See what your fund actually adds
AB Moderate Buffer ETF BUFM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BUFM | Replication |
|---|---|---|
| Annualized growth | 9.3% | 9.7% |
| Annualized volatility | 7.7% | 7.8% |
| Sharpe ratio | 1.18 | 1.23 |
| Maximum drawdown | 7.9% | 8.7% |
| Replication fit (R²) | 0.86 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model BUFM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 50.5% |
| VUG | Style · Growth | 21.2% |
| SPHQ | Factor · Quality | 13.1% |
| WTMF | Alternatives · Mgt Futures | 8.3% |
| IGF | Sector · Infrastructure | 6.9% |