FT VEST U.S. EQUITY BUFFER ETF - FEBRUARY
Symbol: FFEB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 21/02/2020
Latest date: 20/07/2026
Current price: $61.01
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
0.25%
Ann. -24.86% (Sharpe / Sortino numerator)
Volatility
12.63%
Sharpe ratio
-2.256
VaR 95%
-1.20%
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
3.23%
Ann. -2.76% (Sharpe / Sortino numerator)
Volatility
9.53%
Sharpe ratio
-0.671
VaR 95%
-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.
Period total return
8.08%
Ann. 3.76% (Sharpe / Sortino numerator)
Volatility
8.07%
Sharpe ratio
0.016
VaR 95%
-0.96%
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
15.18%
Ann. 14.49% (Sharpe / Sortino numerator)
Volatility
12.36%
Sharpe ratio
0.878
VaR 95%
-0.99%
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
28.96%
Ann. 11.85% (Sharpe / Sortino numerator)
Volatility
10.41%
Sharpe ratio
0.790
VaR 95%
-0.97%
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
51.31%
Ann. 14.66% (Sharpe / Sortino numerator)
Volatility
9.68%
Sharpe ratio
1.140
VaR 95%
-0.91%
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.
Average daily return
0.058%
Best day
1.968%
Worst day
-1.458%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $61.27 | $61.27 | $61.01 | $61.01 | 8,100 |
| 17/07/2026 | $60.92 | $61.20 | $60.92 | $61.06 | 9,400 |
| 16/07/2026 | $61.30 | $61.49 | $61.21 | $61.31 | 9,200 |
| 15/07/2026 | $61.37 | $61.47 | $61.29 | $61.46 | 13,700 |
| 14/07/2026 | $61.25 | $61.38 | $61.24 | $61.35 | 10,200 |
| 13/07/2026 | $61.33 | $61.33 | $61.20 | $61.20 | 5,700 |
| 10/07/2026 | $61.39 | $61.44 | $61.22 | $61.38 | 4,700 |
| 09/07/2026 | $61.10 | $61.31 | $61.10 | $61.28 | 14,500 |
| 08/07/2026 | $61.00 | $61.05 | $60.82 | $61.05 | 9,100 |
| 07/07/2026 | $61.11 | $61.21 | $60.98 | $61.12 | 9,300 |