Summary
DGOC
Prices · period metrics · 12M
NAV as of 15/10/2026
20/10/2025 → 10/08/2026
Return 7.63% Volatility 4.21% Sharpe 1.15
Official loaded data — not a live quote.

FT VEST U.S. EQUITY BUFFER & DIGITAL RETURN ETF - OCTOBER

Symbol: DGOC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/10/2025

Latest date: 15/10/2026

Current price: $33.04

Expense ratio: 0.85%

Assets under management
$4.9M
0.09% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.41%

Ann. 71.97% (Sharpe / Sortino numerator)

Volatility

5.59%

Sharpe ratio

12.221

VaR 95%

-0.08%

CVaR 95%: -0.10%
Max drawdown: -0.20%
Sortino ratio: 105.017
Calmar ratio: 358.51

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.

Period total return

1.37%

Ann. 8.94% (Sharpe / Sortino numerator)

Volatility

6.10%

Sharpe ratio

0.874

VaR 95%

-0.61%

CVaR 95%: -0.73%
Max drawdown: -2.95%
Sortino ratio: 1.392
Calmar ratio: 3.03

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

3.93%

Ann. 8.37% (Sharpe / Sortino numerator)

Volatility

5.11%

Sharpe ratio

0.932

VaR 95%

-0.53%

CVaR 95%: -0.66%
Max drawdown: -2.95%
Sortino ratio: 1.398
Calmar ratio: 2.84

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

7.63%

Ann. 8.49% (Sharpe / Sortino numerator)

Volatility

4.21%

Sharpe ratio

1.150

VaR 95%

-0.42%

CVaR 95%: -0.59%
Max drawdown: -2.95%
Sortino ratio: 1.588
Calmar ratio: 2.88

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: 20/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

1.373%

31/03/2026
Worst day

-0.819%

27/03/2026
Days with data

248

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $33.01 $33.04 $33.01 $33.04 100
14/10/2026 $33.04 $33.04 $33.04 $33.04 100
13/10/2026 $33.02 $33.02 $33.02 $33.02 100
12/10/2026 $33.00 $33.02 $33.00 $33.02 2,000
09/10/2026 $33.00 $33.02 $33.00 $33.02 2,000
08/10/2026 $33.01 $33.01 $33.01 $33.01 100
07/10/2026 $33.02 $33.02 $33.02 $33.02 100
06/10/2026 $33.01 $33.01 $32.98 $33.01 3,100
05/10/2026 $33.01 $33.01 $33.00 $33.00 200
02/10/2026 $32.99 $32.99 $32.99 $32.99 100