FT Vest Nasdaq-100 Conservative Buffer ETF - October
Symbol: QCOC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/10/2024
Latest date: 15/10/2026
Current price: $24.64
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
1.25%
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
2.92%
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
7.36%
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
11.62%
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
24.52%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.045%
Best day
1.491%
Worst day
-1.196%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $24.66 | $24.66 | $24.63 | $24.64 | 144,900 |
| 14/10/2026 | $24.64 | $24.65 | $24.63 | $24.63 | 12,100 |
| 13/10/2026 | $24.63 | $24.65 | $24.63 | $24.64 | 12,600 |
| 12/10/2026 | $24.64 | $24.64 | $24.62 | $24.64 | 12,300 |
| 09/10/2026 | $24.64 | $24.65 | $24.62 | $24.64 | 23,200 |
| 08/10/2026 | $24.62 | $24.64 | $24.61 | $24.63 | 6,500 |
| 07/10/2026 | $24.53 | $24.63 | $24.53 | $24.61 | 16,700 |
| 06/10/2026 | $24.63 | $24.63 | $24.60 | $24.61 | 13,900 |
| 05/10/2026 | $24.62 | $24.62 | $24.60 | $24.61 | 4,100 |
| 02/10/2026 | $24.59 | $24.59 | $24.59 | $24.59 | 1,700 |