FT VEST NASDAQ-100 CONSERVATIVE BUFFER ETF - APRIL
Symbol: QCAP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/04/2024
Latest date: 15/10/2026
Current price: $25.52
Expense ratio: 0.90%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.64%
Ann. 6.46% (Sharpe / Sortino numerator)
Volatility
2.38%
Sharpe ratio
1.190
VaR 95%
-0.17%
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
2.61%
Ann. 5.69% (Sharpe / Sortino numerator)
Volatility
2.02%
Sharpe ratio
1.021
VaR 95%
-0.17%
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
6.02%
Ann. 6.05% (Sharpe / Sortino numerator)
Volatility
2.31%
Sharpe ratio
1.049
VaR 95%
-0.21%
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
9.59%
Ann. 8.02% (Sharpe / Sortino numerator)
Volatility
10.91%
Sharpe ratio
0.402
VaR 95%
-0.26%
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
17.98%
Ann. 9.96% (Sharpe / Sortino numerator)
Volatility
8.88%
Sharpe ratio
0.719
VaR 95%
-0.52%
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
27.30%
Ann. 10.19% (Sharpe / Sortino numerator)
Volatility
8.46%
Sharpe ratio
0.752
VaR 95%
-0.52%
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.
Average daily return
0.037%
Best day
1.147%
Worst day
-1.402%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $25.40 | $25.52 | $25.40 | $25.52 | 15,900 |
| 14/10/2026 | $25.57 | $25.58 | $25.50 | $25.51 | 4,100 |
| 13/10/2026 | $25.64 | $25.65 | $25.63 | $25.65 | 1,900 |
| 12/10/2026 | $25.66 | $25.67 | $25.66 | $25.67 | 200 |
| 09/10/2026 | $25.68 | $25.70 | $25.68 | $25.70 | 6,900 |
| 08/10/2026 | $25.54 | $25.68 | $25.54 | $25.64 | 2,900 |
| 07/10/2026 | $25.53 | $25.71 | $25.53 | $25.69 | 11,300 |
| 06/10/2026 | $25.74 | $25.74 | $25.72 | $25.72 | 1,500 |
| 05/10/2026 | $25.64 | $25.70 | $25.64 | $25.70 | 11,900 |
| 02/10/2026 | $25.61 | $25.61 | $25.59 | $25.61 | 2,300 |