Summary
XOCT
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 11.37% Volatility 9.73% Sharpe 0.66
Official loaded data — not a live quote.

FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - OCTOBER

Symbol: XOCT

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 20/10/2023

Latest date: 11/06/2026

Current price: $39.24

Expense ratio: 0.85%

Assets under management
$74.9M
0.50% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.46%

Ann. -13.72% (Sharpe / Sortino numerator)

Volatility

9.29%

Sharpe ratio

-1.868

VaR 95%

-0.85%

CVaR 95%: -0.87%
Max drawdown: -3.32%
Sortino ratio: -3.708
Calmar ratio: -4.13

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

4.04%

Ann. -3.19% (Sharpe / Sortino numerator)

Volatility

6.85%

Sharpe ratio

-0.996

VaR 95%

-0.76%

CVaR 95%: -0.85%
Max drawdown: -3.63%
Sortino ratio: -1.538
Calmar ratio: -0.88

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

4.31%

Ann. 3.23% (Sharpe / Sortino numerator)

Volatility

5.76%

Sharpe ratio

-0.069

VaR 95%

-0.68%

CVaR 95%: -0.78%
Max drawdown: -3.63%
Sortino ratio: -0.098
Calmar ratio: 0.89

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

11.37%

Ann. 10.09% (Sharpe / Sortino numerator)

Volatility

9.73%

Sharpe ratio

0.664

VaR 95%

-0.68%

CVaR 95%: -1.37%
Max drawdown: -4.97%
Sortino ratio: 0.739
Calmar ratio: 2.03

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

17.97%

Ann. 6.91% (Sharpe / Sortino numerator)

Volatility

7.64%

Sharpe ratio

0.429

VaR 95%

-0.64%

CVaR 95%: -1.11%
Max drawdown: -10.00%
Sortino ratio: 0.460
Calmar ratio: 0.69

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

29.58%

Ann. 10.58% (Sharpe / Sortino numerator)

Volatility

7.12%

Sharpe ratio

0.981

VaR 95%

-0.57%

CVaR 95%: -1.01%
Max drawdown: -10.00%
Sortino ratio: 1.060
Calmar ratio: 1.06

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.043%

Best day

1.542%

31/03/2026
Worst day

-0.882%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $39.05 $39.24 $39.05 $39.24 900
10/06/2026 $39.08 $39.08 $39.03 $39.08 2,000
09/06/2026 $39.07 $39.19 $39.07 $39.19 400
08/06/2026 $39.26 $39.26 $39.25 $39.25 400
05/06/2026 $39.22 $39.22 $39.22 $39.22 100
04/06/2026 $39.37 $39.42 $39.36 $39.42 700
03/06/2026 $39.42 $39.42 $39.34 $39.38 1,700
02/06/2026 $39.36 $39.41 $39.35 $39.41 600
01/06/2026 $39.28 $39.39 $39.28 $39.39 1,600
29/05/2026 $39.38 $39.38 $39.38 $39.38 300