Summary
TDEC
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 14.88% Volatility 10.12% Sharpe 2.10
Official loaded data — not a live quote.

FT VEST EMERGING MARKETS BUFFER ETF - DECEMBER

Symbol: TDEC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 19/12/2024

Latest date: 20/07/2026

Current price: $25.77

Expense ratio: 0.95%

Assets under management
$14.5M
0.57% 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

-2.86%

Ann. 24.26% (Sharpe / Sortino numerator)

Volatility

9.93%

Sharpe ratio

2.079

VaR 95%

-1.05%

CVaR 95%: -1.17%
Max drawdown: -2.30%
Sortino ratio: 3.168
Calmar ratio: 10.55

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

-0.02%

Ann. 14.28% (Sharpe / Sortino numerator)

Volatility

16.58%

Sharpe ratio

0.642

VaR 95%

-1.77%

CVaR 95%: -2.33%
Max drawdown: -6.75%
Sortino ratio: 0.877
Calmar ratio: 2.11

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

4.44%

Ann. 23.28% (Sharpe / Sortino numerator)

Volatility

12.83%

Sharpe ratio

1.532

VaR 95%

-1.05%

CVaR 95%: -1.89%
Max drawdown: -8.16%
Sortino ratio: 1.905
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.

Period total return

14.88%

Ann. 24.88% (Sharpe / Sortino numerator)

Volatility

10.12%

Sharpe ratio

2.099

VaR 95%

-0.95%

CVaR 95%: -1.52%
Max drawdown: -8.16%
Sortino ratio: 2.490
Calmar ratio: 3.05

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

Methodology: adjusted prices + daily simple return
Average daily return

0.058%

Best day

2.859%

08/04/2026
Worst day

-2.855%

03/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $25.63 $25.78 $25.63 $25.77 2,700
17/07/2026 $25.75 $25.75 $25.67 $25.70 1,600
16/07/2026 $25.89 $25.92 $25.86 $25.86 3,600
15/07/2026 $26.07 $26.07 $25.97 $26.02 5,300
14/07/2026 $26.00 $26.04 $25.98 $26.03 12,300
13/07/2026 $25.92 $25.92 $25.83 $25.83 1,600
10/07/2026 $26.15 $26.17 $26.15 $26.17 1,000
09/07/2026 $26.11 $26.11 $26.07 $26.10 5,100
08/07/2026 $26.01 $26.02 $26.01 $26.02 300
07/07/2026 $25.91 $25.96 $25.91 $25.95 3,600