Summary
GDEC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.63% Volatility 10.27% Sharpe 0.83
Official loaded data — not a live quote.

FT VEST U.S. EQUITY MODERATE BUFFER ETF - DECEMBER

Symbol: GDEC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 15/12/2023

Latest date: 03/06/2026

Current price: $39.77

Expense ratio: 0.85%

Assets under management
$427.3M
0.06% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

1.94%

Ann. -18.43% (Sharpe / Sortino numerator)

Volatility

10.68%

Sharpe ratio

-2.066

VaR 95%

-0.98%

CVaR 95%: -1.00%
Max drawdown: -4.06%
Sortino ratio: -3.760
Calmar ratio: -4.54

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

5.17%

Ann. -5.37% (Sharpe / Sortino numerator)

Volatility

8.20%

Sharpe ratio

-1.097

VaR 95%

-0.96%

CVaR 95%: -0.99%
Max drawdown: -4.79%
Sortino ratio: -1.801
Calmar ratio: -1.12

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

6.04%

Ann. 3.11% (Sharpe / Sortino numerator)

Volatility

6.72%

Sharpe ratio

-0.077

VaR 95%

-0.79%

CVaR 95%: -0.94%
Max drawdown: -4.79%
Sortino ratio: -0.108
Calmar ratio: 0.65

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

15.63%

Ann. 12.10% (Sharpe / Sortino numerator)

Volatility

10.27%

Sharpe ratio

0.825

VaR 95%

-0.82%

CVaR 95%: -1.48%
Max drawdown: -4.79%
Sortino ratio: 0.977
Calmar ratio: 2.53

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

24.07%

Ann. 8.94% (Sharpe / Sortino numerator)

Volatility

8.46%

Sharpe ratio

0.628

VaR 95%

-0.76%

CVaR 95%: -1.25%
Max drawdown: -10.61%
Sortino ratio: 0.722
Calmar ratio: 0.84

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

32.02%

Ann. 11.83% (Sharpe / Sortino numerator)

Volatility

8.09%

Sharpe ratio

1.018

VaR 95%

-0.71%

CVaR 95%: -1.17%
Max drawdown: -10.61%
Sortino ratio: 1.200
Calmar ratio: 1.12

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.059%

Best day

1.675%

31/03/2026
Worst day

-1.0%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $39.74 $39.77 $39.74 $39.77 4,000
02/06/2026 $39.79 $39.84 $39.78 $39.83 5,500
01/06/2026 $39.75 $39.83 $39.75 $39.81 3,200
29/05/2026 $39.70 $39.79 $39.70 $39.79 4,400
28/05/2026 $39.65 $39.73 $39.63 $39.71 14,300
27/05/2026 $39.70 $39.70 $39.62 $39.65 15,300
26/05/2026 $39.72 $39.72 $39.61 $39.65 8,000
22/05/2026 $39.65 $39.65 $39.55 $39.55 9,000
21/05/2026 $39.38 $39.49 $39.38 $39.49 4,100
20/05/2026 $39.45 $39.45 $39.36 $39.44 11,500