Exposure
-0.000556858008859237
VIX.INDX Exposure
0.004969098941472538
UUP.US Exposure
0.0015012179443066765
TIP.US Exposure
0.0025947267836052466
Idiosyncratic Exposure
0.12181906664646948
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
142.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-5.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-7.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
85.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AB Conservative Buffer ETF a high-risk investment?

AB Conservative Buffer ETF (BUFC.US) has an annualized volatility of 142.7% and experienced a maximum drawdown of 77.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BUFC.US?

Over the past 10 years, BUFC.US has generated a Compound Annual Growth Rate (CAGR) of -15.5%. It has had a positive return in 57% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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