FT VEST U.S. EQUITY BUFFER ETF - DECEMBER
Symbol: FDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/12/2020
Latest date: 15/10/2026
Current price: $56.43
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
1.71%
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
2.82%
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
7.93%
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
14.77%
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
28.48%
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
57.42%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.056%
Best day
2.011%
Worst day
-1.242%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $56.17 | $56.49 | $56.17 | $56.43 | 12,600 |
| 14/10/2026 | $56.35 | $56.52 | $56.24 | $56.32 | 10,900 |
| 13/10/2026 | $56.63 | $56.65 | $56.54 | $56.59 | 11,300 |
| 12/10/2026 | $56.67 | $56.67 | $56.52 | $56.62 | 7,500 |
| 09/10/2026 | $56.34 | $56.64 | $56.34 | $56.60 | 9,600 |
| 08/10/2026 | $56.47 | $56.50 | $56.29 | $56.38 | 17,800 |
| 07/10/2026 | $56.41 | $56.51 | $56.37 | $56.47 | 18,600 |
| 06/10/2026 | $56.51 | $56.58 | $56.50 | $56.56 | 24,500 |
| 05/10/2026 | $56.17 | $56.41 | $56.17 | $56.39 | 12,300 |
| 02/10/2026 | $56.18 | $56.30 | $56.15 | $56.23 | 12,900 |