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: 15/10/2026
Current price: $47.84
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
1.18%
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
1.59%
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
5.63%
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
9.89%
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
21.89%
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
42.76%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.038%
Best day
1.567%
Worst day
-1.016%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $47.69 | $47.90 | $47.69 | $47.84 | 7,900 |
| 14/10/2026 | $47.90 | $47.90 | $47.70 | $47.77 | 13,100 |
| 13/10/2026 | $48.01 | $48.08 | $47.99 | $48.03 | 18,800 |
| 12/10/2026 | $48.05 | $48.05 | $48.01 | $48.04 | 5,300 |
| 09/10/2026 | $47.95 | $48.09 | $47.95 | $48.05 | 7,500 |
| 08/10/2026 | $47.92 | $47.99 | $47.85 | $47.90 | 5,700 |
| 07/10/2026 | $47.94 | $48.03 | $47.90 | $48.03 | 4,600 |
| 06/10/2026 | $48.05 | $48.13 | $48.05 | $48.08 | 9,900 |
| 05/10/2026 | $47.81 | $47.91 | $47.81 | $47.88 | 9,400 |
| 02/10/2026 | $47.82 | $47.84 | $47.70 | $47.76 | 6,200 |