FT VEST U.S. EQUITY MODERATE BUFFER ETF - NOVEMBER
Symbol: GNOV
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/11/2023
Latest date: 20/07/2026
Current price: $41.89
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
0.43%
Ann. 27.69% (Sharpe / Sortino numerator)
Volatility
3.28%
Sharpe ratio
7.347
VaR 95%
-0.22%
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
2.86%
Ann. 19.11% (Sharpe / Sortino numerator)
Volatility
7.70%
Sharpe ratio
2.010
VaR 95%
-0.75%
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
5.77%
Ann. 11.95% (Sharpe / Sortino numerator)
Volatility
6.56%
Sharpe ratio
1.269
VaR 95%
-0.63%
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
13.80%
Ann. 17.75% (Sharpe / Sortino numerator)
Volatility
5.81%
Sharpe ratio
2.430
VaR 95%
-0.56%
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
23.34%
Ann. 11.18% (Sharpe / Sortino numerator)
Volatility
8.36%
Sharpe ratio
0.898
VaR 95%
-0.72%
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
32.35%
Ann. 11.99% (Sharpe / Sortino numerator)
Volatility
7.64%
Sharpe ratio
1.089
VaR 95%
-0.63%
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
0.052%
Best day
1.692%
Worst day
-1.059%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $42.05 | $42.05 | $41.89 | $41.89 | 3,300 |
| 17/07/2026 | $41.93 | $41.93 | $41.85 | $41.89 | 8,100 |
| 16/07/2026 | $41.85 | $42.04 | $41.85 | $42.01 | 3,900 |
| 15/07/2026 | $42.06 | $42.08 | $42.03 | $42.05 | 8,300 |
| 14/07/2026 | $42.05 | $42.05 | $42.00 | $42.00 | 1,400 |
| 13/07/2026 | $42.01 | $42.04 | $41.90 | $41.93 | 4,900 |
| 10/07/2026 | $41.98 | $42.03 | $41.98 | $42.03 | 800 |
| 09/07/2026 | $41.87 | $41.94 | $41.87 | $41.94 | 3,200 |
| 08/07/2026 | $41.71 | $41.82 | $41.70 | $41.82 | 5,700 |
| 07/07/2026 | $41.82 | $41.91 | $41.82 | $41.86 | 2,400 |