FT VEST U.S. EQUITY BUFFER ETF - SEPTEMBER
Symbol: FSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/09/2020
Latest date: 15/10/2026
Current price: $57.63
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
1.64%
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
3.74%
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
9.23%
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
14.30%
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
27.67%
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
53.07%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.054%
Best day
2.141%
Worst day
-1.354%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $57.28 | $57.65 | $57.28 | $57.63 | 33,100 |
| 14/10/2026 | $57.90 | $57.90 | $57.38 | $57.49 | 38,300 |
| 13/10/2026 | $57.87 | $57.91 | $57.79 | $57.89 | 18,900 |
| 12/10/2026 | $58.06 | $58.06 | $57.80 | $57.85 | 9,400 |
| 09/10/2026 | $57.80 | $57.94 | $57.74 | $57.89 | 37,100 |
| 08/10/2026 | $57.72 | $57.75 | $57.54 | $57.66 | 38,900 |
| 07/10/2026 | $57.73 | $57.84 | $57.64 | $57.83 | 83,600 |
| 06/10/2026 | $57.86 | $57.97 | $57.81 | $57.88 | 46,900 |
| 05/10/2026 | $57.35 | $57.72 | $57.35 | $57.69 | 94,400 |
| 02/10/2026 | $57.37 | $57.57 | $57.34 | $57.45 | 68,300 |