Summary
RSDE
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 13.27% Volatility 8.07% Sharpe 1.26
Official loaded data — not a live quote.

FT VEST U.S. EQUITY EQUAL WEIGHT BUFFER ETF - DECEMBER

Symbol: RSDE

Exchange: NYSE

Sector: Technology

Category: Defined Outcome

Inception date: 19/12/2024

Latest date: 03/06/2026

Current price: $23.15

Expense ratio: 0.85%

Assets under management
$84.0M
0.02% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.28%

Ann. 31.58% (Sharpe / Sortino numerator)

Volatility

6.07%

Sharpe ratio

4.605

VaR 95%

-0.46%

CVaR 95%: -0.48%
Max drawdown: -0.83%
Sortino ratio: 10.663
Calmar ratio: 37.96

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

2.52%

Ann. 7.05% (Sharpe / Sortino numerator)

Volatility

7.64%

Sharpe ratio

0.448

VaR 95%

-0.78%

CVaR 95%: -0.85%
Max drawdown: -4.83%
Sortino ratio: 0.781
Calmar ratio: 1.46

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

6.71%

Ann. 13.51% (Sharpe / Sortino numerator)

Volatility

7.32%

Sharpe ratio

1.350

VaR 95%

-0.78%

CVaR 95%: -0.85%
Max drawdown: -4.83%
Sortino ratio: 2.300
Calmar ratio: 2.80

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

13.27%

Ann. 13.78% (Sharpe / Sortino numerator)

Volatility

8.07%

Sharpe ratio

1.258

VaR 95%

-0.80%

CVaR 95%: -0.98%
Max drawdown: -4.83%
Sortino ratio: 2.014
Calmar ratio: 2.85

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.051%

Best day

1.412%

21/11/2025
Worst day

-1.959%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $23.14 $23.19 $23.13 $23.15 4,400
02/06/2026 $23.17 $23.18 $23.16 $23.18 4,900
01/06/2026 $23.12 $23.14 $23.12 $23.14 400
29/05/2026 $23.12 $23.15 $23.11 $23.11 3,700
28/05/2026 $23.09 $23.11 $23.09 $23.11 200
27/05/2026 $23.06 $23.09 $23.04 $23.05 6,500
26/05/2026 $23.05 $23.05 $23.05 $23.05 0
22/05/2026 $22.94 $23.02 $22.94 $22.96 7,500
21/05/2026 $22.84 $22.85 $22.84 $22.85 100
20/05/2026 $22.73 $22.80 $22.73 $22.80 4,200