Original Buffer+Income v2 OCT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FOCT FT Cboe Vest U.S. Equity Buffer ETF- October | Volatility Hedged Equity, Actively Managed | 50% |
GLD SPDR Gold Trust | Precious Metals, Gold | 15% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 35% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 19, 2020, corresponding to the inception date of FOCT
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| Original Buffer+Income v2 OCT | 7.11% | 7.57% | 6.09% | 17.54% | N/A | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | 8.82% | 13.78% | 8.39% | 27.34% | 21.41% | N/A |
GLD SPDR Gold Trust | 25.18% | -0.18% | 21.32% | 40.51% | 13.18% | 10.12% |
FOCT FT Cboe Vest U.S. Equity Buffer ETF- October | 0.42% | 5.73% | -0.31% | 4.34% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Original Buffer+Income v2 OCT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.93% | -0.23% | -2.91% | 1.39% | 4.93% | 7.11% | |||||||
| 2024 | 2.29% | 5.28% | 3.31% | -1.74% | 3.74% | 3.08% | 0.47% | 2.05% | 1.56% | 0.01% | 3.76% | -1.55% | 24.35% |
| 2023 | 3.31% | -3.33% | 3.28% | 1.80% | -1.90% | 4.66% | 2.17% | 0.19% | -3.44% | -0.57% | 6.71% | 3.73% | 17.28% |
| 2022 | -3.76% | -0.62% | 2.54% | -6.14% | 0.27% | -5.51% | 5.32% | -2.22% | -6.06% | 7.80% | 4.40% | -2.53% | -7.46% |
| 2021 | -0.91% | -0.57% | 2.04% | 3.26% | 1.30% | 1.89% | 1.38% | 1.97% | -2.22% | 3.81% | -1.52% | 2.78% | 13.82% |
| 2020 | -3.81% | 5.78% | 3.16% | 4.97% |
Expense Ratio
Original Buffer+Income v2 OCT has an expense ratio of 0.53%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 83, Original Buffer+Income v2 OCT is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 1.11 | 1.63 | 1.23 | 1.38 | 4.98 |
GLD SPDR Gold Trust | 2.13 | 2.65 | 1.34 | 4.31 | 10.98 |
FOCT FT Cboe Vest U.S. Equity Buffer ETF- October | 0.32 | 0.56 | 1.10 | 0.32 | 1.33 |
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Dividends
Dividend yield
Original Buffer+Income v2 OCT provided a 0.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.17% | 0.17% | 0.57% | 0.58% | 0.18% | 0.44% | 0.49% | 0.37% | 0.27% | 0.68% | 0.12% |
| Portfolio components: | |||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.49% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FOCT FT Cboe Vest U.S. Equity Buffer ETF- October | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Original Buffer+Income v2 OCT. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Original Buffer+Income v2 OCT was 16.11%, occurring on Sep 30, 2022. Recovery took 198 trading sessions.
The current Original Buffer+Income v2 OCT drawdown is 1.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.11% | Jan 5, 2022 | 186 | Sep 30, 2022 | 198 | Jul 18, 2023 | 384 |
| -13.22% | Feb 20, 2025 | 34 | Apr 8, 2025 | 24 | May 13, 2025 | 58 |
| -5.75% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -5.62% | Sep 15, 2023 | 13 | Oct 3, 2023 | 30 | Nov 14, 2023 | 43 |
| -5.61% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.53, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | SPMO | FOCT | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.12 | 0.84 | 0.93 | 0.91 |
| GLD | 0.12 | 1.00 | 0.11 | 0.10 | 0.30 |
| SPMO | 0.84 | 0.11 | 1.00 | 0.77 | 0.93 |
| FOCT | 0.93 | 0.10 | 0.77 | 1.00 | 0.88 |
| Portfolio | 0.91 | 0.30 | 0.93 | 0.88 | 1.00 |