First Trust Cboe Vest Fund of Buffer ETFs

10-Year Study

BUFR.US · · US · ETF

Executive Summary: First Trust Cboe Vest Fund of Buffer ETFs has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 13.3% and an annualized volatility of 7.5%.

1Y CAGR
+16.2%
3Y CAGR
+14.5%
5Y CAGR
+9.4%
10Y CAGR
+10.2%

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 →
13.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +19.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.80.0-2.34.5————————3.0%
20251.7-0.5-3.7-0.84.43.41.61.51.91.00.70.812.4%
20241.12.51.5-1.23.01.70.61.71.0-0.33.0-0.714.7%
20234.5-1.52.61.00.45.22.3-1.0-3.5-1.77.03.119.6%
2022-1.8-1.72.5-5.90.4-4.46.1-2.4-6.25.94.1-3.3-7.6%
2021-0.71.32.32.00.81.00.61.1-1.73.1-1.02.611.9%
2020————————-1.4-1.96.91.75.2%

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 7.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 79.4% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-08-0110000
2020-09-019861.626283166328
2020-10-019677.340323884655
2020-11-0110343.729328466081
2020-12-0110524.536345150304
2021-01-0110451.527549795428
2021-02-0110583.825366881447
2021-03-0110828.821324448149
2021-04-0111040.987823700909
2021-05-0111130.166352255188
2021-06-0111240.414533160203
2021-07-0111312.443344684812
2021-08-0111441.311218364897
2021-09-0111245.314452311537
2021-10-0111593.208712056252
2021-11-0111480.510571575569
2021-12-0111774.50572065561
2022-01-0111558.909277996914
2022-02-0111358.01259279222
2022-03-0111647.107822720925
2022-04-0110956.21922238283
2022-05-0111000.318494744837
2022-06-0110515.226498762771
2022-07-0111152.215988436192
2022-08-0110887.620354264154
2022-09-0110211.431511380062
2022-10-0110809.22164784281
2022-11-0111255.114290614203
2022-12-0110882.72043511282
2023-01-0111377.612269397554
2023-02-0111206.115099100865
2023-03-0111500.110248180903
2023-04-0111617.708307812922
2023-05-0111661.807580174927
2023-06-0112269.397554940342
2023-07-0112553.592865717716
2023-08-0112431.094886934367
2023-09-0111999.902001616972
2023-10-0111799.005316412278
2023-11-0112622.191733836393
2023-12-0113019.085185094445
2024-01-0113166.082759634466
2024-02-0113499.277261925177
2024-03-0113700.173947129872
2024-04-0113533.576695984517
2024-05-0113940.269985545237
2024-06-0114170.566185657937
2024-07-0114253.864811230615
2024-08-0114493.960849645979
2024-09-0114645.858343337335
2024-10-0114596.859151823995
2024-11-0115032.951956292722
2024-12-0114930.053654114705
2025-01-0115179.949530832742
2025-02-0115111.350662714065
2025-03-0114547.859960310656
2025-04-0114430.261900678639
2025-05-0115072.151309503395
2025-06-0115581.74290124213
2025-07-0115836.538697111497
2025-08-0116076.634735526864
2025-09-0116375.52980375824
2025-10-0116534.77717617659
2025-11-0116657.27515495994
2025-12-0116787.123012470292
2026-01-0116929.22066785898
2026-02-0116929.22066785898
2026-03-0116547.02697405493
2026-04-0117291.814685057696
Annual Return Matrix
YearAnnual Return
20210.11876716793146813
2022-0.07573866000832297
20230.19630796938316064
20240.14678208505833634
20250.12438464063012789
20260.03006421482778765
Total Factor Risk
0.07507305006574833
VTI.US Exposure
0.7943538554744244
VEA.US Exposure
-0.011442720704201501
VWO.US Exposure
0.03096496552216284
QQQ.US Exposure
0.1313019496504389
VTV.US Exposure
0.12798679443051297
IJR.US Exposure
-0.0975699889865068
QUAL.US Exposure
-0.07873211897612165
SHV.US Exposure
0.005658933058854303
TLT.US Exposure
0.016744039812966394
LQD.US Exposure
-0.02382316847304626
HYG.US Exposure
0.0612328055210483
GLD.US Exposure
-0.006039607763336706
USO.US Exposure
0.001990620089434732
VNQ.US Exposure
-0.009312341894186338
BTC-USD.CC Exposure
-0.01599564073688033
CPER.US Exposure
0.006959619916394766
VIX.INDX Exposure
0.03254468760417271
UUP.US Exposure
0.006275905769949807
TIP.US Exposure
-0.0006560421374231444
Idiosyncratic Exposure
0.027557452821342636
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
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 →20.6x
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$405.6B
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 →
+5.0%
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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Cboe Vest Fund of Buffer ETFs a high-risk investment?

First Trust Cboe Vest Fund of Buffer ETFs (BUFR.US) has an annualized volatility of 7.5% and experienced a maximum drawdown of 13.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BUFR.US has generated a Compound Annual Growth Rate (CAGR) of 10.2%. It has had a positive return in 83% 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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