BUFS.US

10-Year Study

BUFS.US · Unknown · Unknown · Common Stock

Executive Summary: BUFS.US has compounded at 10.7% annually over the last 10 years, with a maximum drawdown of 9.4% and an annualized volatility of 11.6%.

1Y CAGR
+18.2%
3Y CAGR
+10.7%
5Y CAGR
+10.7%
10Y CAGR
+10.7%

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 →
9.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
8.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +8.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 7.1%
% 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.
20262.30.6-1.95.01.90.4——————8.5%
20252.0-3.3-3.8-1.02.22.80.93.91.80.90.10.67.1%
2024—————-0.45.00.30.6-0.34.9-3.66.4%

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 11.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 82.0% of variance. Idiosyncratic stock-specific factors contribute 1.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-05-0110000
2024-06-019958.079595586503
2024-07-0110452.639928313085
2024-08-0110480.087777253511
2024-09-0110546.960718308366
2024-10-0110518.015713971192
2024-11-0111037.029584844697
2024-12-0110644.774870896066
2025-01-0110859.367144430305
2025-02-0110500.049849210185
2025-03-0110105.798928065886
2025-04-0110000.99805029335
2025-05-0110220.580841816758
2025-06-0110502.644918564552
2025-07-0110599.86020899355
2025-08-0111014.073202094523
2025-09-0111213.693921661255
2025-10-0111313.504281444624
2025-11-0111329.473939009964
2025-12-0111398.343087260486
2026-01-0111662.840540686408
2026-02-0111732.707792534764
2026-03-0111508.134483022188
2026-04-0112082.044051776547
2026-05-0112309.112620283706
2026-06-0112361.513059169974
Annual Return Matrix
YearAnnual Return
20250.07079231129864039
20260.08450087565674247
Total Factor Risk
0.1163182272798062
VTI.US Exposure
0.8204660445517173
VEA.US Exposure
0.03237561615520306
VWO.US Exposure
0.01740141160810399
QQQ.US Exposure
-0.29473737005417316
VTV.US Exposure
-0.05631000776107459
IJR.US Exposure
0.3958830596550398
QUAL.US Exposure
0.09816616922589011
SHV.US Exposure
0.11085172277094589
TLT.US Exposure
0.012263039193297704
LQD.US Exposure
-0.015026722688361659
HYG.US Exposure
-0.020577331573469814
GLD.US Exposure
-0.007296449950578862
USO.US Exposure
0.004103744589888143
VNQ.US Exposure
-0.11456189517399724
BTC-USD.CC Exposure
0.03891500580897749
CPER.US Exposure
0.014182628302903314
VIX.INDX Exposure
-0.07515282320309649
UUP.US Exposure
0.029858608521474476
TIP.US Exposure
-0.0020741878665930845
Idiosyncratic Exposure
0.011269737887903572
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.6%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+3.1%
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 →
+7.2%
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 →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
63
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+6.9%
50.0% retracement+9.2%
61.8% retracement+11.6%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

BUFS.USvsAAPU.TO

Compare BUFS.US vs AAPU.TO

BUFS.USvs2MU.LSE

Compare BUFS.US vs Leverage Shares 2x Micron Technology ETC GBP

BUFS.USvs3LLL.LSE

Compare BUFS.US vs GraniteShares 3x Long Lloyds Banking Group Daily ETC

Frequently Asked Questions & Methodology

Is BUFS.US a high-risk investment?

BUFS.US (BUFS.US) has an annualized volatility of 11.6% and experienced a maximum drawdown of 9.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BUFS.US has generated a Compound Annual Growth Rate (CAGR) of 10.7%. 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.

Run a Full Backtest on BUFS.US

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest