Summary
RSDE
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 12.34% 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: 20/07/2026

Current price: $23.52

Expense ratio: 0.85%

Assets under management
$70.4M
-0.08% 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

1.10%

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

3.36%

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

6.04%

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

12.34%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.048%

Best day

1.412%

21/11/2025
Worst day

-1.959%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $23.54 $23.54 $23.52 $23.52 2,200
17/07/2026 $23.52 $23.55 $23.52 $23.55 200
16/07/2026 $23.62 $23.63 $23.58 $23.62 23,400
15/07/2026 $23.51 $23.56 $23.50 $23.56 3,100
14/07/2026 $23.52 $23.58 $23.50 $23.55 1,615,400
13/07/2026 $23.56 $23.59 $23.56 $23.59 1,500
10/07/2026 $23.53 $23.60 $23.53 $23.60 300
09/07/2026 $23.59 $23.59 $23.55 $23.55 400
08/07/2026 $23.51 $23.51 $23.47 $23.47 1,400
07/07/2026 $23.59 $23.59 $23.59 $23.59 100