FT VEST NASDAQ-100 BUFFER ETF - SEPTEMBER
Symbol: QSPT
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/09/2021
Latest date: 20/07/2026
Current price: $34.47
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
-0.67%
Ann. -23.43% (Sharpe / Sortino numerator)
Volatility
15.67%
Sharpe ratio
-1.727
VaR 95%
-1.45%
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
4.83%
Ann. -9.53% (Sharpe / Sortino numerator)
Volatility
12.78%
Sharpe ratio
-1.030
VaR 95%
-1.40%
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
9.70%
Ann. -2.06% (Sharpe / Sortino numerator)
Volatility
11.63%
Sharpe ratio
-0.489
VaR 95%
-1.26%
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
14.93%
Ann. 15.19% (Sharpe / Sortino numerator)
Volatility
15.02%
Sharpe ratio
0.770
VaR 95%
-1.24%
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
32.06%
Ann. 11.37% (Sharpe / Sortino numerator)
Volatility
12.61%
Sharpe ratio
0.614
VaR 95%
-1.21%
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
59.75%
Ann. 17.04% (Sharpe / Sortino numerator)
Volatility
11.63%
Sharpe ratio
1.152
VaR 95%
-1.12%
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
0.058%
Best day
2.326%
Worst day
-2.047%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $34.52 | $34.63 | $34.47 | $34.47 | 36,900 |
| 17/07/2026 | $34.26 | $34.55 | $34.26 | $34.46 | 4,300 |
| 16/07/2026 | $34.70 | $34.76 | $34.55 | $34.62 | 5,900 |
| 15/07/2026 | $34.84 | $34.84 | $34.67 | $34.81 | 4,500 |
| 14/07/2026 | $34.81 | $34.90 | $34.79 | $34.89 | 28,500 |
| 13/07/2026 | $34.71 | $34.82 | $34.64 | $34.64 | 18,500 |
| 10/07/2026 | $34.77 | $34.89 | $34.77 | $34.89 | 15,500 |
| 09/07/2026 | $34.76 | $34.83 | $34.73 | $34.78 | 146,900 |
| 08/07/2026 | $34.41 | $34.59 | $34.39 | $34.59 | 6,400 |
| 07/07/2026 | $34.56 | $34.66 | $34.49 | $34.52 | 252,600 |