Summary
FSEP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 17.62% Volatility 12.09% Sharpe 0.75
Official loaded data — not a live quote.

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%

Assets under management
$1.3B
-0.16% 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

2.58%

Ann. -25.63% (Sharpe / Sortino numerator)

Volatility

12.52%

Sharpe ratio

-2.338

VaR 95%

-1.05%

CVaR 95%: -1.17%
Max drawdown: -5.03%
Sortino ratio: -4.483
Calmar ratio: -5.09

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%

CVaR 95%: -1.18%
Max drawdown: -5.62%
Sortino ratio: -1.751
Calmar ratio: -1.36

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%

CVaR 95%: -1.20%
Max drawdown: -5.62%
Sortino ratio: -0.665
Calmar ratio: -0.09

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%

CVaR 95%: -1.75%
Max drawdown: -5.62%
Sortino ratio: 0.894
Calmar ratio: 2.26

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%

CVaR 95%: -1.49%
Max drawdown: -12.37%
Sortino ratio: 0.667
Calmar ratio: 0.75

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%

CVaR 95%: -1.37%
Max drawdown: -12.37%
Sortino ratio: 1.196
Calmar ratio: 1.03

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

0.066%

Best day

2.141%

31/03/2026
Worst day

-1.649%

10/10/2025
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