FT VEST U.S. EQUITY BUFFER ETF - NOVEMBER
Symbol: FNOV
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/11/2019
Latest date: 03/06/2026
Current price: $58.36
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
2.52%
Ann. -24.56% (Sharpe / Sortino numerator)
Volatility
12.78%
Sharpe ratio
-2.205
VaR 95%
-1.27%
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
6.50%
Ann. -8.18% (Sharpe / Sortino numerator)
Volatility
9.74%
Sharpe ratio
-1.213
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
6.91%
Ann. 2.91% (Sharpe / Sortino numerator)
Volatility
8.52%
Sharpe ratio
-0.085
VaR 95%
-0.95%
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
19.58%
Ann. 14.66% (Sharpe / Sortino numerator)
Volatility
12.50%
Sharpe ratio
0.882
VaR 95%
-1.00%
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
28.52%
Ann. 9.86% (Sharpe / Sortino numerator)
Volatility
10.26%
Sharpe ratio
0.608
VaR 95%
-0.93%
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
50.19%
Ann. 12.73% (Sharpe / Sortino numerator)
Volatility
9.83%
Sharpe ratio
0.925
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.
Average daily return
0.072%
Best day
2.014%
Worst day
-1.388%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $58.48 | $58.48 | $58.32 | $58.36 | 14,900 |
| 02/06/2026 | $58.38 | $58.48 | $58.38 | $58.48 | 18,000 |
| 01/06/2026 | $58.39 | $58.52 | $58.36 | $58.45 | 16,400 |
| 29/05/2026 | $58.49 | $58.49 | $58.33 | $58.40 | 28,700 |
| 28/05/2026 | $58.14 | $58.37 | $58.14 | $58.33 | 7,500 |
| 27/05/2026 | $58.16 | $58.22 | $58.12 | $58.17 | 8,100 |
| 26/05/2026 | $58.31 | $58.31 | $58.09 | $58.16 | 8,800 |
| 22/05/2026 | $57.96 | $58.07 | $57.94 | $57.99 | 9,100 |
| 21/05/2026 | $57.72 | $57.94 | $57.68 | $57.92 | 7,000 |
| 20/05/2026 | $57.70 | $57.80 | $57.65 | $57.77 | 60,800 |