Summary
OCTM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 6.57% Volatility 3.21% Sharpe 1.07
Official loaded data — not a live quote.

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

Symbol: OCTM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 18/10/2024

Latest date: 20/07/2026

Current price: $33.71

Expense ratio: 0.85%

Assets under management
$32.0M
0.20% 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

0.39%

Ann. -7.10% (Sharpe / Sortino numerator)

Volatility

3.77%

Sharpe ratio

-2.848

VaR 95%

-0.30%

CVaR 95%: -0.34%
Max drawdown: -1.50%
Sortino ratio: -6.261
Calmar ratio: -4.74

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

1.73%

Ann. -0.91% (Sharpe / Sortino numerator)

Volatility

3.03%

Sharpe ratio

-1.499

VaR 95%

-0.30%

CVaR 95%: -0.35%
Max drawdown: -1.64%
Sortino ratio: -2.497
Calmar ratio: -0.55

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

3.28%

Ann. 2.48% (Sharpe / Sortino numerator)

Volatility

2.69%

Sharpe ratio

-0.426

VaR 95%

-0.29%

CVaR 95%: -0.34%
Max drawdown: -1.64%
Sortino ratio: -0.671
Calmar ratio: 1.51

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

6.57%

Ann. 7.07% (Sharpe / Sortino numerator)

Volatility

3.21%

Sharpe ratio

1.069

VaR 95%

-0.30%

CVaR 95%: -0.43%
Max drawdown: -1.64%
Sortino ratio: 1.426
Calmar ratio: 4.31

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

10.84%

Ann. 6.35% (Sharpe / Sortino numerator)

Volatility

3.16%

Sharpe ratio

0.858

VaR 95%

-0.30%

CVaR 95%: -0.42%
Max drawdown: -3.29%
Sortino ratio: 1.190
Calmar ratio: 1.93

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.026%

Best day

0.65%

31/03/2026
Worst day

-0.427%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.64 $33.73 $33.64 $33.71 4,200
17/07/2026 $33.69 $33.70 $33.68 $33.70 700
16/07/2026 $33.73 $33.73 $33.73 $33.73 100
15/07/2026 $33.73 $33.73 $33.73 $33.73 100
14/07/2026 $33.73 $33.73 $33.73 $33.73 100
13/07/2026 $33.71 $33.71 $33.71 $33.71 100
10/07/2026 $33.71 $33.73 $33.71 $33.73 400
09/07/2026 $33.69 $33.69 $33.69 $33.69 2,000
08/07/2026 $33.66 $33.66 $33.66 $33.66 100
07/07/2026 $33.66 $33.66 $33.66 $33.66 100