Summary
FOCT
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 18.44% Volatility 12.55% Sharpe 0.89
Official loaded data — not a live quote.

FT VEST U.S. EQUITY BUFFER ETF - OCTOBER

Symbol: FOCT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 16/10/2020

Latest date: 11/06/2026

Current price: $51.76

Expense ratio: 0.85%

Assets under management
$1.2B
0.79% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.44%

Ann. -25.38% (Sharpe / Sortino numerator)

Volatility

13.03%

Sharpe ratio

-2.226

VaR 95%

-1.09%

CVaR 95%: -1.23%
Max drawdown: -4.99%
Sortino ratio: -4.216
Calmar ratio: -5.08

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

6.08%

Ann. -7.51% (Sharpe / Sortino numerator)

Volatility

10.20%

Sharpe ratio

-1.092

VaR 95%

-1.09%

CVaR 95%: -1.21%
Max drawdown: -5.74%
Sortino ratio: -1.613
Calmar ratio: -1.31

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

5.61%

Ann. 1.65% (Sharpe / Sortino numerator)

Volatility

9.18%

Sharpe ratio

-0.215

VaR 95%

-1.02%

CVaR 95%: -1.22%
Max drawdown: -5.74%
Sortino ratio: -0.305
Calmar ratio: 0.29

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

18.44%

Ann. 14.85% (Sharpe / Sortino numerator)

Volatility

12.55%

Sharpe ratio

0.894

VaR 95%

-1.08%

CVaR 95%: -1.77%
Max drawdown: -5.74%
Sortino ratio: 1.104
Calmar ratio: 2.59

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

25.40%

Ann. 9.01% (Sharpe / Sortino numerator)

Volatility

10.32%

Sharpe ratio

0.522

VaR 95%

-1.03%

CVaR 95%: -1.56%
Max drawdown: -13.06%
Sortino ratio: 0.608
Calmar ratio: 0.69

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

40.50%

Ann. 11.13% (Sharpe / Sortino numerator)

Volatility

9.76%

Sharpe ratio

0.768

VaR 95%

-1.00%

CVaR 95%: -1.45%
Max drawdown: -13.06%
Sortino ratio: 0.945
Calmar ratio: 0.85

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.069%

Best day

1.941%

31/03/2026
Worst day

-1.606%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $51.35 $51.80 $51.27 $51.76 22,700
10/06/2026 $51.58 $51.63 $51.34 $51.34 9,200
09/06/2026 $51.88 $51.89 $51.29 $51.71 12,600
08/06/2026 $51.91 $51.99 $51.83 $51.83 7,200
05/06/2026 $52.15 $52.20 $51.76 $51.78 26,800
04/06/2026 $52.22 $52.36 $52.22 $52.33 4,100
03/06/2026 $52.38 $52.38 $52.21 $52.25 11,800
02/06/2026 $52.22 $52.40 $52.22 $52.37 13,900
01/06/2026 $52.28 $52.40 $52.05 $52.35 18,600
29/05/2026 $52.30 $52.32 $52.21 $52.31 17,300