FT Cboe Vest Fund of Nasdaq-100 Buffer ETFs

10-Year Study

BUFQ.US · · US · ETF

Executive Summary: FT Cboe Vest Fund of Nasdaq-100 Buffer ETFs has compounded at 17.3% annually over the last 10 years, with a maximum drawdown of 10.8% and an annualized volatility of 11.5%.

1Y CAGR
+18.8%
3Y CAGR
+16.0%
5Y CAGR
+17.3%
10Y CAGR
+17.3%

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 →
10.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +35.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 4.4%
% 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.
20260.8-0.6-1.65.9————————4.4%
20251.6-1.2-5.40.76.33.91.61.02.21.60.30.914.0%
20241.52.21.1-1.93.92.4-0.21.21.70.03.00.516.4%
20238.20.16.70.74.63.11.90.0-1.4-0.65.62.235.5%
2022——————9.2-3.1-7.93.34.2-6.4-1.8%

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 11.5%. The dominant macroeconomic risk driver is QQQ.US, accounting for 68.1% of variance. Idiosyncratic stock-specific factors contribute 2.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-06-0110000
2022-07-0110918.540778875285
2022-08-0110577.136241594206
2022-09-019740.621228169568
2022-10-0110064.783112052613
2022-11-0110490.08547429613
2022-12-019815.996255880977
2023-01-0110621.967140429097
2023-02-0110635.761263147522
2023-03-0111349.114466586201
2023-04-0111428.430672217159
2023-05-0111955.07057171712
2023-06-0112330.96041579427
2023-07-0112567.431090967313
2023-08-0112572.357563366751
2023-09-0112395.004556986969
2023-10-0112316.180998595955
2023-11-0113010.320959676823
2023-12-0113301.475478483631
2024-01-0113498.534374461165
2024-02-0113799.049190826909
2024-03-0113956.696307608936
2024-04-0113690.666798039263
2024-05-0114227.652289578047
2024-06-0114562.652412739855
2024-07-0114538.020050742665
2024-08-0114707.98334852329
2024-09-0114951.84373229549
2024-10-0114956.770204694927
2024-11-0115410.005665443261
2024-12-0115483.902751434834
2025-01-0115735.152843806192
2025-02-0115552.873365026971
2025-03-0114710.44658472301
2025-04-0114808.976032711776
2025-05-0115740.07931620563
2025-06-0116355.888366135428
2025-07-0116621.9178757051
2025-08-0116794.344409685447
2025-09-0117163.829839643324
2025-10-0117434.785821612437
2025-11-0117493.903490405693
2025-12-0117656.477079587163
2026-01-0117789.491834372
2026-02-0117681.109441584354
2026-03-0117400.300514816365
2026-04-0118434.859718698426
Annual Return Matrix
YearAnnual Return
20230.35508155583437895
20240.16407407407407404
20250.14031180400890886
20260.0440848214285714
Total Factor Risk
0.11498529624642227
VTI.US Exposure
-0.11293648158089055
VEA.US Exposure
0.0277744964653425
VWO.US Exposure
-0.017507817977319734
QQQ.US Exposure
0.6805637576064593
VTV.US Exposure
-0.022320199110165858
IJR.US Exposure
0.022055609402436352
QUAL.US Exposure
0.03473669355196581
SHV.US Exposure
0.2567624375028354
TLT.US Exposure
-0.06443874174582792
LQD.US Exposure
0.09339461764449365
HYG.US Exposure
0.010767980704483749
GLD.US Exposure
-0.0001947440181721097
USO.US Exposure
0.000269714462341344
VNQ.US Exposure
0.03264075783846303
BTC-USD.CC Exposure
0.0038858302239065355
CPER.US Exposure
0.0020194803175057627
VIX.INDX Exposure
-0.008612617042047384
UUP.US Exposure
-0.00474192426343279
TIP.US Exposure
0.04377521593340252
Idiosyncratic Exposure
0.022105934084220406
Value Score
40.8
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
11.5%

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 →23.0x
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$569.0B
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 →
+4.4%
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 →
+6.6%
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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Cboe Vest Fund of Nasdaq-100 Buffer ETFs a high-risk investment?

FT Cboe Vest Fund of Nasdaq-100 Buffer ETFs (BUFQ.US) has an annualized volatility of 11.5% and experienced a maximum drawdown of 10.8% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, BUFQ.US has generated a Compound Annual Growth Rate (CAGR) of 17.3%. 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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