FT VEST EMERGING MARKETS BUFFER ETF - DECEMBER
Symbol: TDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/12/2024
Latest date: 15/10/2026
Current price: $27.05
Expense ratio: 0.95%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.23%
Ann. 24.26% (Sharpe / Sortino numerator)
Volatility
9.93%
Sharpe ratio
2.079
VaR 95%
-1.05%
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
3.96%
Ann. 14.28% (Sharpe / Sortino numerator)
Volatility
16.58%
Sharpe ratio
0.642
VaR 95%
-1.77%
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
5.77%
Ann. 23.28% (Sharpe / Sortino numerator)
Volatility
12.83%
Sharpe ratio
1.532
VaR 95%
-1.05%
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
16.14%
Ann. 24.88% (Sharpe / Sortino numerator)
Volatility
10.12%
Sharpe ratio
2.099
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
35.18%
Ann. 19.10% (Sharpe / Sortino numerator)
Volatility
11.95%
Sharpe ratio
1.296
VaR 95%
-1.05%
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
0.062%
Best day
2.859%
Worst day
-2.855%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $26.99 | $27.05 | $26.99 | $27.05 | 2,900 |
| 14/10/2026 | $27.14 | $27.14 | $27.10 | $27.10 | 600 |
| 13/10/2026 | $27.32 | $27.33 | $27.31 | $27.31 | 2,000 |
| 12/10/2026 | $27.41 | $27.42 | $27.34 | $27.39 | 8,700 |
| 09/10/2026 | $27.39 | $27.44 | $27.39 | $27.44 | 1,000 |
| 08/10/2026 | $27.39 | $27.39 | $27.30 | $27.30 | 5,500 |
| 07/10/2026 | $27.49 | $27.50 | $27.46 | $27.46 | 700 |
| 06/10/2026 | $27.60 | $27.61 | $27.55 | $27.55 | 6,400 |
| 05/10/2026 | $27.54 | $27.55 | $27.54 | $27.55 | 2,600 |
| 02/10/2026 | $27.41 | $27.41 | $27.41 | $27.41 | 100 |