Summary
NOVM
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 6.58% Volatility 2.19% Sharpe 2.32
Official loaded data — not a live quote.

FT VEST U.S. EQUITY MAX BUFFER ETF - NOVEMBER

Symbol: NOVM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 14/11/2024

Latest date: 15/10/2026

Current price: $34.35

Expense ratio: 0.85%

Assets under management
$26.5M
-0.07% 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

0.56%

Ann. 10.80% (Sharpe / Sortino numerator)

Volatility

1.21%

Sharpe ratio

5.946

VaR 95%

-0.07%

CVaR 95%: -0.09%
Max drawdown: -0.10%
Sortino ratio: 18.056
Calmar ratio: 103.21

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

1.46%

Ann. 8.08% (Sharpe / Sortino numerator)

Volatility

2.73%

Sharpe ratio

1.626

VaR 95%

-0.27%

CVaR 95%: -0.32%
Max drawdown: -1.36%
Sortino ratio: 2.617
Calmar ratio: 5.95

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

3.40%

Ann. 5.89% (Sharpe / Sortino numerator)

Volatility

2.35%

Sharpe ratio

0.962

VaR 95%

-0.25%

CVaR 95%: -0.31%
Max drawdown: -1.48%
Sortino ratio: 1.424
Calmar ratio: 3.98

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

6.58%

Ann. 8.71% (Sharpe / Sortino numerator)

Volatility

2.19%

Sharpe ratio

2.324

VaR 95%

-0.20%

CVaR 95%: -0.29%
Max drawdown: -1.48%
Sortino ratio: 3.479
Calmar ratio: 5.89

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

12.68%

Ann. 6.60% (Sharpe / Sortino numerator)

Volatility

2.93%

Sharpe ratio

1.000

VaR 95%

-0.31%

CVaR 95%: -0.41%
Max drawdown: -3.26%
Sortino ratio: 1.279
Calmar ratio: 2.02

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

0.53%

08/04/2026
Worst day

-0.358%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $34.38 $34.38 $34.35 $34.35 1,500
14/10/2026 $34.35 $34.35 $34.35 $34.35 100
13/10/2026 $34.34 $34.37 $34.34 $34.37 200
12/10/2026 $34.37 $34.37 $34.37 $34.37 100
09/10/2026 $34.37 $34.37 $34.37 $34.37 100
08/10/2026 $34.34 $34.34 $34.34 $34.34 100
07/10/2026 $34.30 $34.34 $34.30 $34.34 500
06/10/2026 $34.31 $34.35 $34.30 $34.35 3,900
05/10/2026 $34.32 $34.37 $34.32 $34.33 400
02/10/2026 $34.30 $34.30 $34.30 $34.30 100