Summary
XOCT
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 9.54% 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: 15/10/2026

Current price: $40.48

Expense ratio: 0.85%

Assets under management
$40.4M
-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

0.66%

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

1.94%

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

5.20%

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

9.54%

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

19.21%

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

33.64%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.037%

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
15/10/2026 $40.48 $40.48 $40.48 $40.48 1,000
14/10/2026 $40.45 $40.48 $40.45 $40.48 800
13/10/2026 $40.51 $40.52 $40.47 $40.47 800
12/10/2026 $40.51 $40.51 $40.46 $40.46 2,400
09/10/2026 $40.42 $40.47 $40.42 $40.47 1,600
08/10/2026 $40.40 $40.45 $40.40 $40.45 1,800
07/10/2026 $40.45 $40.45 $40.45 $40.45 100
06/10/2026 $40.39 $40.44 $40.39 $40.44 2,700
05/10/2026 $40.39 $40.44 $40.39 $40.44 1,300
02/10/2026 $40.38 $40.42 $40.38 $40.42 700