FT VEST U.S. EQUITY BUFFER ETF - FEBRUARY
Symbol: FFEB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 21/02/2020
Latest date: 15/10/2026
Current price: $63.04
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
1.46%
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
2.57%
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
7.41%
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
14.70%
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
29.10%
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
59.15%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.056%
Best day
1.968%
Worst day
-1.242%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $62.75 | $63.09 | $62.75 | $63.04 | 9,600 |
| 14/10/2026 | $63.12 | $63.13 | $62.86 | $62.94 | 14,800 |
| 13/10/2026 | $63.33 | $63.33 | $63.18 | $63.25 | 8,900 |
| 12/10/2026 | $63.23 | $63.28 | $63.20 | $63.23 | 5,800 |
| 09/10/2026 | $63.12 | $63.24 | $63.12 | $63.20 | 8,900 |
| 08/10/2026 | $63.03 | $63.14 | $62.95 | $63.05 | 15,600 |
| 07/10/2026 | $63.10 | $63.18 | $63.01 | $63.15 | 13,000 |
| 06/10/2026 | $63.21 | $63.24 | $63.18 | $63.20 | 8,500 |
| 05/10/2026 | $62.80 | $63.10 | $62.80 | $63.01 | 6,000 |
| 02/10/2026 | $62.81 | $62.91 | $62.77 | $62.84 | 10,900 |