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: 15/10/2026
Current price: $48.30
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
1.29%
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
2.81%
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
7.05%
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
11.22%
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
23.40%
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
36.51%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.043%
Best day
1.509%
Worst day
-1.016%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $48.31 | $48.31 | $48.20 | $48.30 | 37,200 |
| 14/10/2026 | $48.35 | $48.35 | $48.21 | $48.21 | 32,200 |
| 13/10/2026 | $48.25 | $48.29 | $48.21 | $48.23 | 41,600 |
| 12/10/2026 | $48.28 | $48.29 | $48.24 | $48.26 | 17,600 |
| 09/10/2026 | $48.28 | $48.29 | $48.21 | $48.29 | 50,300 |
| 08/10/2026 | $48.16 | $48.26 | $48.16 | $48.23 | 8,000 |
| 07/10/2026 | $48.20 | $48.22 | $48.16 | $48.20 | 3,100 |
| 06/10/2026 | $48.28 | $48.28 | $48.16 | $48.20 | 7,800 |
| 05/10/2026 | $48.17 | $48.22 | $48.14 | $48.17 | 10,000 |
| 02/10/2026 | $48.20 | $48.20 | $48.09 | $48.14 | 7,000 |