FT VEST NASDAQ-100 CONSERVATIVE BUFFER ETF - APRIL
Symbol: QCAP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/04/2024
Latest date: 20/07/2026
Current price: $24.67
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
-0.92%
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
2.50%
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
3.94%
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
7.71%
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
16.24%
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.
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
0.03%
Best day
1.063%
Worst day
-1.402%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $24.72 | $24.74 | $24.67 | $24.67 | 2,500 |
| 17/07/2026 | $24.55 | $24.70 | $24.54 | $24.66 | 31,700 |
| 16/07/2026 | $24.82 | $24.83 | $24.73 | $24.73 | 5,900 |
| 15/07/2026 | $24.89 | $24.89 | $24.84 | $24.88 | 5,300 |
| 14/07/2026 | $24.74 | $24.89 | $24.74 | $24.88 | 3,400 |
| 13/07/2026 | $24.86 | $24.86 | $24.80 | $24.80 | 14,400 |
| 10/07/2026 | $24.90 | $24.93 | $24.89 | $24.91 | 1,300 |
| 09/07/2026 | $24.85 | $24.89 | $24.85 | $24.87 | 1,700 |
| 08/07/2026 | $24.66 | $24.76 | $24.66 | $24.74 | 4,900 |
| 07/07/2026 | $24.70 | $24.76 | $24.69 | $24.73 | 3,400 |