FT VEST U.S. EQUITY MODERATE BUFFER ETF - OCTOBER
Symbol: GOCT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 20/10/2023
Latest date: 20/07/2026
Current price: $41.62
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
0.45%
Ann. -18.91% (Sharpe / Sortino numerator)
Volatility
10.34%
Sharpe ratio
-2.179
VaR 95%
-0.98%
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
3.11%
Ann. -5.24% (Sharpe / Sortino numerator)
Volatility
8.04%
Sharpe ratio
-1.104
VaR 95%
-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
6.14%
Ann. 2.48% (Sharpe / Sortino numerator)
Volatility
6.95%
Sharpe ratio
-0.165
VaR 95%
-0.79%
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
12.69%
Ann. 12.35% (Sharpe / Sortino numerator)
Volatility
9.96%
Sharpe ratio
0.875
VaR 95%
-0.81%
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
21.52%
Ann. 7.86% (Sharpe / Sortino numerator)
Volatility
8.06%
Sharpe ratio
0.525
VaR 95%
-0.76%
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
37.15%
Ann. 12.60% (Sharpe / Sortino numerator)
Volatility
7.63%
Sharpe ratio
1.181
VaR 95%
-0.68%
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
0.049%
Best day
1.602%
Worst day
-1.08%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.73 | $41.73 | $41.62 | $41.62 | 2,800 |
| 17/07/2026 | $41.63 | $41.67 | $41.58 | $41.62 | 2,100 |
| 16/07/2026 | $41.75 | $41.75 | $41.72 | $41.74 | 1,800 |
| 15/07/2026 | $41.74 | $41.80 | $41.70 | $41.80 | 10,200 |
| 14/07/2026 | $41.75 | $41.76 | $41.72 | $41.76 | 3,400 |
| 13/07/2026 | $41.76 | $41.76 | $41.65 | $41.68 | 7,900 |
| 10/07/2026 | $41.65 | $41.80 | $41.65 | $41.78 | 2,000 |
| 09/07/2026 | $41.59 | $41.69 | $41.59 | $41.69 | 3,800 |
| 08/07/2026 | $41.47 | $41.63 | $41.43 | $41.59 | 834,600 |
| 07/07/2026 | $41.59 | $41.67 | $41.59 | $41.62 | 8,900 |