Summary
UXOC
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.62% Volatility 19.20% Sharpe 0.69
Official loaded data — not a live quote.

FT Vest U.S. Equity Uncapped Accelerator ETF - October

Symbol: UXOC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 18/10/2024

Latest date: 15/10/2026

Current price: $40.48

Expense ratio: 0.85%

Assets under management
$20.0M
0.40% 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

2.46%

Ann. -41.36% (Sharpe / Sortino numerator)

Volatility

18.42%

Sharpe ratio

-2.442

VaR 95%

-1.73%

CVaR 95%: -1.79%
Max drawdown: -8.04%
Sortino ratio: -4.406
Calmar ratio: -5.15

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

2.37%

Ann. -16.98% (Sharpe / Sortino numerator)

Volatility

15.64%

Sharpe ratio

-1.318

VaR 95%

-1.73%

CVaR 95%: -1.96%
Max drawdown: -9.82%
Sortino ratio: -2.011
Calmar ratio: -1.73

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

11.11%

Ann. -6.03% (Sharpe / Sortino numerator)

Volatility

14.93%

Sharpe ratio

-0.647

VaR 95%

-1.70%

CVaR 95%: -2.10%
Max drawdown: -9.82%
Sortino ratio: -0.898
Calmar ratio: -0.61

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

16.62%

Ann. 16.86% (Sharpe / Sortino numerator)

Volatility

19.20%

Sharpe ratio

0.689

VaR 95%

-1.73%

CVaR 95%: -2.79%
Max drawdown: -9.82%
Sortino ratio: 0.863
Calmar ratio: 1.72

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

33.56%

Ann. 18.75% (Sharpe / Sortino numerator)

Volatility

18.12%

Sharpe ratio

0.834

VaR 95%

-1.72%

CVaR 95%: -2.55%
Max drawdown: -19.93%
Sortino ratio: 1.087
Calmar ratio: 0.94

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.065%

Best day

2.847%

31/03/2026
Worst day

-2.851%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $40.32 $40.48 $40.32 $40.48 400
14/10/2026 $40.53 $40.53 $40.28 $40.30 1,100
13/10/2026 $40.88 $40.88 $40.88 $40.88 100
12/10/2026 $40.89 $40.90 $40.82 $40.88 800
09/10/2026 $40.84 $40.91 $40.84 $40.91 500
08/10/2026 $40.62 $40.65 $40.55 $40.60 900
07/10/2026 $40.74 $40.84 $40.73 $40.84 5,500
06/10/2026 $40.92 $41.10 $40.92 $40.98 3,200
05/10/2026 $40.35 $40.74 $40.35 $40.67 2,100
02/10/2026 $40.32 $40.35 $40.32 $40.35 1,100