FT VEST U.S. EQUITY BUFFER ETF - SEPTEMBER
Symbol: FSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/09/2020
Latest date: 20/07/2026
Current price: $55.15
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
0.27%
Ann. -25.63% (Sharpe / Sortino numerator)
Volatility
12.52%
Sharpe ratio
-2.338
VaR 95%
-1.05%
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
3.67%
Ann. -7.62% (Sharpe / Sortino numerator)
Volatility
9.79%
Sharpe ratio
-1.149
VaR 95%
-1.02%
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
7.40%
Ann. -0.50% (Sharpe / Sortino numerator)
Volatility
8.71%
Sharpe ratio
-0.474
VaR 95%
-1.00%
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
13.51%
Ann. 12.70% (Sharpe / Sortino numerator)
Volatility
12.09%
Sharpe ratio
0.750
VaR 95%
-1.01%
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
25.33%
Ann. 9.34% (Sharpe / Sortino numerator)
Volatility
10.00%
Sharpe ratio
0.571
VaR 95%
-0.94%
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
42.83%
Ann. 12.71% (Sharpe / Sortino numerator)
Volatility
9.59%
Sharpe ratio
0.947
VaR 95%
-0.94%
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
0.052%
Best day
2.141%
Worst day
-1.649%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $55.44 | $55.44 | $55.15 | $55.15 | 17,500 |
| 17/07/2026 | $55.10 | $55.34 | $55.10 | $55.17 | 9,400 |
| 16/07/2026 | $55.48 | $55.59 | $55.37 | $55.45 | 20,600 |
| 15/07/2026 | $55.50 | $55.58 | $55.46 | $55.55 | 9,800 |
| 14/07/2026 | $55.43 | $55.50 | $55.38 | $55.44 | 36,400 |
| 13/07/2026 | $55.47 | $55.49 | $55.29 | $55.32 | 11,900 |
| 10/07/2026 | $55.51 | $55.55 | $55.43 | $55.52 | 9,000 |
| 09/07/2026 | $55.27 | $55.41 | $55.25 | $55.39 | 14,800 |
| 08/07/2026 | $55.05 | $55.17 | $54.95 | $55.16 | 32,300 |
| 07/07/2026 | $55.27 | $55.31 | $55.15 | $55.23 | 20,700 |