Summary
UXOC
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 20.17% 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: 21/07/2026

Current price: $39.16

Expense ratio: 0.85%

Assets under management
$21.5M
0.01% 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

0.28%

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

6.70%

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

9.75%

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

20.17%

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

29.19%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

2.847%

31/03/2026
Worst day

-3.182%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $39.15 $39.16 $39.15 $39.16 300
20/07/2026 $38.85 $38.93 $38.75 $38.75 2,600
17/07/2026 $39.05 $39.05 $38.87 $38.91 800
16/07/2026 $39.41 $39.41 $39.28 $39.30 500
15/07/2026 $39.45 $39.54 $39.37 $39.54 1,100
14/07/2026 $39.37 $39.42 $39.37 $39.42 500
13/07/2026 $39.46 $39.46 $39.25 $39.25 1,200
10/07/2026 $39.33 $39.55 $39.33 $39.55 800
09/07/2026 $39.15 $39.36 $39.15 $39.36 2,500
08/07/2026 $38.86 $38.98 $38.61 $38.98 4,100