FT VEST U.S. EQUITY BUFFER ETF - APRIL
Symbol: FAPR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: N/A
Latest date: 20/07/2026
Current price: $46.66
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
0.18%
Ann. 5.95% (Sharpe / Sortino numerator)
Volatility
5.89%
Sharpe ratio
0.394
VaR 95%
-0.44%
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
3.35%
Ann. 5.71% (Sharpe / Sortino numerator)
Volatility
4.07%
Sharpe ratio
0.510
VaR 95%
-0.32%
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
5.17%
Ann. 7.07% (Sharpe / Sortino numerator)
Volatility
3.73%
Sharpe ratio
0.923
VaR 95%
-0.35%
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
9.75%
Ann. 8.98% (Sharpe / Sortino numerator)
Volatility
11.56%
Sharpe ratio
0.463
VaR 95%
-0.43%
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
18.40%
Ann. 11.27% (Sharpe / Sortino numerator)
Volatility
9.70%
Sharpe ratio
0.788
VaR 95%
-0.61%
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
40.38%
Ann. 13.46% (Sharpe / Sortino numerator)
Volatility
8.90%
Sharpe ratio
1.105
VaR 95%
-0.67%
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
0.038%
Best day
1.117%
Worst day
-1.222%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $46.87 | $46.87 | $46.65 | $46.66 | 13,100 |
| 17/07/2026 | $46.59 | $46.82 | $46.59 | $46.71 | 19,100 |
| 16/07/2026 | $46.92 | $47.05 | $46.89 | $46.93 | 12,500 |
| 15/07/2026 | $47.09 | $47.09 | $46.91 | $47.05 | 11,500 |
| 14/07/2026 | $46.85 | $46.99 | $46.85 | $46.95 | 9,500 |
| 13/07/2026 | $46.95 | $46.98 | $46.80 | $46.84 | 7,400 |
| 10/07/2026 | $47.00 | $47.03 | $46.92 | $47.03 | 9,000 |
| 09/07/2026 | $46.77 | $46.95 | $46.77 | $46.91 | 31,700 |
| 08/07/2026 | $46.58 | $46.73 | $46.52 | $46.71 | 18,900 |
| 07/07/2026 | $46.88 | $46.88 | $46.67 | $46.76 | 12,500 |