FT VEST U.S. EQUITY BUFFER ETF - NOVEMBER
Symbol: FNOV
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/11/2019
Latest date: 20/07/2026
Current price: $58.49
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
0.27%
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
3.63%
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
7.10%
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
15.33%
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
26.27%
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
42.90%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.058%
Best day
2.014%
Worst day
-1.388%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $58.75 | $58.75 | $58.49 | $58.49 | 9,800 |
| 17/07/2026 | $58.36 | $58.67 | $58.36 | $58.52 | 13,200 |
| 16/07/2026 | $58.77 | $58.96 | $58.69 | $58.77 | 7,400 |
| 15/07/2026 | $58.96 | $58.96 | $58.77 | $58.89 | 9,400 |
| 14/07/2026 | $58.69 | $58.81 | $58.69 | $58.80 | 7,900 |
| 13/07/2026 | $58.81 | $58.81 | $58.62 | $58.66 | 3,100 |
| 10/07/2026 | $58.85 | $58.85 | $58.70 | $58.84 | 3,200 |
| 09/07/2026 | $58.61 | $58.72 | $58.55 | $58.70 | 13,000 |
| 08/07/2026 | $58.43 | $58.47 | $58.25 | $58.47 | 5,800 |
| 07/07/2026 | $58.53 | $58.65 | $58.48 | $58.54 | 6,700 |