FT VEST U.S. EQUITY MAX BUFFER ETF - FEBRUARY
Symbol: FEBM
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 20/02/2025
Latest date: 15/10/2026
Current price: $31.78
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.49%
Ann. 11.09% (Sharpe / Sortino numerator)
Volatility
1.43%
Sharpe ratio
5.208
VaR 95%
-0.10%
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
1.39%
Ann. 8.00% (Sharpe / Sortino numerator)
Volatility
3.03%
Sharpe ratio
1.442
VaR 95%
-0.23%
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
3.20%
Ann. 7.03% (Sharpe / Sortino numerator)
Volatility
2.33%
Sharpe ratio
1.459
VaR 95%
-0.20%
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
6.17%
Ann. 8.08% (Sharpe / Sortino numerator)
Volatility
2.19%
Sharpe ratio
2.031
VaR 95%
-0.20%
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
10.31%
Ann. 6.18% (Sharpe / Sortino numerator)
Volatility
2.55%
Sharpe ratio
0.915
VaR 95%
-0.22%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.024%
Best day
0.647%
Worst day
-0.526%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $31.78 | $31.78 | $31.78 | $31.78 | 100 |
| 14/10/2026 | $31.78 | $31.78 | $31.78 | $31.78 | 100 |
| 13/10/2026 | $31.84 | $31.84 | $31.82 | $31.82 | 300 |
| 12/10/2026 | $31.80 | $31.84 | $31.80 | $31.84 | 1,000 |
| 09/10/2026 | $31.82 | $31.82 | $31.82 | $31.82 | 100 |
| 08/10/2026 | $31.78 | $31.80 | $31.77 | $31.80 | 700 |
| 07/10/2026 | $31.80 | $31.80 | $31.80 | $31.80 | 2,400 |
| 06/10/2026 | $31.82 | $31.82 | $31.82 | $31.82 | 100 |
| 05/10/2026 | $31.79 | $31.79 | $31.73 | $31.78 | 700 |
| 02/10/2026 | $31.73 | $31.76 | $31.73 | $31.76 | 500 |