FT Cboe Vest Fund of Deep Buffer ETFs

10-Year Study

BUFD.US · · US · ETF

Executive Summary: FT Cboe Vest Fund of Deep Buffer ETFs has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 10.3% and an annualized volatility of 7.5%.

1Y CAGR
+13.6%
3Y CAGR
+12.1%
5Y CAGR
+7.2%
10Y CAGR
+7.5%

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 →
10.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +15.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.70.1-1.73.4————————2.5%
20251.5-0.4-3.3-0.84.03.11.21.31.50.80.70.610.7%
20240.92.10.9-0.72.31.50.71.40.8-0.22.7-0.612.4%
20232.8-1.22.30.80.83.81.7-0.5-2.5-1.46.02.215.4%
2022-1.4-0.61.6-4.1-0.6-3.42.8-1.3-3.52.82.2-2.0-7.7%
2021—1.01.70.80.20.80.20.7-0.71.5-0.51.57.3%

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 7.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 56.3% of variance. Idiosyncratic stock-specific factors contribute 2.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-0110103.736215352705
2021-03-0110272.937769316468
2021-04-0110356.531468515348
2021-05-0110373.65323156709
2021-06-0110454.225217170057
2021-07-0110471.850278989841
2021-08-0110544.868941096853
2021-09-0110469.3328246558
2021-10-0110630.476795861732
2021-11-0110575.083195574507
2021-12-0110731.191297618523
2022-01-0110580.11906473642
2022-02-0110516.668842185198
2022-03-0110685.869435655126
2022-04-0110242.723514838814
2022-05-0110182.294045389672
2022-06-019839.863586823983
2022-07-0110111.793798110535
2022-08-019975.828212220344
2022-09-019623.326015330826
2022-10-019890.220357455464
2022-11-0110111.793798110535
2022-12-019905.327964941207
2023-01-0110182.294045389672
2023-02-0110061.436066985223
2023-03-0110288.04537680221
2023-04-0110367.10650560722
2023-05-0110449.189348008143
2023-06-0110847.01436735489
2023-07-0111028.300854714646
2023-08-0110977.943123589335
2023-09-0110700.977043140869
2023-10-0110549.904810258766
2023-11-0111184.408956758665
2023-12-0111431.161743223309
2024-01-0111531.8762449801
2024-02-0111768.557293120914
2024-03-0111879.343533201534
2024-04-0111793.735678436655
2024-05-0112070.701758885121
2024-06-0112246.953337576795
2024-07-0112327.52532317976
2024-08-0112503.776901871435
2024-09-0112609.528233283972
2024-10-0112589.384756636317
2024-11-0112926.780306533923
2024-12-0112851.244190092872
2025-01-0113042.602415776457
2025-02-0112992.244684651147
2025-03-0112564.206371320577
2025-04-0112468.526778231868
2025-05-0112972.102168497318
2025-06-0113374.962096512148
2025-07-0113536.106067718081
2025-08-0113707.32177724784
2025-09-0113918.823479579085
2025-10-0114029.610680153537
2025-11-0114130.325181910328
2025-12-0114220.968905837124
2026-01-0114316.648498925833
2026-02-0114336.791360857436
2026-03-0114100.110927432674
2026-04-0114578.507548184854
Annual Return Matrix
YearAnnual Return
2022-0.07695914738381304
20230.15404172216029788
20240.12422905727070344
20250.10658304328231383
20260.02514165136814106
Total Factor Risk
0.07461635966220315
VTI.US Exposure
0.5630158966263243
VEA.US Exposure
-0.0013012046364848867
VWO.US Exposure
0.019688962774241456
QQQ.US Exposure
0.03283707851278216
VTV.US Exposure
0.06332191069078535
IJR.US Exposure
-0.05410728493295763
QUAL.US Exposure
-0.07722945286353412
SHV.US Exposure
0.41782240712511876
TLT.US Exposure
0.03862439498465041
LQD.US Exposure
-0.04109269765458762
HYG.US Exposure
0.014679859707630763
GLD.US Exposure
-0.0020674537938762086
USO.US Exposure
0.0014010544289197195
VNQ.US Exposure
-0.03188055827278002
BTC-USD.CC Exposure
-0.008221280046747157
CPER.US Exposure
0.0054299662060110125
VIX.INDX Exposure
0.03206352294289446
UUP.US Exposure
-0.0011734759738114104
TIP.US Exposure
0.0007435259344995121
Idiosyncratic Exposure
0.02744482824092115
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
7.5%

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 →
+2.3%
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 →
+4.2%
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 →
0.0% 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 →
0.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Cboe Vest Fund of Deep Buffer ETFs a high-risk investment?

FT Cboe Vest Fund of Deep Buffer ETFs (BUFD.US) has an annualized volatility of 7.5% and experienced a maximum drawdown of 10.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BUFD.US has generated a Compound Annual Growth Rate (CAGR) of 7.5%. It has had a positive return in 80% 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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