First Trust Exchange-Traded Fund VIII - FT Cboe Vest Buffered Allocation Growth ETF

10-Year Study

BUFG.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest Buffered Allocation Growth ETF has compounded at 7.9% annually over the last 10 years, with a maximum drawdown of 17.0% and an annualized volatility of 8.4%.

1Y CAGR
+15.4%
3Y CAGR
+13.9%
5Y CAGR
+7.9%
10Y CAGR
+7.9%

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 →
17.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +18.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.6%
% 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.
20260.9-0.3-3.05.0————————2.5%
20251.8-0.6-4.1-0.54.63.21.71.72.00.80.70.712.3%
20241.32.71.7-2.13.51.70.71.91.2-0.73.5-1.115.1%
20234.4-1.32.41.30.54.52.6-1.4-3.7-1.46.72.918.5%
2022-2.9-1.82.3-6.20.6-5.76.2-2.9-7.36.43.7-3.5-11.6%
2021——————————-1.22.51.2%

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 8.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 46.8% of variance. Idiosyncratic stock-specific factors contribute 1.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-019880.418647350523
2021-12-0110124.564027803384
2022-01-019835.575521313456
2022-02-019661.185692319097
2022-03-019880.418647350523
2022-04-019267.56385864142
2022-05-019322.371384638192
2022-06-018794.220172849315
2022-07-019337.319410099919
2022-08-019063.27892907172
2022-09-018405.581014325548
2022-10-018944.1955588332
2022-11-019277.529208949238
2022-12-018948.67930122804
2023-01-019346.78677799678
2023-02-019222.720732604352
2023-03-019440.956772465754
2023-04-019566.517715439166
2023-05-019617.837463863012
2023-06-0110054.808476344886
2023-07-0110313.901882259472
2023-08-0110174.38982899436
2023-09-019800.697745584206
2023-10-019661.185692319097
2023-11-0110308.919207105562
2023-12-0110602.8903887494
2024-01-0110737.418816512489
2024-02-0111031.389998156325
2024-03-0111220.727852612412
2024-04-0110988.041769700241
2024-05-0111370.204305837227
2024-06-0111559.542160293315
2024-07-0111644.245737213541
2024-08-0111868.460417050766
2024-09-0112012.955145469787
2024-10-0111923.26889339565
2024-11-0112345.291880415796
2024-12-0112207.27472473167
2025-01-0112431.490354917005
2025-02-0112356.751177956487
2025-03-0111852.516426767126
2025-04-0111788.739515284447
2025-05-0112326.856077381146
2025-06-0112725.461536560842
2025-07-0112939.710866090249
2025-08-0113153.961145967767
2025-09-0113423.019902190172
2025-10-0113532.63590453183
2025-11-0113622.820139016922
2025-12-0113712.008408680098
2026-01-0113831.589761329575
2026-02-0113796.711719502855
2026-03-0113383.159147195618
2026-04-0114058.64495716781
Annual Return Matrix
YearAnnual Return
2022-0.1161417640647252
20230.1848553324840181
20240.1513157523239761
20250.1232653248066804
20260.02527977945727322
Total Factor Risk
0.08401344689712266
VTI.US Exposure
0.46778213482604714
VEA.US Exposure
0.018208673925749007
VWO.US Exposure
0.006659914796967571
QQQ.US Exposure
0.20177643748829469
VTV.US Exposure
0.1455504039439043
IJR.US Exposure
-0.07279231624625666
QUAL.US Exposure
0.028520077640661456
SHV.US Exposure
0.10704671328873618
TLT.US Exposure
-0.022751421563591587
LQD.US Exposure
0.004890111820107385
HYG.US Exposure
0.04989131410314592
GLD.US Exposure
-0.003721655556870222
USO.US Exposure
0.0036529128340878282
VNQ.US Exposure
-0.0021500666648894815
BTC-USD.CC Exposure
-0.006093771143098875
CPER.US Exposure
-0.010858380150766405
VIX.INDX Exposure
0.03192910945947462
UUP.US Exposure
0.0006539174335281812
TIP.US Exposure
0.0330428568627128
Idiosyncratic Exposure
0.0187630329020562
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
8.4%

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 →
+2.8%
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 →
+4.5%
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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund VIII - FT Cboe Vest Buffered Allocation Growth ETF a high-risk investment?

First Trust Exchange-Traded Fund VIII - FT Cboe Vest Buffered Allocation Growth ETF (BUFG.US) has an annualized volatility of 8.4% and experienced a maximum drawdown of 17.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BUFG.US has generated a Compound Annual Growth Rate (CAGR) of 7.9%. 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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