Summary
DSEP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.98% Volatility 9.22% Sharpe 0.77
Official loaded data — not a live quote.

FT VEST U.S. EQUITY DEEP BUFFER ETF - SEPTEMBER

Symbol: DSEP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 18/09/2020

Latest date: 20/07/2026

Current price: $47.55

Expense ratio: 0.85%

Assets under management
$347.7M
-0.17% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.49%

Ann. -21.26% (Sharpe / Sortino numerator)

Volatility

9.63%

Sharpe ratio

-2.585

VaR 95%

-0.87%

CVaR 95%: -0.95%
Max drawdown: -3.93%
Sortino ratio: -4.597
Calmar ratio: -5.41

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

3.27%

Ann. -6.17% (Sharpe / Sortino numerator)

Volatility

7.57%

Sharpe ratio

-1.295

VaR 95%

-0.85%

CVaR 95%: -0.97%
Max drawdown: -4.54%
Sortino ratio: -1.948
Calmar ratio: -1.36

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

6.19%

Ann. -0.18% (Sharpe / Sortino numerator)

Volatility

6.67%

Sharpe ratio

-0.572

VaR 95%

-0.75%

CVaR 95%: -0.94%
Max drawdown: -4.54%
Sortino ratio: -0.808
Calmar ratio: -0.04

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

10.98%

Ann. 10.70% (Sharpe / Sortino numerator)

Volatility

9.22%

Sharpe ratio

0.767

VaR 95%

-0.79%

CVaR 95%: -1.34%
Max drawdown: -4.54%
Sortino ratio: 0.944
Calmar ratio: 2.36

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

20.94%

Ann. 7.81% (Sharpe / Sortino numerator)

Volatility

7.73%

Sharpe ratio

0.541

VaR 95%

-0.74%

CVaR 95%: -1.17%
Max drawdown: -9.93%
Sortino ratio: 0.642
Calmar ratio: 0.79

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

37.58%

Ann. 11.40% (Sharpe / Sortino numerator)

Volatility

7.39%

Sharpe ratio

1.051

VaR 95%

-0.69%

CVaR 95%: -1.06%
Max drawdown: -9.93%
Sortino ratio: 1.342
Calmar ratio: 1.15

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.042%

Best day

1.468%

08/04/2026
Worst day

-1.181%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $47.63 $47.65 $47.55 $47.55 4,700
17/07/2026 $47.55 $47.64 $47.52 $47.57 3,000
16/07/2026 $47.74 $47.79 $47.69 $47.69 10,200
15/07/2026 $47.73 $47.81 $47.73 $47.77 7,700
14/07/2026 $47.67 $47.76 $47.67 $47.70 7,900
13/07/2026 $47.71 $47.71 $47.60 $47.63 1,000
10/07/2026 $47.69 $47.77 $47.67 $47.77 3,200
09/07/2026 $47.56 $47.66 $47.56 $47.66 11,300
08/07/2026 $47.50 $47.52 $47.37 $47.52 4,000
07/07/2026 $47.62 $47.62 $47.52 $47.55 23,400