First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Buffer ETF - October

10-Year Study

FOCT.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Buffer ETF - October has compounded at 10.7% annually over the last 10 years, with a maximum drawdown of 13.7% and an annualized volatility of 8.4%.

1Y CAGR
+17.5%
3Y CAGR
+12.3%
5Y CAGR
+8.4%
10Y CAGR
+10.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +17.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.8-0.1-3.35.1————————2.2%
20252.1-0.9-3.8-0.44.53.61.51.72.82.20.40.514.9%
20241.12.21.1-0.62.01.00.50.90.4-1.43.9-1.59.6%
20235.2-1.92.91.30.55.72.4-0.9-4.6-1.95.92.517.8%
2022-2.6-1.72.3-5.70.5-4.85.9-1.5-6.36.74.2-3.6-7.6%
2021-1.01.73.11.70.91.00.40.7-0.12.1-0.82.713.1%
2020——————————7.92.210.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 8.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 59.4% of variance. Idiosyncratic stock-specific factors contribute 5.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0110790.56768558952
2020-12-0111030.567685589518
2021-01-0110923.737991266376
2021-02-0111110.218340611353
2021-03-0111456.768558951966
2021-04-0111647.510917030568
2021-05-0111749.519650655022
2021-06-0111869.938864628819
2021-07-0111923.144104803494
2021-08-0112010.480349344978
2021-09-0111995.807860262008
2021-10-0112242.445414847161
2021-11-0112150.218340611355
2021-12-0112478.602620087335
2022-01-0112157.205240174671
2022-02-0111947.598253275111
2022-03-0112223.580786026203
2022-04-0111524.890829694323
2022-05-0111584.6288209607
2022-06-0111023.231441048034
2022-07-0111671.965065502183
2022-08-0111497.991266375544
2022-09-0110772.40174672489
2022-10-0111489.606986899566
2022-11-0111968.558951965064
2022-12-0111531.87772925764
2023-01-0112132.751091703056
2023-02-0111902.183406113538
2023-03-0112244.541484716156
2023-04-0112406.288209606986
2023-05-0112468.471615720524
2023-06-0113183.930131004367
2023-07-0113502.183406113538
2023-08-0113383.056768558952
2023-09-0112761.572052401747
2023-10-0112513.53711790393
2023-11-0113254.14847161572
2023-12-0113586.026200873363
2024-01-0113729.257641921398
2024-02-0114025.152838427948
2024-03-0114172.92576419214
2024-04-0114089.432314410482
2024-05-0114372.052401746725
2024-06-0114511.7903930131
2024-07-0114583.056768558952
2024-08-0114707.423580786028
2024-09-0114761.572052401749
2024-10-0114553.711790393012
2024-11-0115119.650655021835
2024-12-0114892.576419213974
2025-01-0115206.986899563319
2025-02-0115074.235807860261
2025-03-0114497.816593886464
2025-04-0114438.427947598253
2025-05-0115091.70305676856
2025-06-0115640.174672489084
2025-07-0115877.729257641922
2025-08-0116150.218340611353
2025-09-0116597.379912663753
2025-10-0116964.192139737992
2025-11-0117025.327510917028
2025-12-0117114.410480349343
2026-01-0117247.161572052402
2026-02-0117233.187772925765
2026-03-0116656.768558951964
2026-04-0117498.68995633188
Annual Return Matrix
YearAnnual Return
20210.1312747426761678
2022-0.07586786114221722
20230.17812784004847027
20240.09616868089483166
20250.14919071076706536
20260.022453561951418788
Total Factor Risk
0.08361664885751863
VTI.US Exposure
0.5938540359854881
VEA.US Exposure
-0.005100249199430598
VWO.US Exposure
0.01883841126515385
QQQ.US Exposure
0.05339435169840322
VTV.US Exposure
0.09337895467139677
IJR.US Exposure
-0.03778237409010455
QUAL.US Exposure
-0.017183636605953928
SHV.US Exposure
0.14987851731505525
TLT.US Exposure
0.003106549581531453
LQD.US Exposure
0.004804452427944984
HYG.US Exposure
0.05883846138433554
GLD.US Exposure
-0.002293641472589076
USO.US Exposure
0.0038634347676329093
VNQ.US Exposure
-0.012585363537853896
BTC-USD.CC Exposure
-0.012309991380630011
CPER.US Exposure
-0.001488250241765695
VIX.INDX Exposure
0.0501259430900174
UUP.US Exposure
-0.0008843356893349165
TIP.US Exposure
0.0027696702893848717
Idiosyncratic Exposure
0.056775059741318315
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Buffer ETF - October a high-risk investment?

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Buffer ETF - October (FOCT.US) has an annualized volatility of 8.4% and experienced a maximum drawdown of 13.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FOCT.US?

Over the past 10 years, FOCT.US has generated a Compound Annual Growth Rate (CAGR) of 10.7%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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