FT VEST U.S. EQUITY MODERATE BUFFER ETF - FEBRUARY
Symbol: GFEB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/02/2023
Latest date: 03/06/2026
Current price: $43.95
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
1.89%
Ann. -17.64% (Sharpe / Sortino numerator)
Volatility
10.13%
Sharpe ratio
-2.101
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
4.77%
Ann. -1.80% (Sharpe / Sortino numerator)
Volatility
7.09%
Sharpe ratio
-0.765
VaR 95%
-0.92%
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
6.55%
Ann. 3.96% (Sharpe / Sortino numerator)
Volatility
6.14%
Sharpe ratio
0.054
VaR 95%
-0.71%
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
15.17%
Ann. 11.88% (Sharpe / Sortino numerator)
Volatility
9.78%
Sharpe ratio
0.843
VaR 95%
-0.78%
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
26.37%
Ann. 10.00% (Sharpe / Sortino numerator)
Volatility
8.18%
Sharpe ratio
0.779
VaR 95%
-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
44.31%
Ann. 11.91% (Sharpe / Sortino numerator)
Volatility
7.60%
Sharpe ratio
1.089
VaR 95%
-0.69%
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
0.057%
Best day
1.582%
Worst day
-1.021%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $44.00 | $44.01 | $43.94 | $43.95 | 10,100 |
| 02/06/2026 | $44.03 | $44.05 | $44.00 | $44.04 | 7,200 |
| 01/06/2026 | $44.05 | $44.07 | $43.94 | $44.04 | 9,200 |
| 29/05/2026 | $43.99 | $44.01 | $43.95 | $43.98 | 8,200 |
| 28/05/2026 | $43.92 | $43.98 | $43.90 | $43.94 | 12,800 |
| 27/05/2026 | $43.95 | $43.95 | $43.80 | $43.86 | 3,100 |
| 26/05/2026 | $43.74 | $43.90 | $43.74 | $43.85 | 2,600 |
| 22/05/2026 | $44.03 | $44.03 | $43.75 | $43.77 | 6,000 |
| 21/05/2026 | $43.64 | $43.71 | $43.57 | $43.71 | 2,300 |
| 20/05/2026 | $43.74 | $43.74 | $43.50 | $43.62 | 4,000 |