FT VEST U.S. EQUITY MAX BUFFER ETF - DECEMBER
Symbol: DECM
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/12/2024
Latest date: 15/10/2026
Current price: $34.40
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
0.76%
Ann. 12.14% (Sharpe / Sortino numerator)
Volatility
1.32%
Sharpe ratio
6.451
VaR 95%
-0.06%
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
1.64%
Ann. 8.92% (Sharpe / Sortino numerator)
Volatility
2.93%
Sharpe ratio
1.806
VaR 95%
-0.30%
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
3.60%
Ann. 6.59% (Sharpe / Sortino numerator)
Volatility
2.53%
Sharpe ratio
1.167
VaR 95%
-0.23%
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
6.55%
Ann. 8.32% (Sharpe / Sortino numerator)
Volatility
2.34%
Sharpe ratio
2.008
VaR 95%
-0.21%
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
11.65%
Ann. 6.44% (Sharpe / Sortino numerator)
Volatility
2.91%
Sharpe ratio
0.970
VaR 95%
-0.30%
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
0.025%
Best day
0.579%
Worst day
-0.428%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $34.34 | $34.40 | $34.34 | $34.40 | 2,100 |
| 14/10/2026 | $34.38 | $34.38 | $34.38 | $34.38 | 1,600 |
| 13/10/2026 | $34.41 | $34.41 | $34.41 | $34.41 | 100 |
| 12/10/2026 | $34.41 | $34.41 | $34.41 | $34.41 | 100 |
| 09/10/2026 | $34.41 | $34.41 | $34.41 | $34.41 | 100 |
| 08/10/2026 | $34.36 | $34.36 | $34.36 | $34.36 | 100 |
| 07/10/2026 | $34.34 | $34.37 | $34.34 | $34.37 | 1,400 |
| 06/10/2026 | $34.35 | $34.38 | $34.30 | $34.33 | 20,200 |
| 05/10/2026 | $34.33 | $34.35 | $34.33 | $34.35 | 100 |
| 02/10/2026 | $34.32 | $34.32 | $34.32 | $34.32 | 100 |