Summary
FEBM
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 6.27% Volatility 2.19% Sharpe 2.03
Official loaded data — not a live quote.

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: 20/07/2026

Current price: $31.28

Expense ratio: 0.85%

Assets under management
$47.6M
0.04% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

0.26%

Ann. 11.09% (Sharpe / Sortino numerator)

Volatility

1.43%

Sharpe ratio

5.208

VaR 95%

-0.10%

CVaR 95%: -0.12%
Max drawdown: -0.18%
Sortino ratio: 11.170
Calmar ratio: 62.71

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

1.33%

Ann. 8.00% (Sharpe / Sortino numerator)

Volatility

3.03%

Sharpe ratio

1.442

VaR 95%

-0.23%

CVaR 95%: -0.34%
Max drawdown: -1.52%
Sortino ratio: 2.317
Calmar ratio: 5.27

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

2.90%

Ann. 7.03% (Sharpe / Sortino numerator)

Volatility

2.33%

Sharpe ratio

1.459

VaR 95%

-0.20%

CVaR 95%: -0.28%
Max drawdown: -1.66%
Sortino ratio: 2.164
Calmar ratio: 4.22

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.

Period total return

6.27%

Ann. 8.08% (Sharpe / Sortino numerator)

Volatility

2.19%

Sharpe ratio

2.031

VaR 95%

-0.20%

CVaR 95%: -0.27%
Max drawdown: -1.66%
Sortino ratio: 3.105
Calmar ratio: 4.86

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

0.024%

Best day

0.647%

08/04/2026
Worst day

-0.526%

26/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.27 $31.28 $31.27 $31.28 500
17/07/2026 $31.27 $31.29 $31.27 $31.29 300
16/07/2026 $31.34 $31.34 $31.34 $31.34 100
15/07/2026 $31.31 $31.34 $31.31 $31.34 1,600
14/07/2026 $31.30 $31.34 $31.30 $31.34 700
13/07/2026 $31.30 $31.30 $31.30 $31.30 300
10/07/2026 $31.31 $31.32 $31.31 $31.32 600
09/07/2026 $31.28 $31.34 $31.28 $31.32 1,700
08/07/2026 $31.21 $31.24 $31.20 $31.24 2,800
07/07/2026 $31.24 $31.27 $31.24 $31.27 7,300