AB Moderate Buffer ETF

10-Year Study

BUFM.US · · US · ETF

Executive Summary: AB Moderate Buffer ETF has compounded at 10.1% annually over the last 10 years, with a maximum drawdown of 3.3% and an annualized volatility of 11.2%.

1Y CAGR
+10.7%
3Y CAGR
+10.1%
5Y CAGR
+10.1%
10Y CAGR
+10.1%

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 →
3.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +12.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.1-0.2-3.13.0————————0.6%
20251.6-0.5-0.7-0.43.52.01.41.51.51.20.70.612.9%

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 11.2%. The dominant macroeconomic risk driver is VTV.US, accounting for 50.2% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110164.317348720497
2025-02-0110112.281594375512
2025-03-0110045.791463823587
2025-04-0110005.319210444155
2025-05-0110355.40420217625
2025-06-0110562.1017819355
2025-07-0110705.373558898693
2025-08-0110861.018281895027
2025-09-0111025.798170654149
2025-10-0111155.598468992472
2025-11-0111230.183050220287
2025-12-0111294.071393054961
2026-01-0111418.957203482927
2026-02-0111398.72107679321
2026-03-0111040.252546861087
2026-04-0111366.92144913794
Annual Return Matrix
YearAnnual Return
20250.12940713930549608
20260.006450291798914876
Total Factor Risk
0.11182019696241766
VTI.US Exposure
-0.1346881523488962
VEA.US Exposure
-0.10987833427599146
VWO.US Exposure
0.17385104878762994
QQQ.US Exposure
0.253519805833636
VTV.US Exposure
0.5023617202544536
IJR.US Exposure
-0.10817306846930341
QUAL.US Exposure
-0.05143253980351063
SHV.US Exposure
0.2597838704536081
TLT.US Exposure
0.004852342477127836
LQD.US Exposure
0.01325641372777809
HYG.US Exposure
0.0012072828712531116
GLD.US Exposure
0.006916158661491542
USO.US Exposure
0.0020528001759088726
VNQ.US Exposure
0.021764270662498985
BTC-USD.CC Exposure
0.007891457927584647
CPER.US Exposure
-0.015979840718736413
VIX.INDX Exposure
0.16068998312718888
UUP.US Exposure
-0.0014239707526582295
TIP.US Exposure
0.010507283808319104
Idiosyncratic Exposure
0.0029214676006175883
Value Score
41.8
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
11.2%

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 →20.5x
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$398.3B
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 →
+0.9%
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 →
+2.4%
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 →
1.1% 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 Moderate Buffer ETF a high-risk investment?

AB Moderate Buffer ETF (BUFM.US) has an annualized volatility of 11.2% and experienced a maximum drawdown of 3.3% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BUFM.US has generated a Compound Annual Growth Rate (CAGR) of 10.1%. It has had a positive return in 100% 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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