FT VEST U.S. EQUITY DEEP BUFFER ETF - OCTOBER
Symbol: DOCT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 16/10/2020
Latest date: 20/07/2026
Current price: $46.75
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
0.45%
Ann. -18.99% (Sharpe / Sortino numerator)
Volatility
9.32%
Sharpe ratio
-2.425
VaR 95%
-0.81%
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
3.09%
Ann. -5.60% (Sharpe / Sortino numerator)
Volatility
7.45%
Sharpe ratio
-1.239
VaR 95%
-0.79%
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
5.96%
Ann. 1.60% (Sharpe / Sortino numerator)
Volatility
6.42%
Sharpe ratio
-0.316
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.
Period total return
12.71%
Ann. 13.06% (Sharpe / Sortino numerator)
Volatility
8.96%
Sharpe ratio
1.053
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
21.27%
Ann. 7.85% (Sharpe / Sortino numerator)
Volatility
7.55%
Sharpe ratio
0.559
VaR 95%
-0.73%
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
32.94%
Ann. 10.01% (Sharpe / Sortino numerator)
Volatility
7.16%
Sharpe ratio
0.891
VaR 95%
-0.68%
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
0.049%
Best day
1.509%
Worst day
-1.016%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $46.83 | $46.85 | $46.74 | $46.75 | 8,300 |
| 17/07/2026 | $46.66 | $46.87 | $46.66 | $46.77 | 3,100 |
| 16/07/2026 | $46.90 | $47.01 | $46.90 | $46.91 | 4,100 |
| 15/07/2026 | $47.01 | $47.03 | $46.92 | $46.98 | 6,800 |
| 14/07/2026 | $48.42 | $48.42 | $46.86 | $46.92 | 22,800 |
| 13/07/2026 | $46.82 | $46.90 | $46.82 | $46.84 | 3,000 |
| 10/07/2026 | $46.89 | $46.97 | $46.89 | $46.97 | 2,100 |
| 09/07/2026 | $46.72 | $46.87 | $46.72 | $46.84 | 2,900 |
| 08/07/2026 | $46.61 | $46.75 | $46.57 | $46.75 | 12,500 |
| 07/07/2026 | $46.88 | $46.88 | $46.70 | $46.77 | 3,400 |