FT VEST U.S. EQUITY DEEP BUFFER ETF - AUGUST
Symbol: DAUG
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 06/11/2019
Latest date: 17/07/2026
Current price: $46.99
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
0.89%
Ann. -20.09% (Sharpe / Sortino numerator)
Volatility
10.04%
Sharpe ratio
-2.362
VaR 95%
-0.90%
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
3.07%
Ann. -5.43% (Sharpe / Sortino numerator)
Volatility
7.52%
Sharpe ratio
-1.204
VaR 95%
-0.89%
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
6.19%
Ann. 0.49% (Sharpe / Sortino numerator)
Volatility
6.44%
Sharpe ratio
-0.488
VaR 95%
-0.76%
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
11.57%
Ann. 12.05% (Sharpe / Sortino numerator)
Volatility
9.65%
Sharpe ratio
0.872
VaR 95%
-0.82%
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
23.66%
Ann. 8.84% (Sharpe / Sortino numerator)
Volatility
8.06%
Sharpe ratio
0.646
VaR 95%
-0.78%
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
36.28%
Ann. 10.91% (Sharpe / Sortino numerator)
Volatility
7.78%
Sharpe ratio
0.935
VaR 95%
-0.76%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.044%
Best day
1.567%
Worst day
-1.092%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $46.99 | $47.05 | $46.99 | $46.99 | 2,300 |
| 16/07/2026 | $47.11 | $47.13 | $47.06 | $47.09 | 2,400 |
| 15/07/2026 | $47.13 | $47.13 | $47.07 | $47.09 | 2,800 |
| 14/07/2026 | $47.05 | $47.07 | $47.04 | $47.07 | 2,200 |
| 13/07/2026 | $47.03 | $47.03 | $47.01 | $47.01 | 300 |
| 10/07/2026 | $47.02 | $47.07 | $47.02 | $47.07 | 6,000 |
| 09/07/2026 | $46.93 | $46.99 | $46.92 | $46.99 | 11,000 |
| 08/07/2026 | $46.86 | $46.91 | $46.86 | $46.91 | 2,700 |
| 07/07/2026 | $46.98 | $46.98 | $46.90 | $46.93 | 6,400 |
| 06/07/2026 | $46.93 | $46.97 | $46.93 | $46.97 | 4,400 |