FT VEST U.S. EQUITY DEEP BUFFER ETF - NOVEMBER
Symbol: DNOV
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/11/2019
Latest date: 20/07/2026
Current price: $51.42
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
0.47%
Ann. -18.00% (Sharpe / Sortino numerator)
Volatility
9.04%
Sharpe ratio
-2.392
VaR 95%
-0.86%
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
2.93%
Ann. -5.62% (Sharpe / Sortino numerator)
Volatility
7.09%
Sharpe ratio
-1.305
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
5.63%
Ann. 5.48% (Sharpe / Sortino numerator)
Volatility
6.34%
Sharpe ratio
0.292
VaR 95%
-0.62%
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
13.91%
Ann. 14.25% (Sharpe / Sortino numerator)
Volatility
9.08%
Sharpe ratio
1.169
VaR 95%
-0.77%
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
23.40%
Ann. 9.44% (Sharpe / Sortino numerator)
Volatility
7.66%
Sharpe ratio
0.759
VaR 95%
-0.71%
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
40.04%
Ann. 12.06% (Sharpe / Sortino numerator)
Volatility
7.79%
Sharpe ratio
1.083
VaR 95%
-0.72%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.053%
Best day
1.461%
Worst day
-1.161%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $51.52 | $51.52 | $51.41 | $51.42 | 9,000 |
| 17/07/2026 | $51.52 | $51.52 | $51.38 | $51.45 | 7,900 |
| 16/07/2026 | $51.65 | $51.69 | $51.60 | $51.61 | 3,500 |
| 15/07/2026 | $51.71 | $51.71 | $51.64 | $51.67 | 1,700 |
| 14/07/2026 | $51.59 | $51.61 | $51.58 | $51.59 | 4,000 |
| 13/07/2026 | $51.52 | $51.64 | $51.50 | $51.50 | 900 |
| 10/07/2026 | $51.57 | $51.62 | $51.57 | $51.62 | 1,000 |
| 09/07/2026 | $51.42 | $51.55 | $51.42 | $51.53 | 1,900 |
| 08/07/2026 | $51.39 | $51.40 | $51.22 | $51.38 | 12,900 |
| 07/07/2026 | $51.43 | $51.49 | $51.34 | $51.42 | 3,200 |