FT VEST U.S. EQUITY BUFFER ETF - NOVEMBER
Symbol: FNOV
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/11/2019
Latest date: 15/10/2026
Current price: $60.70
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
1.72%
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
3.06%
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
8.24%
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
14.77%
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
28.32%
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
53.35%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.056%
Best day
2.014%
Worst day
-1.301%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $60.55 | $60.72 | $60.44 | $60.70 | 7,500 |
| 14/10/2026 | $60.72 | $60.74 | $60.48 | $60.56 | 10,600 |
| 13/10/2026 | $60.75 | $60.86 | $60.75 | $60.81 | 5,000 |
| 12/10/2026 | $60.82 | $60.87 | $60.75 | $60.78 | 8,900 |
| 09/10/2026 | $60.71 | $60.80 | $60.70 | $60.75 | 11,900 |
| 08/10/2026 | $60.66 | $60.66 | $60.56 | $60.58 | 9,900 |
| 07/10/2026 | $60.62 | $60.83 | $60.55 | $60.65 | 12,400 |
| 06/10/2026 | $60.73 | $60.80 | $60.66 | $60.68 | 15,200 |
| 05/10/2026 | $60.36 | $60.58 | $60.36 | $60.58 | 5,900 |
| 02/10/2026 | $60.40 | $60.45 | $60.35 | $60.41 | 6,300 |