Summary
KNG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 12.58% Volatility 13.73% Sharpe 0.03
Official loaded data — not a live quote.

FT VEST S&P 500 DIVIDEND ARISTOCRATS TARGET INCOME ETF

Symbol: KNG

Exchange: BATS

Sector: Consumer_Defensive

Category: Derivative Income

Inception date: 26/03/2018

Latest date: 16/07/2026

Current price: $51.42

Expense ratio: 0.74%

Assets under management
$3.4B
1.92% 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

2.96%

Ann. -55.81% (Sharpe / Sortino numerator)

Volatility

12.07%

Sharpe ratio

-4.927

VaR 95%

-1.62%

CVaR 95%: -1.66%
Max drawdown: -7.48%
Sortino ratio: -7.005
Calmar ratio: -7.46

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

6.10%

Ann. 0.57% (Sharpe / Sortino numerator)

Volatility

11.62%

Sharpe ratio

-0.263

VaR 95%

-1.22%

CVaR 95%: -1.45%
Max drawdown: -9.25%
Sortino ratio: -0.411
Calmar ratio: 0.06

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

4.69%

Ann. 4.51% (Sharpe / Sortino numerator)

Volatility

10.77%

Sharpe ratio

0.082

VaR 95%

-1.18%

CVaR 95%: -1.38%
Max drawdown: -9.25%
Sortino ratio: 0.132
Calmar ratio: 0.49

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

12.58%

Ann. 4.05% (Sharpe / Sortino numerator)

Volatility

13.73%

Sharpe ratio

0.031

VaR 95%

-1.19%

CVaR 95%: -1.86%
Max drawdown: -9.25%
Sortino ratio: 0.043
Calmar ratio: 0.44

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

17.10%

Ann. 3.99% (Sharpe / Sortino numerator)

Volatility

11.99%

Sharpe ratio

0.030

VaR 95%

-1.12%

CVaR 95%: -1.64%
Max drawdown: -14.24%
Sortino ratio: 0.044
Calmar ratio: 0.28

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

24.88%

Ann. 6.30% (Sharpe / Sortino numerator)

Volatility

11.40%

Sharpe ratio

0.234

VaR 95%

-1.09%

CVaR 95%: -1.52%
Max drawdown: -14.24%
Sortino ratio: 0.348
Calmar ratio: 0.44

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.05%

Best day

2.206%

16/07/2026
Worst day

-1.648%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $50.45 $51.42 $50.45 $51.42 204,400
15/07/2026 $50.71 $50.74 $50.20 $50.31 210,900
14/07/2026 $51.10 $51.10 $50.50 $50.58 212,600
13/07/2026 $51.07 $51.53 $50.97 $51.11 276,400
10/07/2026 $50.73 $51.10 $50.69 $50.99 297,000
09/07/2026 $50.79 $50.82 $50.52 $50.62 273,200
08/07/2026 $51.47 $51.47 $50.77 $50.79 385,000
07/07/2026 $51.69 $51.88 $51.41 $51.49 422,600
06/07/2026 $51.71 $51.71 $50.98 $51.35 246,300
02/07/2026 $51.00 $51.63 $50.99 $51.63 256,500