FT VEST U.S. EQUITY DEEP BUFFER ETF - APRIL
Symbol: DAPR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 16/04/2021
Latest date: 15/10/2026
Current price: $42.04
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.35%
Ann. 4.66% (Sharpe / Sortino numerator)
Volatility
3.16%
Sharpe ratio
0.324
VaR 95%
-0.29%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.22%
Ann. 4.64% (Sharpe / Sortino numerator)
Volatility
2.26%
Sharpe ratio
0.449
VaR 95%
-0.25%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.28%
Ann. 6.09% (Sharpe / Sortino numerator)
Volatility
2.54%
Sharpe ratio
0.969
VaR 95%
-0.27%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.85%
Ann. 6.16% (Sharpe / Sortino numerator)
Volatility
11.52%
Sharpe ratio
0.219
VaR 95%
-0.33%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
14.80%
Ann. 9.39% (Sharpe / Sortino numerator)
Volatility
9.20%
Sharpe ratio
0.626
VaR 95%
-0.45%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.89%
Ann. 10.35% (Sharpe / Sortino numerator)
Volatility
8.10%
Sharpe ratio
0.830
VaR 95%
-0.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.034%
Best day
0.756%
Worst day
-0.93%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $41.89 | $42.05 | $41.88 | $42.04 | 9,700 |
| 14/10/2026 | $42.17 | $42.17 | $41.88 | $41.95 | 8,600 |
| 13/10/2026 | $42.06 | $42.15 | $42.05 | $42.10 | 8,900 |
| 12/10/2026 | $42.08 | $42.15 | $42.08 | $42.13 | 4,500 |
| 09/10/2026 | $42.07 | $42.13 | $42.05 | $42.10 | 5,100 |
| 08/10/2026 | $42.02 | $42.03 | $41.92 | $42.01 | 5,800 |
| 07/10/2026 | $41.96 | $42.09 | $41.96 | $42.09 | 6,200 |
| 06/10/2026 | $42.12 | $42.12 | $42.05 | $42.08 | 8,700 |
| 05/10/2026 | $41.97 | $41.99 | $41.91 | $41.98 | 6,900 |
| 02/10/2026 | $41.94 | $41.94 | $41.81 | $41.82 | 7,100 |