Summary
FEBM
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 7.71% 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: 03/06/2026

Current price: $31.22

Expense ratio: 0.85%

Assets under management
$52.6M
-0.10% 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

0.87%

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

2.09%

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

3.42%

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

7.71%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

0.647%

08/04/2026
Worst day

-0.526%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.25 $31.25 $31.18 $31.22 1,500
02/06/2026 $31.23 $31.23 $31.23 $31.23 100
01/06/2026 $31.18 $31.22 $31.18 $31.22 1,200
29/05/2026 $31.22 $31.22 $31.22 $31.22 100
28/05/2026 $31.20 $31.20 $31.20 $31.20 600
27/05/2026 $31.18 $31.18 $31.18 $31.18 0
26/05/2026 $31.14 $31.17 $31.14 $31.17 800
22/05/2026 $31.14 $31.14 $31.14 $31.14 0
21/05/2026 $31.07 $31.12 $31.07 $31.12 5,100
20/05/2026 $31.11 $31.11 $31.11 $31.11 200