FT Vest Nasdaq-100 Conservative Buffer ETF - October
Symbol: QCOC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/10/2024
Latest date: 20/07/2026
Current price: $23.80
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
-0.29%
Ann. -13.54% (Sharpe / Sortino numerator)
Volatility
10.57%
Sharpe ratio
-1.624
VaR 95%
-0.95%
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
3.21%
Ann. -4.29% (Sharpe / Sortino numerator)
Volatility
8.37%
Sharpe ratio
-0.946
VaR 95%
-0.84%
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
6.42%
Ann. 1.05% (Sharpe / Sortino numerator)
Volatility
7.19%
Sharpe ratio
-0.358
VaR 95%
-0.83%
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
10.98%
Ann. 11.86% (Sharpe / Sortino numerator)
Volatility
10.31%
Sharpe ratio
0.798
VaR 95%
-0.83%
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
20.28%
Ann. 12.47% (Sharpe / Sortino numerator)
Volatility
9.48%
Sharpe ratio
0.932
VaR 95%
-0.85%
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
0.042%
Best day
1.491%
Worst day
-1.196%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $23.83 | $23.86 | $23.80 | $23.80 | 3,400 |
| 17/07/2026 | $23.74 | $23.84 | $23.69 | $23.79 | 4,700 |
| 16/07/2026 | $23.89 | $23.89 | $23.86 | $23.86 | 1,400 |
| 15/07/2026 | $23.94 | $23.95 | $23.91 | $23.95 | 3,900 |
| 14/07/2026 | $23.94 | $23.95 | $23.93 | $23.95 | 3,600 |
| 13/07/2026 | $23.91 | $23.95 | $23.88 | $23.88 | 20,600 |
| 10/07/2026 | $23.91 | $23.96 | $23.90 | $23.94 | 2,100 |
| 09/07/2026 | $23.85 | $23.91 | $23.85 | $23.91 | 3,500 |
| 08/07/2026 | $23.81 | $23.83 | $23.80 | $23.83 | 8,400 |
| 07/07/2026 | $23.79 | $23.86 | $23.79 | $23.82 | 3,400 |