FT VEST U.S. EQUITY BUFFER ETF - OCTOBER
Symbol: FOCT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 16/10/2020
Latest date: 15/10/2026
Current price: $54.73
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
2.18%
Ann. -25.38% (Sharpe / Sortino numerator)
Volatility
13.03%
Sharpe ratio
-2.226
VaR 95%
-1.09%
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
3.73%
Ann. -7.51% (Sharpe / Sortino numerator)
Volatility
10.20%
Sharpe ratio
-1.092
VaR 95%
-1.09%
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
9.26%
Ann. 1.65% (Sharpe / Sortino numerator)
Volatility
9.18%
Sharpe ratio
-0.215
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
14.69%
Ann. 14.85% (Sharpe / Sortino numerator)
Volatility
12.55%
Sharpe ratio
0.894
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
29.13%
Ann. 9.01% (Sharpe / Sortino numerator)
Volatility
10.32%
Sharpe ratio
0.522
VaR 95%
-1.03%
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
46.95%
Ann. 11.13% (Sharpe / Sortino numerator)
Volatility
9.76%
Sharpe ratio
0.768
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.
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
1.941%
Worst day
-1.355%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $54.55 | $54.75 | $54.55 | $54.73 | 21,800 |
| 14/10/2026 | $54.80 | $54.80 | $54.51 | $54.65 | 34,400 |
| 13/10/2026 | $54.70 | $54.76 | $54.60 | $54.61 | 36,600 |
| 12/10/2026 | $54.60 | $54.72 | $54.60 | $54.70 | 22,800 |
| 09/10/2026 | $54.53 | $54.72 | $54.53 | $54.67 | 21,100 |
| 08/10/2026 | $54.51 | $54.62 | $54.47 | $54.57 | 26,700 |
| 07/10/2026 | $54.56 | $54.60 | $54.48 | $54.59 | 9,600 |
| 06/10/2026 | $54.53 | $54.63 | $54.53 | $54.60 | 15,700 |
| 05/10/2026 | $54.40 | $54.54 | $54.40 | $54.49 | 10,600 |
| 02/10/2026 | $54.33 | $54.36 | $54.25 | $54.34 | 9,600 |