FT VEST U.S. EQUITY BUFFER ETF - SEPTEMBER
Symbol: FSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/09/2020
Latest date: 03/06/2026
Current price: $54.94
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
2.58%
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
6.48%
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
7.03%
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
17.62%
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
27.24%
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
50.21%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.066%
Best day
2.141%
Worst day
-1.649%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $55.03 | $55.03 | $54.94 | $54.94 | 45,900 |
| 02/06/2026 | $55.02 | $55.10 | $55.01 | $55.06 | 43,900 |
| 01/06/2026 | $55.00 | $55.08 | $54.97 | $55.02 | 150,300 |
| 29/05/2026 | $55.05 | $55.11 | $54.96 | $55.00 | 71,900 |
| 28/05/2026 | $54.79 | $54.93 | $54.77 | $54.91 | 31,500 |
| 27/05/2026 | $54.81 | $54.81 | $54.70 | $54.77 | 35,100 |
| 26/05/2026 | $54.86 | $54.86 | $54.70 | $54.74 | 47,200 |
| 22/05/2026 | $54.72 | $54.72 | $54.57 | $54.60 | 74,100 |
| 21/05/2026 | $54.33 | $54.57 | $54.33 | $54.52 | 48,800 |
| 20/05/2026 | $54.38 | $54.45 | $54.27 | $54.43 | 104,000 |