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: 17/07/2026
Current price: $44.05
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
0.54%
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
2.50%
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
6.11%
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
11.99%
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
23.23%
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
40.26%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.046%
Best day
1.582%
Worst day
-1.021%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $44.13 | $44.13 | $44.01 | $44.05 | 6,400 |
| 16/07/2026 | $44.28 | $44.28 | $44.15 | $44.20 | 2,400 |
| 15/07/2026 | $44.18 | $44.33 | $44.16 | $44.28 | 11,900 |
| 14/07/2026 | $44.09 | $44.23 | $44.09 | $44.23 | 3,900 |
| 13/07/2026 | $44.14 | $44.16 | $44.09 | $44.14 | 3,900 |
| 10/07/2026 | $44.11 | $44.30 | $44.11 | $44.30 | 9,000 |
| 09/07/2026 | $44.08 | $44.17 | $44.08 | $44.17 | 102,300 |
| 08/07/2026 | $43.87 | $44.07 | $43.87 | $44.02 | 5,300 |
| 07/07/2026 | $44.01 | $44.16 | $44.01 | $44.09 | 3,700 |
| 06/07/2026 | $44.13 | $44.17 | $44.09 | $44.14 | 10,900 |