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FT Cboe Vest U.S. Equity Deep Buffer ETF - Decembe...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerFirst Trust
Inception DateDec 18, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

The FT Cboe Vest U.S. Equity Deep Buffer ETF - December has a high expense ratio of 0.85%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

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FT Cboe Vest U.S. Equity Deep Buffer ETF - December

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest U.S. Equity Deep Buffer ETF - December, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
23.72%
42.05%
DDEC (FT Cboe Vest U.S. Equity Deep Buffer ETF - December)
Benchmark (^GSPC)

S&P 500

Returns By Period

FT Cboe Vest U.S. Equity Deep Buffer ETF - December had a return of 4.69% year-to-date (YTD) and 19.00% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.69%10.04%
1 month1.65%3.53%
6 months12.05%22.79%
1 year19.00%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.93%2.43%
20230.15%-1.87%-1.57%6.65%1.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - December (DDEC) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DDEC
FT Cboe Vest U.S. Equity Deep Buffer ETF - December
2.91
^GSPC
S&P 500
2.76

Sharpe Ratio

The current FT Cboe Vest U.S. Equity Deep Buffer ETF - December Sharpe ratio is 2.91. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.91
2.76
DDEC (FT Cboe Vest U.S. Equity Deep Buffer ETF - December)
Benchmark (^GSPC)

Dividends

Dividend History


FT Cboe Vest U.S. Equity Deep Buffer ETF - December doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
DDEC (FT Cboe Vest U.S. Equity Deep Buffer ETF - December)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity Deep Buffer ETF - December. 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 FT Cboe Vest U.S. Equity Deep Buffer ETF - December was 10.22%, occurring on Jun 16, 2022. Recovery took 241 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.22%Jan 4, 2022114Jun 16, 2022241Jun 2, 2023355
-5.5%Sep 15, 202331Oct 27, 202310Nov 10, 202341
-1.67%Jan 21, 20217Jan 29, 20215Feb 5, 202112
-1.67%Aug 2, 202313Aug 18, 20238Aug 30, 202321
-1.3%Feb 25, 20216Mar 4, 20214Mar 10, 202110

Volatility

Volatility Chart

The current FT Cboe Vest U.S. Equity Deep Buffer ETF - December volatility is 1.23%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.23%
2.82%
DDEC (FT Cboe Vest U.S. Equity Deep Buffer ETF - December)
Benchmark (^GSPC)