FT Cboe Vest U.S. Equity Deep Buffer ETF - December (DDEC)
DDEC is an actively managed ETF by First Trust. DDEC launched on Dec 18, 2020 and has a 0.85% expense ratio.
ETF Info
Issuer | First Trust |
---|---|
Inception Date | Dec 18, 2020 |
Region | North America (U.S.) |
Category | Volatility Hedged Equity, Actively Managed |
Index Tracked | No Index (Active) |
Home Page | www.ftportfolios.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 4.69% | 10.04% |
1 month | 1.65% | 3.53% |
6 months | 12.05% | 22.79% |
1 year | 19.00% | 32.16% |
5 years (annualized) | N/A | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.93% | 2.43% | ||||||||||
2023 | 0.15% | -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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
FT Cboe Vest U.S. Equity Deep Buffer ETF - December | 2.91 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2022 | 114 | Jun 16, 2022 | 241 | Jun 2, 2023 | 355 |
-5.5% | Sep 15, 2023 | 31 | Oct 27, 2023 | 10 | Nov 10, 2023 | 41 |
-1.67% | Jan 21, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
-1.67% | Aug 2, 2023 | 13 | Aug 18, 2023 | 8 | Aug 30, 2023 | 21 |
-1.3% | Feb 25, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
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.