FT VEST U.S. EQUITY BUFFER ETF - DECEMBER
Symbol: FDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/12/2020
Latest date: 20/07/2026
Current price: $54.44
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
0.23%
Ann. -24.82% (Sharpe / Sortino numerator)
Volatility
12.62%
Sharpe ratio
-2.255
VaR 95%
-1.10%
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
3.47%
Ann. -8.53% (Sharpe / Sortino numerator)
Volatility
10.00%
Sharpe ratio
-1.216
VaR 95%
-1.08%
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
6.93%
Ann. 2.80% (Sharpe / Sortino numerator)
Volatility
8.72%
Sharpe ratio
-0.096
VaR 95%
-1.01%
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
15.44%
Ann. 14.44% (Sharpe / Sortino numerator)
Volatility
12.43%
Sharpe ratio
0.870
VaR 95%
-1.02%
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
26.93%
Ann. 10.48% (Sharpe / Sortino numerator)
Volatility
10.24%
Sharpe ratio
0.669
VaR 95%
-0.97%
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
49.40%
Ann. 14.19% (Sharpe / Sortino numerator)
Volatility
9.75%
Sharpe ratio
1.083
VaR 95%
-0.96%
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
0.059%
Best day
2.011%
Worst day
-1.479%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $54.72 | $54.72 | $54.43 | $54.44 | 10,300 |
| 17/07/2026 | $54.40 | $54.66 | $54.40 | $54.44 | 12,400 |
| 16/07/2026 | $54.79 | $54.88 | $54.74 | $54.75 | 23,500 |
| 15/07/2026 | $54.89 | $54.90 | $54.72 | $54.88 | 6,400 |
| 14/07/2026 | $54.70 | $54.84 | $54.70 | $54.77 | 5,600 |
| 13/07/2026 | $54.73 | $54.78 | $54.60 | $54.66 | 4,600 |
| 10/07/2026 | $54.82 | $54.88 | $54.68 | $54.88 | 5,000 |
| 09/07/2026 | $54.59 | $54.72 | $54.51 | $54.70 | 9,400 |
| 08/07/2026 | $54.34 | $54.48 | $54.27 | $54.48 | 11,400 |
| 07/07/2026 | $54.61 | $54.63 | $54.51 | $54.53 | 14,900 |